Diff for /imach/src/imach.c between versions 1.5 and 1.84

version 1.5, 2001/05/02 17:42:45 version 1.84, 2003/06/13 21:44:43
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.84  2003/06/13 21:44:43  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Replace "freqsummary" at a correct
   or degree of  disability. At least a second wave of interviews    place. It differs from routine "prevalence" which may be called
   ("longitudinal") should  measure each new individual health status.    many times. Probs is memory consuming and must be used with
   Health expectancies are computed from the transistions observed between    parcimony.
   waves and are computed for each degree of severity of disability (number    Version 0.95a2 (should output exactly the same maximization than 0.8a2)
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Revision 1.83  2003/06/10 13:39:11  lievre
   The simplest model is the multinomial logistic model where pij is    *** empty log message ***
   the probabibility to be observed in state j at the second wave conditional  
   to be observed in state i at the first wave. Therefore the model is:    Revision 1.82  2003/06/05 15:57:20  brouard
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Add log in  imach.c and  fullversion number is now printed.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup  */
     *Covariates have to be included here again* invites you to do it.  /*
   More covariates you add, less is the speed of the convergence.     Interpolated Markov Chain
   
   The advantage that this computer programme claims, comes from that if the    Short summary of the programme:
   delay between waves is not identical for each individual, or if some    
   individual missed an interview, the information is not rounded or lost, but    This program computes Healthy Life Expectancies from
   taken into account using an interpolation or extrapolation.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   hPijx is the probability to be    first survey ("cross") where individuals from different ages are
   observed in state i at age x+h conditional to the observed state i at age    interviewed on their health status or degree of disability (in the
   x. The delay 'h' can be split into an exact number (nh*stepm) of    case of a health survey which is our main interest) -2- at least a
   unobserved intermediate  states. This elementary transition (by month or    second wave of interviews ("longitudinal") which measure each change
   quarter trimester, semester or year) is model as a multinomial logistic.    (if any) in individual health status.  Health expectancies are
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    computed from the time spent in each health state according to a
   and the contribution of each individual to the likelihood is simply hPijx.    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
   Also this programme outputs the covariance matrix of the parameters but also    simplest model is the multinomial logistic model where pij is the
   of the life expectancies. It also computes the prevalence limits.    probability to be observed in state j at the second wave
      conditional to be observed in state i at the first wave. Therefore
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
            Institut national d'études démographiques, Paris.    'age' is age and 'sex' is a covariate. If you want to have a more
   This software have been partly granted by Euro-REVES, a concerted action    complex model than "constant and age", you should modify the program
   from the European Union.    where the markup *Covariates have to be included here again* invites
   It is copyrighted identically to a GNU software product, ie programme and    you to do it.  More covariates you add, slower the
   software can be distributed freely for non commercial use. Latest version    convergence.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    The advantage of this computer programme, compared to a simple
      multinomial logistic model, is clear when the delay between waves is not
 #include <math.h>    identical for each individual. Also, if a individual missed an
 #include <stdio.h>    intermediate interview, the information is lost, but taken into
 #include <stdlib.h>    account using an interpolation or extrapolation.  
 #include <unistd.h>  
     hPijx is the probability to be observed in state i at age x+h
 #define MAXLINE 256    conditional to the observed state i at age x. The delay 'h' can be
 #define FILENAMELENGTH 80    split into an exact number (nh*stepm) of unobserved intermediate
 /*#define DEBUG*/    states. This elementary transition (by month, quarter,
 #define windows    semester or year) is modelled as a multinomial logistic.  The hPx
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    matrix is simply the matrix product of nh*stepm elementary matrices
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    and the contribution of each individual to the likelihood is simply
     hPijx.
   
     Also this programme outputs the covariance matrix of the parameters but also
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    of the life expectancies. It also computes the stable prevalence. 
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define NINTERVMAX 8             Institut national d'études démographiques, Paris.
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    This software have been partly granted by Euro-REVES, a concerted action
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    from the European Union.
 #define NCOVMAX 8 /* Maximum number of covariates */    It is copyrighted identically to a GNU software product, ie programme and
 #define MAXN 20000    software can be distributed freely for non commercial use. Latest version
 #define YEARM 12. /* Number of months per year */    can be accessed at http://euroreves.ined.fr/imach .
 #define AGESUP 130  
 #define AGEBASE 40    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
     or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 int nvar;    **********************************************************************/
 static int cptcov;  /*
 int cptcovn;    main
 int npar=NPARMAX;    read parameterfile
 int nlstate=2; /* Number of live states */    read datafile
 int ndeath=1; /* Number of dead states */    concatwav
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    freqsummary
     if (mle >= 1)
 int *wav; /* Number of waves for this individuual 0 is possible */      mlikeli
 int maxwav; /* Maxim number of waves */    print results files
 int mle, weightopt;    if mle==1 
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */       computes hessian
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    read end of parameter file: agemin, agemax, bage, fage, estepm
 double **oldm, **newm, **savm; /* Working pointers to matrices */        begin-prev-date,...
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    open gnuplot file
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    open html file
 FILE *ficgp, *fichtm;    stable prevalence
 FILE *ficreseij;     for age prevalim()
   char filerese[FILENAMELENGTH];    h Pij x
  FILE  *ficresvij;    variance of p varprob
   char fileresv[FILENAMELENGTH];    forecasting if prevfcast==1 prevforecast call prevalence()
  FILE  *ficresvpl;    health expectancies
   char fileresvpl[FILENAMELENGTH];    Variance-covariance of DFLE
     prevalence()
      movingaverage()
     varevsij() 
     if popbased==1 varevsij(,popbased)
 #define NR_END 1    total life expectancies
 #define FREE_ARG char*    Variance of stable prevalence
 #define FTOL 1.0e-10   end
   */
 #define NRANSI  
 #define ITMAX 200  
   
 #define TOL 2.0e-4   
   #include <math.h>
 #define CGOLD 0.3819660  #include <stdio.h>
 #define ZEPS 1.0e-10  #include <stdlib.h>
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #include <unistd.h>
   
 #define GOLD 1.618034  #define MAXLINE 256
 #define GLIMIT 100.0  #define GNUPLOTPROGRAM "gnuplot"
 #define TINY 1.0e-20  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   #define FILENAMELENGTH 80
 static double maxarg1,maxarg2;  /*#define DEBUG*/
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define windows
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define NINTERVMAX 8
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 int imx;  #define NCOVMAX 8 /* Maximum number of covariates */
 int stepm;  #define MAXN 20000
 /* Stepm, step in month: minimum step interpolation*/  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 int m,nb;  #define AGEBASE 40
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;  #ifdef windows
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define DIRSEPARATOR '\\'
 double **pmmij;  #define ODIRSEPARATOR '/'
   #else
 double *weight;  #define DIRSEPARATOR '/'
 int **s; /* Status */  #define ODIRSEPARATOR '\\'
 double *agedc, **covar, idx;  #endif
 int **nbcode, *Tcode, *Tvar, **codtab;  
   /* $Id$ */
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  /* $State$ */
 double ftolhess; /* Tolerance for computing hessian */  
   char version[]="Imach version 0.95a2, June 2003, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
 static  int split( char *path, char *dirc, char *name )  int erreur; /* Error number */
 {  int nvar;
    char *s;                             /* pointer */  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
    int  l1, l2;                         /* length counters */  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
    l1 = strlen( path );                 /* length of path */  int ndeath=1; /* Number of dead states */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
    s = strrchr( path, '\\' );           /* find last / */  int popbased=0;
    if ( s == NULL ) {                   /* no directory, so use current */  
 #if     defined(__bsd__)                /* get current working directory */  int *wav; /* Number of waves for this individuual 0 is possible */
       extern char       *getwd( );  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
       if ( getwd( dirc ) == NULL ) {  int mle, weightopt;
 #else  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
       extern char       *getcwd( );  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
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 #endif  double jmean; /* Mean space between 2 waves */
          return( GLOCK_ERROR_GETCWD );  double **oldm, **newm, **savm; /* Working pointers to matrices */
       }  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       strcpy( name, path );             /* we've got it */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
    } else {                             /* strip direcotry from path */  FILE *ficlog, *ficrespow;
       s++;                              /* after this, the filename */  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       l2 = strlen( s );                 /* length of filename */  FILE *ficresprobmorprev;
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE *fichtm; /* Html File */
       strcpy( name, s );                /* save file name */  FILE *ficreseij;
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char filerese[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  FILE  *ficresvij;
    }  char fileresv[FILENAMELENGTH];
    l1 = strlen( dirc );                 /* length of directory */  FILE  *ficresvpl;
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char fileresvpl[FILENAMELENGTH];
    return( 0 );                         /* we're done */  char title[MAXLINE];
 }  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   
 /******************************************/  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 void replace(char *s, char*t)  char filerest[FILENAMELENGTH];
 {  char fileregp[FILENAMELENGTH];
   int i;  char popfile[FILENAMELENGTH];
   int lg=20;  
   i=0;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  #define NR_END 1
     (s[i] = t[i]);  #define FREE_ARG char*
     if (t[i]== '\\') s[i]='/';  #define FTOL 1.0e-10
   }  
 }  #define NRANSI 
   #define ITMAX 200 
 int nbocc(char *s, char occ)  
 {  #define TOL 2.0e-4 
   int i,j=0;  
   int lg=20;  #define CGOLD 0.3819660 
   i=0;  #define ZEPS 1.0e-10 
   lg=strlen(s);  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;  #define GOLD 1.618034 
   }  #define GLIMIT 100.0 
   return j;  #define TINY 1.0e-20 
 }  
   static double maxarg1,maxarg2;
 void cutv(char *u,char *v, char*t, char occ)  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 {  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   int i,lg,j,p;    
   i=0;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   for(j=0; j<=strlen(t)-1; j++) {  #define rint(a) floor(a+0.5)
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   lg=strlen(t);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);  int imx; 
     u[p]='\0';  int stepm;
   }  /* Stepm, step in month: minimum step interpolation*/
   
    for(j=0; j<= lg; j++) {  int estepm;
     if (j>=(p+1))(v[j-p-1] = t[j]);  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   }  
 }  int m,nb;
   int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 /********************** nrerror ********************/  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij, ***probs;
 void nrerror(char error_text[])  double dateintmean=0;
 {  
   fprintf(stderr,"ERREUR ...\n");  double *weight;
   fprintf(stderr,"%s\n",error_text);  int **s; /* Status */
   exit(1);  double *agedc, **covar, idx;
 }  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 /*********************** vector *******************/  
 double *vector(int nl, int nh)  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  /**************** split *************************/
   if (!v) nrerror("allocation failure in vector");  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   return v-nl+NR_END;  {
 }    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)    l1 = strlen(path );                   /* length of path */
 {    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   free((FREE_ARG)(v+nl-NR_END));    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 }    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 /************************ivector *******************************/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 int *ivector(long nl,long nh)      /* get current working directory */
 {      /*    extern  char* getcwd ( char *buf , int len);*/
   int *v;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));        return( GLOCK_ERROR_GETCWD );
   if (!v) nrerror("allocation failure in ivector");      }
   return v-nl+NR_END;      strcpy( name, path );               /* we've got it */
 }    } else {                              /* strip direcotry from path */
       ss++;                               /* after this, the filename */
 /******************free ivector **************************/      l2 = strlen( ss );                  /* length of filename */
 void free_ivector(int *v, long nl, long nh)      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 {      strcpy( name, ss );         /* save file name */
   free((FREE_ARG)(v+nl-NR_END));      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /******************* imatrix *******************************/    l1 = strlen( dirc );                  /* length of directory */
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #ifdef windows
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 {  #else
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   int **m;  #endif
      ss = strrchr( name, '.' );            /* find last / */
   /* allocate pointers to rows */    ss++;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    strcpy(ext,ss);                       /* save extension */
   if (!m) nrerror("allocation failure 1 in matrix()");    l1= strlen( name);
   m += NR_END;    l2= strlen(ss)+1;
   m -= nrl;    strncpy( finame, name, l1-l2);
      finame[l1-l2]= 0;
      return( 0 );                          /* we're done */
   /* allocate rows and set pointers to them */  }
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   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 pointer to array of pointers to rows */    int lg=20;
   return m;    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /****************** free_imatrix *************************/      (s[i] = t[i]);
 void free_imatrix(m,nrl,nrh,ncl,nch)      if (t[i]== '\\') s[i]='/';
       int **m;    }
       long nch,ncl,nrh,nrl;  }
      /* free an int matrix allocated by imatrix() */  
 {  int nbocc(char *s, char occ)
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  {
   free((FREE_ARG) (m+nrl-NR_END));    int i,j=0;
 }    int lg=20;
     i=0;
 /******************* matrix *******************************/    lg=strlen(s);
 double **matrix(long nrl, long nrh, long ncl, long nch)    for(i=0; i<= lg; i++) {
 {    if  (s[i] == occ ) j++;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    }
   double **m;    return j;
   }
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  void cutv(char *u,char *v, char*t, char occ)
   m += NR_END;  {
   m -= nrl;    /* cuts string t into u and v where u is ended by char occ excluding it
        and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));       gives u="abcedf" and v="ghi2j" */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int i,lg,j,p=0;
   m[nrl] += NR_END;    i=0;
   m[nrl] -= ncl;    for(j=0; j<=strlen(t)-1; j++) {
       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    }
   return m;  
 }    lg=strlen(t);
     for(j=0; j<p; j++) {
 /*************************free matrix ************************/      (u[j] = t[j]);
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    }
 {       u[p]='\0';
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));     for(j=0; j<= lg; j++) {
 }      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
 /******************* ma3x *******************************/  }
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  /********************** nrerror ********************/
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  void nrerror(char error_text[])
   {
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    fprintf(stderr,"ERREUR ...\n");
   if (!m) nrerror("allocation failure 1 in matrix()");    fprintf(stderr,"%s\n",error_text);
   m += NR_END;    exit(EXIT_FAILURE);
   m -= nrl;  }
   /*********************** vector *******************/
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  double *vector(int nl, int nh)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  {
   m[nrl] += NR_END;    double *v;
   m[nrl] -= ncl;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    return v-nl+NR_END;
   }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  /************************ free vector ******************/
   m[nrl][ncl] += NR_END;  void free_vector(double*v, int nl, int nh)
   m[nrl][ncl] -= nll;  {
   for (j=ncl+1; j<=nch; j++)    free((FREE_ARG)(v+nl-NR_END));
     m[nrl][j]=m[nrl][j-1]+nlay;  }
    
   for (i=nrl+1; i<=nrh; i++) {  /************************ivector *******************************/
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  char *cvector(long nl,long nh)
     for (j=ncl+1; j<=nch; j++)  {
       m[i][j]=m[i][j-1]+nlay;    char *v;
   }    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
   return m;    if (!v) nrerror("allocation failure in cvector");
 }    return v-nl+NR_END;
   }
 /*************************free ma3x ************************/  
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  /******************free ivector **************************/
 {  void free_cvector(char *v, long nl, long nh)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    free((FREE_ARG)(v+nl-NR_END));
   free((FREE_ARG)(m+nrl-NR_END));  }
 }  
   /************************ivector *******************************/
 /***************** f1dim *************************/  int *ivector(long nl,long nh)
 extern int ncom;  {
 extern double *pcom,*xicom;    int *v;
 extern double (*nrfunc)(double []);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
      if (!v) nrerror("allocation failure in ivector");
 double f1dim(double x)    return v-nl+NR_END;
 {  }
   int j;  
   double f;  /******************free ivector **************************/
   double *xt;  void free_ivector(int *v, long nl, long nh)
    {
   xt=vector(1,ncom);    free((FREE_ARG)(v+nl-NR_END));
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  }
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  /******************* imatrix *******************************/
   return f;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 }       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   { 
 /*****************brent *************************/    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    int **m; 
 {    
   int iter;    /* allocate pointers to rows */ 
   double a,b,d,etemp;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   double fu,fv,fw,fx;    if (!m) nrerror("allocation failure 1 in matrix()"); 
   double ftemp;    m += NR_END; 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m -= nrl; 
   double e=0.0;    
      
   a=(ax < cx ? ax : cx);    /* allocate rows and set pointers to them */ 
   b=(ax > cx ? ax : cx);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   x=w=v=bx;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   fw=fv=fx=(*f)(x);    m[nrl] += NR_END; 
   for (iter=1;iter<=ITMAX;iter++) {    m[nrl] -= ncl; 
     xm=0.5*(a+b);    
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    
     printf(".");fflush(stdout);    /* return pointer to array of pointers to rows */ 
 #ifdef DEBUG    return m; 
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  } 
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  
 #endif  /****************** free_imatrix *************************/
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  void free_imatrix(m,nrl,nrh,ncl,nch)
       *xmin=x;        int **m;
       return fx;        long nch,ncl,nrh,nrl; 
     }       /* free an int matrix allocated by imatrix() */ 
     ftemp=fu;  { 
     if (fabs(e) > tol1) {    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       r=(x-w)*(fx-fv);    free((FREE_ARG) (m+nrl-NR_END)); 
       q=(x-v)*(fx-fw);  } 
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);  /******************* matrix *******************************/
       if (q > 0.0) p = -p;  double **matrix(long nrl, long nrh, long ncl, long nch)
       q=fabs(q);  {
       etemp=e;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       e=d;    double **m;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       else {    if (!m) nrerror("allocation failure 1 in matrix()");
         d=p/q;    m += NR_END;
         u=x+d;    m -= nrl;
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     } else {    m[nrl] += NR_END;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    m[nrl] -= ncl;
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     fu=(*f)(u);    return m;
     if (fu <= fx) {    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
       if (u >= x) a=x; else b=x;     */
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  /*************************free matrix ************************/
           if (u < x) a=u; else b=u;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
           if (fu <= fw || w == x) {  {
             v=w;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
             w=u;    free((FREE_ARG)(m+nrl-NR_END));
             fv=fw;  }
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {  /******************* ma3x *******************************/
             v=u;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
             fv=fu;  {
           }    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         }    double ***m;
   }  
   nrerror("Too many iterations in brent");    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   *xmin=x;    if (!m) nrerror("allocation failure 1 in matrix()");
   return fx;    m += NR_END;
 }    m -= nrl;
   
 /****************** mnbrak ***********************/    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m[nrl] += NR_END;
             double (*func)(double))    m[nrl] -= ncl;
 {  
   double ulim,u,r,q, dum;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double fu;  
      m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   *fa=(*func)(*ax);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   *fb=(*func)(*bx);    m[nrl][ncl] += NR_END;
   if (*fb > *fa) {    m[nrl][ncl] -= nll;
     SHFT(dum,*ax,*bx,dum)    for (j=ncl+1; j<=nch; j++) 
       SHFT(dum,*fb,*fa,dum)      m[nrl][j]=m[nrl][j-1]+nlay;
       }    
   *cx=(*bx)+GOLD*(*bx-*ax);    for (i=nrl+1; i<=nrh; i++) {
   *fc=(*func)(*cx);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   while (*fb > *fc) {      for (j=ncl+1; j<=nch; j++) 
     r=(*bx-*ax)*(*fb-*fc);        m[i][j]=m[i][j-1]+nlay;
     q=(*bx-*cx)*(*fb-*fa);    }
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    return m; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     ulim=(*bx)+GLIMIT*(*cx-*bx);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     if ((*bx-u)*(u-*cx) > 0.0) {    */
       fu=(*func)(u);  }
     } else if ((*cx-u)*(u-ulim) > 0.0) {  
       fu=(*func)(u);  /*************************free ma3x ************************/
       if (fu < *fc) {  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  {
           SHFT(*fb,*fc,fu,(*func)(u))    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
           }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    free((FREE_ARG)(m+nrl-NR_END));
       u=ulim;  }
       fu=(*func)(u);  
     } else {  /***************** f1dim *************************/
       u=(*cx)+GOLD*(*cx-*bx);  extern int ncom; 
       fu=(*func)(u);  extern double *pcom,*xicom;
     }  extern double (*nrfunc)(double []); 
     SHFT(*ax,*bx,*cx,u)   
       SHFT(*fa,*fb,*fc,fu)  double f1dim(double x) 
       }  { 
 }    int j; 
     double f;
 /*************** linmin ************************/    double *xt; 
    
 int ncom;    xt=vector(1,ncom); 
 double *pcom,*xicom;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 double (*nrfunc)(double []);    f=(*nrfunc)(xt); 
      free_vector(xt,1,ncom); 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    return f; 
 {  } 
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);  /*****************brent *************************/
   double f1dim(double x);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  { 
               double *fc, double (*func)(double));    int iter; 
   int j;    double a,b,d,etemp;
   double xx,xmin,bx,ax;    double fu,fv,fw,fx;
   double fx,fb,fa;    double ftemp;
      double p,q,r,tol1,tol2,u,v,w,x,xm; 
   ncom=n;    double e=0.0; 
   pcom=vector(1,n);   
   xicom=vector(1,n);    a=(ax < cx ? ax : cx); 
   nrfunc=func;    b=(ax > cx ? ax : cx); 
   for (j=1;j<=n;j++) {    x=w=v=bx; 
     pcom[j]=p[j];    fw=fv=fx=(*f)(x); 
     xicom[j]=xi[j];    for (iter=1;iter<=ITMAX;iter++) { 
   }      xm=0.5*(a+b); 
   ax=0.0;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   xx=1.0;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      printf(".");fflush(stdout);
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      fprintf(ficlog,".");fflush(ficlog);
 #ifdef DEBUG  #ifdef DEBUG
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);      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);
 #endif      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);
   for (j=1;j<=n;j++) {      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     xi[j] *= xmin;  #endif
     p[j] += xi[j];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   }        *xmin=x; 
   free_vector(xicom,1,n);        return fx; 
   free_vector(pcom,1,n);      } 
 }      ftemp=fu;
       if (fabs(e) > tol1) { 
 /*************** powell ************************/        r=(x-w)*(fx-fv); 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        q=(x-v)*(fx-fw); 
             double (*func)(double []))        p=(x-v)*q-(x-w)*r; 
 {        q=2.0*(q-r); 
   void linmin(double p[], double xi[], int n, double *fret,        if (q > 0.0) p = -p; 
               double (*func)(double []));        q=fabs(q); 
   int i,ibig,j;        etemp=e; 
   double del,t,*pt,*ptt,*xit;        e=d; 
   double fp,fptt;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   double *xits;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   pt=vector(1,n);        else { 
   ptt=vector(1,n);          d=p/q; 
   xit=vector(1,n);          u=x+d; 
   xits=vector(1,n);          if (u-a < tol2 || b-u < tol2) 
   *fret=(*func)(p);            d=SIGN(tol1,xm-x); 
   for (j=1;j<=n;j++) pt[j]=p[j];        } 
   for (*iter=1;;++(*iter)) {      } else { 
     fp=(*fret);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     ibig=0;      } 
     del=0.0;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);      fu=(*f)(u); 
     for (i=1;i<=n;i++)      if (fu <= fx) { 
       printf(" %d %.12f",i, p[i]);        if (u >= x) a=x; else b=x; 
     printf("\n");        SHFT(v,w,x,u) 
     for (i=1;i<=n;i++) {          SHFT(fv,fw,fx,fu) 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];          } else { 
       fptt=(*fret);            if (u < x) a=u; else b=u; 
 #ifdef DEBUG            if (fu <= fw || w == x) { 
       printf("fret=%lf \n",*fret);              v=w; 
 #endif              w=u; 
       printf("%d",i);fflush(stdout);              fv=fw; 
       linmin(p,xit,n,fret,func);              fw=fu; 
       if (fabs(fptt-(*fret)) > del) {            } else if (fu <= fv || v == x || v == w) { 
         del=fabs(fptt-(*fret));              v=u; 
         ibig=i;              fv=fu; 
       }            } 
 #ifdef DEBUG          } 
       printf("%d %.12e",i,(*fret));    } 
       for (j=1;j<=n;j++) {    nrerror("Too many iterations in brent"); 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    *xmin=x; 
         printf(" x(%d)=%.12e",j,xit[j]);    return fx; 
       }  } 
       for(j=1;j<=n;j++)  
         printf(" p=%.12e",p[j]);  /****************** mnbrak ***********************/
       printf("\n");  
 #endif  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     }              double (*func)(double)) 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  { 
 #ifdef DEBUG    double ulim,u,r,q, dum;
       int k[2],l;    double fu; 
       k[0]=1;   
       k[1]=-1;    *fa=(*func)(*ax); 
       printf("Max: %.12e",(*func)(p));    *fb=(*func)(*bx); 
       for (j=1;j<=n;j++)    if (*fb > *fa) { 
         printf(" %.12e",p[j]);      SHFT(dum,*ax,*bx,dum) 
       printf("\n");        SHFT(dum,*fb,*fa,dum) 
       for(l=0;l<=1;l++) {        } 
         for (j=1;j<=n;j++) {    *cx=(*bx)+GOLD*(*bx-*ax); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    *fc=(*func)(*cx); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    while (*fb > *fc) { 
         }      r=(*bx-*ax)*(*fb-*fc); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      q=(*bx-*cx)*(*fb-*fa); 
       }      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 #endif        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
       free_vector(xit,1,n);        fu=(*func)(u); 
       free_vector(xits,1,n);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       free_vector(ptt,1,n);        fu=(*func)(u); 
       free_vector(pt,1,n);        if (fu < *fc) { 
       return;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     }            SHFT(*fb,*fc,fu,(*func)(u)) 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");            } 
     for (j=1;j<=n;j++) {      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       ptt[j]=2.0*p[j]-pt[j];        u=ulim; 
       xit[j]=p[j]-pt[j];        fu=(*func)(u); 
       pt[j]=p[j];      } else { 
     }        u=(*cx)+GOLD*(*cx-*bx); 
     fptt=(*func)(ptt);        fu=(*func)(u); 
     if (fptt < fp) {      } 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);      SHFT(*ax,*bx,*cx,u) 
       if (t < 0.0) {        SHFT(*fa,*fb,*fc,fu) 
         linmin(p,xit,n,fret,func);        } 
         for (j=1;j<=n;j++) {  } 
           xi[j][ibig]=xi[j][n];  
           xi[j][n]=xit[j];  /*************** linmin ************************/
         }  
 #ifdef DEBUG  int ncom; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  double *pcom,*xicom;
         for(j=1;j<=n;j++)  double (*nrfunc)(double []); 
           printf(" %.12e",xit[j]);   
         printf("\n");  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 #endif  { 
       }    double brent(double ax, double bx, double cx, 
     }                 double (*f)(double), double tol, double *xmin); 
   }    double f1dim(double x); 
 }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
 /**** Prevalence limit ****************/    int j; 
     double xx,xmin,bx,ax; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    double fx,fb,fa;
 {   
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    ncom=n; 
      matrix by transitions matrix until convergence is reached */    pcom=vector(1,n); 
     xicom=vector(1,n); 
   int i, ii,j,k;    nrfunc=func; 
   double min, max, maxmin, maxmax,sumnew=0.;    for (j=1;j<=n;j++) { 
   double **matprod2();      pcom[j]=p[j]; 
   double **out, cov[NCOVMAX], **pmij();      xicom[j]=xi[j]; 
   double **newm;    } 
   double agefin, delaymax=50 ; /* Max number of years to converge */    ax=0.0; 
     xx=1.0; 
   for (ii=1;ii<=nlstate+ndeath;ii++)    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     for (j=1;j<=nlstate+ndeath;j++){    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  #ifdef DEBUG
     }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  #endif
     newm=savm;    for (j=1;j<=n;j++) { 
     /* Covariates have to be included here again */      xi[j] *= xmin; 
     cov[1]=1.;      p[j] += xi[j]; 
     cov[2]=agefin;    } 
     if (cptcovn>0){    free_vector(xicom,1,n); 
       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]]);*/}    free_vector(pcom,1,n); 
     }  } 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  
   /*************** powell ************************/
     savm=oldm;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     oldm=newm;              double (*func)(double [])) 
     maxmax=0.;  { 
     for(j=1;j<=nlstate;j++){    void linmin(double p[], double xi[], int n, double *fret, 
       min=1.;                double (*func)(double [])); 
       max=0.;    int i,ibig,j; 
       for(i=1; i<=nlstate; i++) {    double del,t,*pt,*ptt,*xit;
         sumnew=0;    double fp,fptt;
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    double *xits;
         prlim[i][j]= newm[i][j]/(1-sumnew);    pt=vector(1,n); 
         max=FMAX(max,prlim[i][j]);    ptt=vector(1,n); 
         min=FMIN(min,prlim[i][j]);    xit=vector(1,n); 
       }    xits=vector(1,n); 
       maxmin=max-min;    *fret=(*func)(p); 
       maxmax=FMAX(maxmax,maxmin);    for (j=1;j<=n;j++) pt[j]=p[j]; 
     }    for (*iter=1;;++(*iter)) { 
     if(maxmax < ftolpl){      fp=(*fret); 
       return prlim;      ibig=0; 
     }      del=0.0; 
   }      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
 }      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       fprintf(ficrespow,"%d %.12f",*iter,*fret);
 /*************** transition probabilities **********/      for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        fprintf(ficlog," %d %.12lf",i, p[i]);
 {        fprintf(ficrespow," %.12lf", p[i]);
   double s1, s2;      }
   /*double t34;*/      printf("\n");
   int i,j,j1, nc, ii, jj;      fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");
     for(i=1; i<= nlstate; i++){      for (i=1;i<=n;i++) { 
     for(j=1; j<i;j++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        fptt=(*fret); 
         /*s2 += param[i][j][nc]*cov[nc];*/  #ifdef DEBUG
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        printf("fret=%lf \n",*fret);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        fprintf(ficlog,"fret=%lf \n",*fret);
       }  #endif
       ps[i][j]=s2;        printf("%d",i);fflush(stdout);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        fprintf(ficlog,"%d",i);fflush(ficlog);
     }        linmin(p,xit,n,fret,func); 
     for(j=i+1; j<=nlstate+ndeath;j++){        if (fabs(fptt-(*fret)) > del) { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          del=fabs(fptt-(*fret)); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          ibig=i; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        } 
       }  #ifdef DEBUG
       ps[i][j]=s2;        printf("%d %.12e",i,(*fret));
     }        fprintf(ficlog,"%d %.12e",i,(*fret));
   }        for (j=1;j<=n;j++) {
   for(i=1; i<= nlstate; i++){          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
      s1=0;          printf(" x(%d)=%.12e",j,xit[j]);
     for(j=1; j<i; j++)          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       s1+=exp(ps[i][j]);        }
     for(j=i+1; j<=nlstate+ndeath; j++)        for(j=1;j<=n;j++) {
       s1+=exp(ps[i][j]);          printf(" p=%.12e",p[j]);
     ps[i][i]=1./(s1+1.);          fprintf(ficlog," p=%.12e",p[j]);
     for(j=1; j<i; j++)        }
       ps[i][j]= exp(ps[i][j])*ps[i][i];        printf("\n");
     for(j=i+1; j<=nlstate+ndeath; j++)        fprintf(ficlog,"\n");
       ps[i][j]= exp(ps[i][j])*ps[i][i];  #endif
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      } 
   } /* end i */      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        int k[2],l;
     for(jj=1; jj<= nlstate+ndeath; jj++){        k[0]=1;
       ps[ii][jj]=0;        k[1]=-1;
       ps[ii][ii]=1;        printf("Max: %.12e",(*func)(p));
     }        fprintf(ficlog,"Max: %.12e",(*func)(p));
   }        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){          fprintf(ficlog," %.12e",p[j]);
     for(jj=1; jj<= nlstate+ndeath; jj++){        }
      printf("%lf ",ps[ii][jj]);        printf("\n");
    }        fprintf(ficlog,"\n");
     printf("\n ");        for(l=0;l<=1;l++) {
     }          for (j=1;j<=n;j++) {
     printf("\n ");printf("%lf ",cov[2]);*/            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 /*            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for(i=1; i<= npar; i++) printf("%f ",x[i]);            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   goto end;*/          }
     return ps;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 }          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
 /**************** Product of 2 matrices ******************/  #endif
   
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {        free_vector(xit,1,n); 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        free_vector(xits,1,n); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        free_vector(ptt,1,n); 
   /* in, b, out are matrice of pointers which should have been initialized        free_vector(pt,1,n); 
      before: only the contents of out is modified. The function returns        return; 
      a pointer to pointers identical to out */      } 
   long i, j, k;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   for(i=nrl; i<= nrh; i++)      for (j=1;j<=n;j++) { 
     for(k=ncolol; k<=ncoloh; k++)        ptt[j]=2.0*p[j]-pt[j]; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        xit[j]=p[j]-pt[j]; 
         out[i][k] +=in[i][j]*b[j][k];        pt[j]=p[j]; 
       } 
   return out;      fptt=(*func)(ptt); 
 }      if (fptt < fp) { 
         t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         if (t < 0.0) { 
 /************* Higher Matrix Product ***************/          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )            xi[j][ibig]=xi[j][n]; 
 {            xi[j][n]=xit[j]; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month          }
      duration (i.e. until  #ifdef DEBUG
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      (typically every 2 years instead of every month which is too big).          for(j=1;j<=n;j++){
      Model is determined by parameters x and covariates have to be            printf(" %.12e",xit[j]);
      included manually here.            fprintf(ficlog," %.12e",xit[j]);
           }
      */          printf("\n");
           fprintf(ficlog,"\n");
   int i, j, d, h, k;  #endif
   double **out, cov[NCOVMAX];        }
   double **newm;      } 
     } 
   /* Hstepm could be zero and should return the unit matrix */  } 
   for (i=1;i<=nlstate+ndeath;i++)  
     for (j=1;j<=nlstate+ndeath;j++){  /**** Prevalence limit (stable prevalence)  ****************/
       oldm[i][j]=(i==j ? 1.0 : 0.0);  
       po[i][j][0]=(i==j ? 1.0 : 0.0);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     }  {
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   for(h=1; h <=nhstepm; h++){       matrix by transitions matrix until convergence is reached */
     for(d=1; d <=hstepm; d++){  
       newm=savm;    int i, ii,j,k;
       /* Covariates have to be included here again */    double min, max, maxmin, maxmax,sumnew=0.;
       cov[1]=1.;    double **matprod2();
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    double **out, cov[NCOVMAX], **pmij();
       if (cptcovn>0){    double **newm;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];    double agefin, delaymax=50 ; /* Max number of years to converge */
     }  
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    for (ii=1;ii<=nlstate+ndeath;ii++)
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      for (j=1;j<=nlstate+ndeath;j++){
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      }
       savm=oldm;  
       oldm=newm;     cov[1]=1.;
     }   
     for(i=1; i<=nlstate+ndeath; i++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       for(j=1;j<=nlstate+ndeath;j++) {    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
         po[i][j][h]=newm[i][j];      newm=savm;
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      /* Covariates have to be included here again */
          */       cov[2]=agefin;
       }    
   } /* end h */        for (k=1; k<=cptcovn;k++) {
   return po;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 }          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         }
         for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 /*************** log-likelihood *************/        for (k=1; k<=cptcovprod;k++)
 double func( double *x)          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 {  
   int i, ii, j, k, mi, d;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   double **out;        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   double sw; /* Sum of weights */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   double lli; /* Individual log likelihood */  
   long ipmx;      savm=oldm;
   /*extern weight */      oldm=newm;
   /* We are differentiating ll according to initial status */      maxmax=0.;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/      for(j=1;j<=nlstate;j++){
   /*for(i=1;i<imx;i++)        min=1.;
 printf(" %d\n",s[4][i]);        max=0.;
   */        for(i=1; i<=nlstate; i++) {
           sumnew=0;
   for(k=1; k<=nlstate; k++) ll[k]=0.;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          prlim[i][j]= newm[i][j]/(1-sumnew);
        for(mi=1; mi<= wav[i]-1; mi++){          max=FMAX(max,prlim[i][j]);
       for (ii=1;ii<=nlstate+ndeath;ii++)          min=FMIN(min,prlim[i][j]);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        }
             for(d=0; d<dh[mi][i]; d++){        maxmin=max-min;
         newm=savm;        maxmax=FMAX(maxmax,maxmin);
           cov[1]=1.;      }
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      if(maxmax < ftolpl){
           if (cptcovn>0){        return prlim;
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];      }
             }    }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  }
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  
           savm=oldm;  /*************** transition probabilities ***************/ 
           oldm=newm;  
   double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   {
       } /* end mult */    double s1, s2;
        /*double t34;*/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    int i,j,j1, nc, ii, jj;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  
       ipmx +=1;      for(i=1; i<= nlstate; i++){
       sw += weight[i];      for(j=1; j<i;j++){
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     } /* end of wave */          /*s2 += param[i][j][nc]*cov[nc];*/
   } /* end of individual */          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);*/
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        }
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        ps[i][j]=s2;
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   return -l;      }
 }      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 /*********** Maximum Likelihood Estimation ***************/          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        ps[i][j]=s2;
 {      }
   int i,j, iter;    }
   double **xi,*delti;      /*ps[3][2]=1;*/
   double fret;  
   xi=matrix(1,npar,1,npar);    for(i=1; i<= nlstate; i++){
   for (i=1;i<=npar;i++)       s1=0;
     for (j=1;j<=npar;j++)      for(j=1; j<i; j++)
       xi[i][j]=(i==j ? 1.0 : 0.0);        s1+=exp(ps[i][j]);
   printf("Powell\n");      for(j=i+1; j<=nlstate+ndeath; j++)
   powell(p,xi,npar,ftol,&iter,&fret,func);        s1+=exp(ps[i][j]);
       ps[i][i]=1./(s1+1.);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      for(j=1; j<i; j++)
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        ps[i][j]= exp(ps[i][j])*ps[i][i];
       for(j=i+1; j<=nlstate+ndeath; j++)
 }        ps[i][j]= exp(ps[i][j])*ps[i][i];
       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 /**** Computes Hessian and covariance matrix ***/    } /* end i */
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  
 {    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   double  **a,**y,*x,pd;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double **hess;        ps[ii][jj]=0;
   int i, j,jk;        ps[ii][ii]=1;
   int *indx;      }
     }
   double hessii(double p[], double delta, int theta, double delti[]);  
   double hessij(double p[], double delti[], int i, int j);  
   void lubksb(double **a, int npar, int *indx, double b[]) ;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   void ludcmp(double **a, int npar, int *indx, double *d) ;      for(jj=1; jj<= nlstate+ndeath; jj++){
        printf("%lf ",ps[ii][jj]);
      }
   hess=matrix(1,npar,1,npar);      printf("\n ");
       }
   printf("\nCalculation of the hessian matrix. Wait...\n");      printf("\n ");printf("%lf ",cov[2]);*/
   for (i=1;i<=npar;i++){  /*
     printf("%d",i);fflush(stdout);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     hess[i][i]=hessii(p,ftolhess,i,delti);    goto end;*/
     /*printf(" %f ",p[i]);*/      return ps;
   }  }
   
   for (i=1;i<=npar;i++) {  /**************** Product of 2 matrices ******************/
     for (j=1;j<=npar;j++)  {  
       if (j>i) {  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
         printf(".%d%d",i,j);fflush(stdout);  {
         hess[i][j]=hessij(p,delti,i,j);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
         hess[j][i]=hess[i][j];       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       }    /* in, b, out are matrice of pointers which should have been initialized 
     }       before: only the contents of out is modified. The function returns
   }       a pointer to pointers identical to out */
   printf("\n");    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      for(k=ncolol; k<=ncoloh; k++)
          for(j=ncl,out[i][k]=0.; j<=nch; j++)
   a=matrix(1,npar,1,npar);          out[i][k] +=in[i][j]*b[j][k];
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);    return out;
   indx=ivector(1,npar);  }
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);  /************* Higher Matrix Product ***************/
   
   for (j=1;j<=npar;j++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     for (i=1;i<=npar;i++) x[i]=0;  {
     x[j]=1;    /* Computes the transition matrix starting at age 'age' over 
     lubksb(a,npar,indx,x);       'nhstepm*hstepm*stepm' months (i.e. until
     for (i=1;i<=npar;i++){       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
       matcov[i][j]=x[i];       nhstepm*hstepm matrices. 
     }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   }       (typically every 2 years instead of every month which is too big 
        for the memory).
   printf("\n#Hessian matrix#\n");       Model is determined by parameters x and covariates have to be 
   for (i=1;i<=npar;i++) {       included manually here. 
     for (j=1;j<=npar;j++) {  
       printf("%.3e ",hess[i][j]);       */
     }  
     printf("\n");    int i, j, d, h, k;
   }    double **out, cov[NCOVMAX];
     double **newm;
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)    /* Hstepm could be zero and should return the unit matrix */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    for (i=1;i<=nlstate+ndeath;i++)
   ludcmp(a,npar,indx,&pd);      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
   /*  printf("\n#Hessian matrix recomputed#\n");        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   for (j=1;j<=npar;j++) {    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (i=1;i<=npar;i++) x[i]=0;    for(h=1; h <=nhstepm; h++){
     x[j]=1;      for(d=1; d <=hstepm; d++){
     lubksb(a,npar,indx,x);        newm=savm;
     for (i=1;i<=npar;i++){        /* Covariates have to be included here again */
       y[i][j]=x[i];        cov[1]=1.;
       printf("%.3e ",y[i][j]);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     printf("\n");        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]]];
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);  
   free_vector(x,1,npar);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   free_ivector(indx,1,npar);        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   free_matrix(hess,1,npar,1,npar);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                      pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
 }        oldm=newm;
       }
 /*************** hessian matrix ****************/      for(i=1; i<=nlstate+ndeath; i++)
 double hessii( double x[], double delta, int theta, double delti[])        for(j=1;j<=nlstate+ndeath;j++) {
 {          po[i][j][h]=newm[i][j];
   int i;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   int l=1, lmax=20;           */
   double k1,k2;        }
   double p2[NPARMAX+1];    } /* end h */
   double res;    return po;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  }
   double fx;  
   int k=0,kmax=10;  
   double l1;  /*************** log-likelihood *************/
   double func( double *x)
   fx=func(x);  {
   for (i=1;i<=npar;i++) p2[i]=x[i];    int i, ii, j, k, mi, d, kk;
   for(l=0 ; l <=lmax; l++){    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     l1=pow(10,l);    double **out;
     delts=delt;    double sw; /* Sum of weights */
     for(k=1 ; k <kmax; k=k+1){    double lli; /* Individual log likelihood */
       delt = delta*(l1*k);    int s1, s2;
       p2[theta]=x[theta] +delt;    double bbh, survp;
       k1=func(p2)-fx;    long ipmx;
       p2[theta]=x[theta]-delt;    /*extern weight */
       k2=func(p2)-fx;    /* We are differentiating ll according to initial status */
       /*res= (k1-2.0*fx+k2)/delt/delt; */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    /*for(i=1;i<imx;i++) 
            printf(" %d\n",s[4][i]);
 #ifdef DEBUG    */
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);    cov[1]=1.;
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    for(k=1; k<=nlstate; k++) ll[k]=0.;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){  
         k=kmax;    if(mle==1){
       }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         k=kmax; l=lmax*10.;        for(mi=1; mi<= wav[i]-1; mi++){
       }          for (ii=1;ii<=nlstate+ndeath;ii++)
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){            for (j=1;j<=nlstate+ndeath;j++){
         delts=delt;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
   }          for(d=0; d<dh[mi][i]; d++){
   delti[theta]=delts;            newm=savm;
   return res;            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];
             }
 double hessij( double x[], double delti[], int thetai,int thetaj)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int i;            savm=oldm;
   int l=1, l1, lmax=20;            oldm=newm;
   double k1,k2,k3,k4,res,fx;          } /* end mult */
   double p2[NPARMAX+1];        
   int k;          /*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.
   fx=func(x);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   for (k=1; k<=2; k++) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
     for (i=1;i<=npar;i++) p2[i]=x[i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     p2[thetai]=x[thetai]+delti[thetai]/k;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     k1=func(p2)-fx;           * probability in order to take into account the bias as a fraction of the way
             * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     p2[thetai]=x[thetai]+delti[thetai]/k;           * -stepm/2 to stepm/2 .
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;           * For stepm=1 the results are the same as for previous versions of Imach.
     k2=func(p2)-fx;           * For stepm > 1 the results are less biased than in previous versions. 
             */
     p2[thetai]=x[thetai]-delti[thetai]/k;          s1=s[mw[mi][i]][i];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          s2=s[mw[mi+1][i]][i];
     k3=func(p2)-fx;          bbh=(double)bh[mi][i]/(double)stepm; 
            /* bias is positive if real duration
     p2[thetai]=x[thetai]-delti[thetai]/k;           * is higher than the multiple of stepm and negative otherwise.
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;           */
     k4=func(p2)-fx;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          if( s2 > nlstate){ 
 #ifdef DEBUG            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     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);               to the likelihood is the probability to die between last step unit time and current 
 #endif               step unit time, which is also the differences between probability to die before dh 
   }               and probability to die before dh-stepm . 
   return res;               In version up to 0.92 likelihood was computed
 }          as if date of death was unknown. Death was treated as any other
           health state: the date of the interview describes the actual state
 /************** Inverse of matrix **************/          and not the date of a change in health state. The former idea was
 void ludcmp(double **a, int n, int *indx, double *d)          to consider that at each interview the state was recorded
 {          (healthy, disable or death) and IMaCh was corrected; but when we
   int i,imax,j,k;          introduced the exact date of death then we should have modified
   double big,dum,sum,temp;          the contribution of an exact death to the likelihood. This new
   double *vv;          contribution is smaller and very dependent of the step unit
            stepm. It is no more the probability to die between last interview
   vv=vector(1,n);          and month of death but the probability to survive from last
   *d=1.0;          interview up to one month before death multiplied by the
   for (i=1;i<=n;i++) {          probability to die within a month. Thanks to Chris
     big=0.0;          Jackson for correcting this bug.  Former versions increased
     for (j=1;j<=n;j++)          mortality artificially. The bad side is that we add another loop
       if ((temp=fabs(a[i][j])) > big) big=temp;          which slows down the processing. The difference can be up to 10%
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          lower mortality.
     vv[i]=1.0/big;            */
   }            lli=log(out[s1][s2] - savm[s1][s2]);
   for (j=1;j<=n;j++) {          }else{
     for (i=1;i<j;i++) {            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       sum=a[i][j];            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          } 
       a[i][j]=sum;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     }          /*if(lli ==000.0)*/
     big=0.0;          /*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); */
     for (i=j;i<=n;i++) {          ipmx +=1;
       sum=a[i][j];          sw += weight[i];
       for (k=1;k<j;k++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         sum -= a[i][k]*a[k][j];        } /* end of wave */
       a[i][j]=sum;      } /* end of individual */
       if ( (dum=vv[i]*fabs(sum)) >= big) {    }  else if(mle==2){
         big=dum;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         imax=i;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       }        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (j != imax) {            for (j=1;j<=nlstate+ndeath;j++){
       for (k=1;k<=n;k++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         dum=a[imax][k];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         a[imax][k]=a[j][k];            }
         a[j][k]=dum;          for(d=0; d<=dh[mi][i]; d++){
       }            newm=savm;
       *d = -(*d);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       vv[imax]=vv[j];            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     indx[j]=imax;            }
     if (a[j][j] == 0.0) a[j][j]=TINY;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (j != n) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       dum=1.0/(a[j][j]);            savm=oldm;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            oldm=newm;
     }          } /* end mult */
   }        
   free_vector(vv,1,n);  /* Doesn't work */          /*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.
 }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
 void lubksb(double **a, int n, int *indx, double b[])           * 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
   int i,ii=0,ip,j;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   double sum;           * probability in order to take into account the bias as a fraction of the way
             * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   for (i=1;i<=n;i++) {           * -stepm/2 to stepm/2 .
     ip=indx[i];           * For stepm=1 the results are the same as for previous versions of Imach.
     sum=b[ip];           * For stepm > 1 the results are less biased than in previous versions. 
     b[ip]=b[i];           */
     if (ii)          s1=s[mw[mi][i]][i];
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          s2=s[mw[mi+1][i]][i];
     else if (sum) ii=i;          bbh=(double)bh[mi][i]/(double)stepm; 
     b[i]=sum;          /* bias is positive if real duration
   }           * is higher than the multiple of stepm and negative otherwise.
   for (i=n;i>=1;i--) {           */
     sum=b[i];          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     b[i]=sum/a[i][i];          /*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 */
   }          /*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); */
 /************ Frequencies ********************/          ipmx +=1;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          sw += weight[i];
 {  /* Some frequencies */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;      } /* end of individual */
   double ***freq; /* Frequencies */    }  else if(mle==3){  /* exponential inter-extrapolation */
   double *pp;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double pos;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   FILE *ficresp;        for(mi=1; mi<= wav[i]-1; mi++){
   char fileresp[FILENAMELENGTH];          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   pp=vector(1,nlstate);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
   strcpy(fileresp,"p");            }
   strcat(fileresp,fileres);          for(d=0; d<dh[mi][i]; d++){
   if((ficresp=fopen(fileresp,"w"))==NULL) {            newm=savm;
     printf("Problem with prevalence resultfile: %s\n", fileresp);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     exit(0);            for (kk=1; kk<=cptcovage;kk++) {
   }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            }
   j1=0;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   j=cptcovn;            savm=oldm;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            oldm=newm;
           } /* end mult */
   for(k1=1; k1<=j;k1++){        
    for(i1=1; i1<=ncodemax[k1];i1++){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
        j1++;          /* But now since version 0.9 we anticipate for bias and large stepm.
            * If stepm is larger than one month (smallest stepm) and if the exact delay 
         for (i=-1; i<=nlstate+ndeath; i++)             * (in months) between two waves is not a multiple of stepm, we rounded to 
          for (jk=-1; jk<=nlstate+ndeath; jk++)             * the nearest (and in case of equal distance, to the lowest) interval but now
            for(m=agemin; m <= agemax+3; m++)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
              freq[i][jk][m]=0;           * (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
        for (i=1; i<=imx; i++) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
          bool=1;           * -stepm/2 to stepm/2 .
          if  (cptcovn>0) {           * For stepm=1 the results are the same as for previous versions of Imach.
            for (z1=1; z1<=cptcovn; z1++)           * For stepm > 1 the results are less biased than in previous versions. 
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;           */
          }          s1=s[mw[mi][i]][i];
           if (bool==1) {          s2=s[mw[mi+1][i]][i];
            for(m=firstpass; m<=lastpass-1; m++){          bbh=(double)bh[mi][i]/(double)stepm; 
              if(agev[m][i]==0) agev[m][i]=agemax+1;          /* bias is positive if real duration
              if(agev[m][i]==1) agev[m][i]=agemax+2;           * is higher than the multiple of stepm and negative otherwise.
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];           */
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          /* 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 */
            }          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 */
          }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        }          /*if(lli ==000.0)*/
         if  (cptcovn>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); */
          fprintf(ficresp, "\n#Variable");          ipmx +=1;
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);          sw += weight[i];
        }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
        fprintf(ficresp, "\n#");        } /* end of wave */
        for(i=1; i<=nlstate;i++)      } /* end of individual */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    }else if (mle==4){  /* ml=4 no inter-extrapolation */
        fprintf(ficresp, "\n");      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(i=(int)agemin; i <= (int)agemax+3; i++){        for(mi=1; mi<= wav[i]-1; mi++){
     if(i==(int)agemax+3)          for (ii=1;ii<=nlstate+ndeath;ii++)
       printf("Total");            for (j=1;j<=nlstate+ndeath;j++){
     else              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       printf("Age %d", i);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){            }
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          for(d=0; d<dh[mi][i]; d++){
         pp[jk] += freq[jk][m][i];            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(jk=1; jk <=nlstate ; jk++){            for (kk=1; kk<=cptcovage;kk++) {
       for(m=-1, pos=0; m <=0 ; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         pos += freq[jk][m][i];            }
       if(pp[jk]>=1.e-10)          
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       else                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            savm=oldm;
     }            oldm=newm;
     for(jk=1; jk <=nlstate ; jk++){          } /* end mult */
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        
         pp[jk] += freq[jk][m][i];          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
     for(jk=1,pos=0; jk <=nlstate ; jk++)          if( s2 > nlstate){ 
       pos += pp[jk];            lli=log(out[s1][s2] - savm[s1][s2]);
     for(jk=1; jk <=nlstate ; jk++){          }else{
       if(pos>=1.e-5)            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          }
       else          ipmx +=1;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          sw += weight[i];
       if( i <= (int) agemax){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if(pos>=1.e-5)          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        } /* end of wave */
       else      } /* end of individual */
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for(jk=-1; jk <=nlstate+ndeath; jk++)        for(mi=1; mi<= wav[i]-1; mi++){
       for(m=-1; m <=nlstate+ndeath; m++)          for (ii=1;ii<=nlstate+ndeath;ii++)
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            for (j=1;j<=nlstate+ndeath;j++){
     if(i <= (int) agemax)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficresp,"\n");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     printf("\n");            }
     }          for(d=0; d<dh[mi][i]; d++){
     }            newm=savm;
  }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
   fclose(ficresp);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            }
   free_vector(pp,1,nlstate);          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 }  /* End of Freq */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 /************* Waves Concatenation ***************/            oldm=newm;
           } /* end mult */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        
 {          s1=s[mw[mi][i]][i];
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          s2=s[mw[mi+1][i]][i];
      Death is a valid wave (if date is known).          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          ipmx +=1;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          sw += weight[i];
      and mw[mi+1][i]. dh depends on stepm.          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      */          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
         } /* end of wave */
   int i, mi, m;      } /* end of individual */
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    } /* End of if */
 float sum=0.;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   for(i=1; i<=imx; i++){    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     mi=0;    /*exit(0); */
     m=firstpass;    return -l;
     while(s[m][i] <= nlstate){  }
       if(s[m][i]>=1)  
         mw[++mi][i]=m;  
       if(m >=lastpass)  /*********** Maximum Likelihood Estimation ***************/
         break;  
       else  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         m++;  {
     }/* end while */    int i,j, iter;
     if (s[m][i] > nlstate){    double **xi;
       mi++;     /* Death is another wave */    double fret;
       /* if(mi==0)  never been interviewed correctly before death */    char filerespow[FILENAMELENGTH];
          /* Only death is a correct wave */    xi=matrix(1,npar,1,npar);
       mw[mi][i]=m;    for (i=1;i<=npar;i++)
     }      for (j=1;j<=npar;j++)
         xi[i][j]=(i==j ? 1.0 : 0.0);
     wav[i]=mi;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     if(mi==0)    strcpy(filerespow,"pow"); 
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    strcat(filerespow,fileres);
   }    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
   for(i=1; i<=imx; i++){      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     for(mi=1; mi<wav[i];mi++){    }
       if (stepm <=0)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         dh[mi][i]=1;    for (i=1;i<=nlstate;i++)
       else{      for(j=1;j<=nlstate+ndeath;j++)
         if (s[mw[mi+1][i]][i] > nlstate) {        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    fprintf(ficrespow,"\n");
           if(j=0) j=1;  /* Survives at least one month after exam */    powell(p,xi,npar,ftol,&iter,&fret,func);
         }  
         else{    fclose(ficrespow);
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
           k=k+1;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           if (j >= jmax) jmax=j;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           else if (j <= jmin)jmin=j;  
           sum=sum+j;  }
         }  
         jk= j/stepm;  /**** Computes Hessian and covariance matrix ***/
         jl= j -jk*stepm;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
         ju= j -(jk+1)*stepm;  {
         if(jl <= -ju)    double  **a,**y,*x,pd;
           dh[mi][i]=jk;    double **hess;
         else    int i, j,jk;
           dh[mi][i]=jk+1;    int *indx;
         if(dh[mi][i]==0)  
           dh[mi][i]=1; /* At least one step */    double hessii(double p[], double delta, int theta, double delti[]);
       }    double hessij(double p[], double delti[], int i, int j);
     }    void lubksb(double **a, int npar, int *indx, double b[]) ;
   }    void ludcmp(double **a, int npar, int *indx, double *d) ;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);  
 }    hess=matrix(1,npar,1,npar);
 /*********** Tricode ****************************/  
 void tricode(int *Tvar, int **nbcode, int imx)    printf("\nCalculation of the hessian matrix. Wait...\n");
 {    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   int Ndum[80],ij, k, j, i;    for (i=1;i<=npar;i++){
   int cptcode=0;      printf("%d",i);fflush(stdout);
   for (k=0; k<79; k++) Ndum[k]=0;      fprintf(ficlog,"%d",i);fflush(ficlog);
   for (k=1; k<=7; k++) ncodemax[k]=0;      hess[i][i]=hessii(p,ftolhess,i,delti);
        /*printf(" %f ",p[i]);*/
   for (j=1; j<=cptcovn; j++) {      /*printf(" %lf ",hess[i][i]);*/
     for (i=1; i<=imx; i++) {    }
       ij=(int)(covar[Tvar[j]][i]);    
       Ndum[ij]++;    for (i=1;i<=npar;i++) {
       if (ij > cptcode) cptcode=ij;      for (j=1;j<=npar;j++)  {
     }        if (j>i) { 
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/          printf(".%d%d",i,j);fflush(stdout);
     for (i=0; i<=cptcode; i++) {          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       if(Ndum[i]!=0) ncodemax[j]++;          hess[i][j]=hessij(p,delti,i,j);
     }          hess[j][i]=hess[i][j];    
            /*printf(" %lf ",hess[i][j]);*/
     ij=1;        }
     for (i=1; i<=ncodemax[j]; i++) {      }
       for (k=0; k<=79; k++) {    }
         if (Ndum[k] != 0) {    printf("\n");
           nbcode[Tvar[j]][ij]=k;    fprintf(ficlog,"\n");
           ij++;  
         }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         if (ij > ncodemax[j]) break;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       }      
     }    a=matrix(1,npar,1,npar);
   }      y=matrix(1,npar,1,npar);
     x=vector(1,npar);
   }    indx=ivector(1,npar);
     for (i=1;i<=npar;i++)
 /*********** Health Expectancies ****************/      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     ludcmp(a,npar,indx,&pd);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {    for (j=1;j<=npar;j++) {
   /* Health expectancies */      for (i=1;i<=npar;i++) x[i]=0;
   int i, j, nhstepm, hstepm, h;      x[j]=1;
   double age, agelim,hf;      lubksb(a,npar,indx,x);
   double ***p3mat;      for (i=1;i<=npar;i++){ 
          matcov[i][j]=x[i];
   fprintf(ficreseij,"# Health expectancies\n");      }
   fprintf(ficreseij,"# Age");    }
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    printf("\n#Hessian matrix#\n");
       fprintf(ficreseij," %1d-%1d",i,j);    fprintf(ficlog,"\n#Hessian matrix#\n");
   fprintf(ficreseij,"\n");    for (i=1;i<=npar;i++) { 
       for (j=1;j<=npar;j++) { 
   hstepm=1*YEARM; /*  Every j years of age (in month) */        printf("%.3e ",hess[i][j]);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        fprintf(ficlog,"%.3e ",hess[i][j]);
       }
   agelim=AGESUP;      printf("\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      fprintf(ficlog,"\n");
     /* nhstepm age range expressed in number of stepm */    }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  
     /* Typically if 20 years = 20*12/6=40 stepm */    /* Recompute Inverse */
     if (stepm >= YEARM) hstepm=1;    for (i=1;i<=npar;i++)
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    ludcmp(a,npar,indx,&pd);
     /* 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#Hessian matrix recomputed#\n");
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    
     for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
     for(i=1; i<=nlstate;i++)      x[j]=1;
       for(j=1; j<=nlstate;j++)      lubksb(a,npar,indx,x);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      for (i=1;i<=npar;i++){ 
           eij[i][j][(int)age] +=p3mat[i][j][h];        y[i][j]=x[i];
         }        printf("%.3e ",y[i][j]);
            fprintf(ficlog,"%.3e ",y[i][j]);
     hf=1;      }
     if (stepm >= YEARM) hf=stepm/YEARM;      printf("\n");
     fprintf(ficreseij,"%.0f",age );      fprintf(ficlog,"\n");
     for(i=1; i<=nlstate;i++)    }
       for(j=1; j<=nlstate;j++){    */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }    free_matrix(a,1,npar,1,npar);
     fprintf(ficreseij,"\n");    free_matrix(y,1,npar,1,npar);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_vector(x,1,npar);
   }    free_ivector(indx,1,npar);
 }    free_matrix(hess,1,npar,1,npar);
   
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  }
 {  
   /* Variance of health expectancies */  /*************** hessian matrix ****************/
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  double hessii( double x[], double delta, int theta, double delti[])
   double **newm;  {
   double **dnewm,**doldm;    int i;
   int i, j, nhstepm, hstepm, h;    int l=1, lmax=20;
   int k, cptcode;    double k1,k2;
    double *xp;    double p2[NPARMAX+1];
   double **gp, **gm;    double res;
   double ***gradg, ***trgradg;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   double ***p3mat;    double fx;
   double age,agelim;    int k=0,kmax=10;
   int theta;    double l1;
   
    fprintf(ficresvij,"# Covariances of life expectancies\n");    fx=func(x);
   fprintf(ficresvij,"# Age");    for (i=1;i<=npar;i++) p2[i]=x[i];
   for(i=1; i<=nlstate;i++)    for(l=0 ; l <=lmax; l++){
     for(j=1; j<=nlstate;j++)      l1=pow(10,l);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      delts=delt;
   fprintf(ficresvij,"\n");      for(k=1 ; k <kmax; k=k+1){
         delt = delta*(l1*k);
   xp=vector(1,npar);        p2[theta]=x[theta] +delt;
   dnewm=matrix(1,nlstate,1,npar);        k1=func(p2)-fx;
   doldm=matrix(1,nlstate,1,nlstate);        p2[theta]=x[theta]-delt;
          k2=func(p2)-fx;
   hstepm=1*YEARM; /* Every year of age */        /*res= (k1-2.0*fx+k2)/delt/delt; */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   agelim = AGESUP;        
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  #ifdef DEBUG
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        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);
     if (stepm >= YEARM) hstepm=1;        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);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  #endif
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     gp=matrix(0,nhstepm,1,nlstate);          k=kmax;
     gm=matrix(0,nhstepm,1,nlstate);        }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     for(theta=1; theta <=npar; theta++){          k=kmax; l=lmax*10.;
       for(i=1; i<=npar; i++){ /* Computes gradient */        }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
       }          delts=delt;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      }
       for(j=1; j<= nlstate; j++){    }
         for(h=0; h<=nhstepm; h++){    delti[theta]=delts;
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    return res; 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    
         }  }
       }  
      double hessij( double x[], double delti[], int thetai,int thetaj)
       for(i=1; i<=npar; i++) /* Computes gradient */  {
         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, gm[h][j]=0.;i<=nlstate;i++)  
             gm[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];
       for(j=1; j<= nlstate; j++)      p2[thetai]=x[thetai]+delti[thetai]/k;
         for(h=0; h<=nhstepm; h++){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      k1=func(p2)-fx;
         }    
     } /* End theta */      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      k2=func(p2)-fx;
     
     for(h=0; h<=nhstepm; h++)      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(j=1; j<=nlstate;j++)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         for(theta=1; theta <=npar; theta++)      k3=func(p2)-fx;
           trgradg[h][j][theta]=gradg[h][theta][j];    
       p2[thetai]=x[thetai]-delti[thetai]/k;
     for(i=1;i<=nlstate;i++)      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(j=1;j<=nlstate;j++)      k4=func(p2)-fx;
         vareij[i][j][(int)age] =0.;      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     for(h=0;h<=nhstepm;h++){  #ifdef DEBUG
       for(k=0;k<=nhstepm;k++){      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);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      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);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  #endif
         for(i=1;i<=nlstate;i++)    }
           for(j=1;j<=nlstate;j++)    return res;
             vareij[i][j][(int)age] += doldm[i][j];  }
       }  
     }  /************** Inverse of matrix **************/
     h=1;  void ludcmp(double **a, int n, int *indx, double *d) 
     if (stepm >= YEARM) h=stepm/YEARM;  { 
     fprintf(ficresvij,"%.0f ",age );    int i,imax,j,k; 
     for(i=1; i<=nlstate;i++)    double big,dum,sum,temp; 
       for(j=1; j<=nlstate;j++){    double *vv; 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);   
       }    vv=vector(1,n); 
     fprintf(ficresvij,"\n");    *d=1.0; 
     free_matrix(gp,0,nhstepm,1,nlstate);    for (i=1;i<=n;i++) { 
     free_matrix(gm,0,nhstepm,1,nlstate);      big=0.0; 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      for (j=1;j<=n;j++) 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        if ((temp=fabs(a[i][j])) > big) big=temp; 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   } /* End age */      vv[i]=1.0/big; 
      } 
   free_vector(xp,1,npar);    for (j=1;j<=n;j++) { 
   free_matrix(doldm,1,nlstate,1,npar);      for (i=1;i<j;i++) { 
   free_matrix(dnewm,1,nlstate,1,nlstate);        sum=a[i][j]; 
         for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 }        a[i][j]=sum; 
       } 
 /************ Variance of prevlim ******************/      big=0.0; 
 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 (i=j;i<=n;i++) { 
 {        sum=a[i][j]; 
   /* Variance of prevalence limit */        for (k=1;k<j;k++) 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          sum -= a[i][k]*a[k][j]; 
   double **newm;        a[i][j]=sum; 
   double **dnewm,**doldm;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   int i, j, nhstepm, hstepm;          big=dum; 
   int k, cptcode;          imax=i; 
   double *xp;        } 
   double *gp, *gm;      } 
   double **gradg, **trgradg;      if (j != imax) { 
   double age,agelim;        for (k=1;k<=n;k++) { 
   int theta;          dum=a[imax][k]; 
              a[imax][k]=a[j][k]; 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          a[j][k]=dum; 
   fprintf(ficresvpl,"# Age");        } 
   for(i=1; i<=nlstate;i++)        *d = -(*d); 
       fprintf(ficresvpl," %1d-%1d",i,i);        vv[imax]=vv[j]; 
   fprintf(ficresvpl,"\n");      } 
       indx[j]=imax; 
   xp=vector(1,npar);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   dnewm=matrix(1,nlstate,1,npar);      if (j != n) { 
   doldm=matrix(1,nlstate,1,nlstate);        dum=1.0/(a[j][j]); 
          for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   hstepm=1*YEARM; /* Every year of age */      } 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    } 
   agelim = AGESUP;    free_vector(vv,1,n);  /* Doesn't work */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  ;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  } 
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  void lubksb(double **a, int n, int *indx, double b[]) 
     gradg=matrix(1,npar,1,nlstate);  { 
     gp=vector(1,nlstate);    int i,ii=0,ip,j; 
     gm=vector(1,nlstate);    double sum; 
    
     for(theta=1; theta <=npar; theta++){    for (i=1;i<=n;i++) { 
       for(i=1; i<=npar; i++){ /* Computes gradient */      ip=indx[i]; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      sum=b[ip]; 
       }      b[ip]=b[i]; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      if (ii) 
       for(i=1;i<=nlstate;i++)        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         gp[i] = prlim[i][i];      else if (sum) ii=i; 
          b[i]=sum; 
       for(i=1; i<=npar; i++) /* Computes gradient */    } 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    for (i=n;i>=1;i--) { 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      sum=b[i]; 
       for(i=1;i<=nlstate;i++)      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
         gm[i] = prlim[i][i];      b[i]=sum/a[i][i]; 
     } 
       for(i=1;i<=nlstate;i++)  } 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */  /************ Frequencies ********************/
   void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
     trgradg =matrix(1,nlstate,1,npar);  {  /* Some frequencies */
     
     for(j=1; j<=nlstate;j++)    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       for(theta=1; theta <=npar; theta++)    int first;
         trgradg[j][theta]=gradg[theta][j];    double ***freq; /* Frequencies */
     double *pp, **prop;
     for(i=1;i<=nlstate;i++)    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       varpl[i][(int)age] =0.;    FILE *ficresp;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    char fileresp[FILENAMELENGTH];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    
     for(i=1;i<=nlstate;i++)    pp=vector(1,nlstate);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    prop=matrix(1,nlstate,iagemin,iagemax+3);
     strcpy(fileresp,"p");
     fprintf(ficresvpl,"%.0f ",age );    strcat(fileresp,fileres);
     for(i=1; i<=nlstate;i++)    if((ficresp=fopen(fileresp,"w"))==NULL) {
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      printf("Problem with prevalence resultfile: %s\n", fileresp);
     fprintf(ficresvpl,"\n");      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     free_vector(gp,1,nlstate);      exit(0);
     free_vector(gm,1,nlstate);    }
     free_matrix(gradg,1,npar,1,nlstate);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     free_matrix(trgradg,1,nlstate,1,npar);    j1=0;
   } /* End age */    
     j=cptcoveff;
   free_vector(xp,1,npar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    first=1;
   
 }    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 /***********************************************/          scanf("%d", i);*/
 /**************** Main Program *****************/        for (i=-1; i<=nlstate+ndeath; i++)  
 /***********************************************/          for (jk=-1; jk<=nlstate+ndeath; jk++)  
             for(m=iagemin; m <= iagemax+3; m++)
 /*int main(int argc, char *argv[])*/              freq[i][jk][m]=0;
 int main()  
 {      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;          prop[i][m]=0;
   double agedeb, agefin,hf;        
   double agemin=1.e20, agemax=-1.e20;        dateintsum=0;
         k2cpt=0;
   double fret;        for (i=1; i<=imx; i++) {
   double **xi,tmp,delta;          bool=1;
           if  (cptcovn>0) {
   double dum; /* Dummy variable */            for (z1=1; z1<=cptcoveff; z1++) 
   double ***p3mat;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   int *indx;                bool=0;
   char line[MAXLINE], linepar[MAXLINE];          }
   char title[MAXLINE];          if (bool==1){
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];            for(m=firstpass; m<=lastpass; m++){
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];              k2=anint[m][i]+(mint[m][i]/12.);
   char filerest[FILENAMELENGTH];              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   char fileregp[FILENAMELENGTH];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   int firstobs=1, lastobs=10;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   int sdeb, sfin; /* Status at beginning and end */                if (m<lastpass) {
   int c,  h , cpt,l;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   int ju,jl, mi;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;                }
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;                
                  if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   int hstepm, nhstepm;                  dateintsum=dateintsum+k2;
   double bage, fage, age, agelim, agebase;                  k2cpt++;
   double ftolpl=FTOL;                }
   double **prlim;                /*}*/
   double *severity;            }
   double ***param; /* Matrix of parameters */          }
   double  *p;        }
   double **matcov; /* Matrix of covariance */         
   double ***delti3; /* Scale */        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   double *delti; /* Scale */  
   double ***eij, ***vareij;        if  (cptcovn>0) {
   double **varpl; /* Variances of prevalence limits by age */          fprintf(ficresp, "\n#********** Variable "); 
   double *epj, vepp;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";          fprintf(ficresp, "**********\n#");
   char *alph[]={"a","a","b","c","d","e"}, str[4];        }
         for(i=1; i<=nlstate;i++) 
   char z[1]="c", occ;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 #include <sys/time.h>        fprintf(ficresp, "\n");
 #include <time.h>        
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        for(i=iagemin; i <= iagemax+3; i++){
   /* long total_usecs;          if(i==iagemax+3){
   struct timeval start_time, end_time;            fprintf(ficlog,"Total");
            }else{
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */            if(first==1){
               first=0;
               printf("See log file for details...\n");
   printf("\nIMACH, Version 0.64a");            }
   printf("\nEnter the parameter file name: ");            fprintf(ficlog,"Age %d", i);
           }
 #ifdef windows          for(jk=1; jk <=nlstate ; jk++){
   scanf("%s",pathtot);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   getcwd(pathcd, size);              pp[jk] += freq[jk][m][i]; 
   /*cygwin_split_path(pathtot,path,optionfile);          }
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          for(jk=1; jk <=nlstate ; jk++){
   /* cutv(path,optionfile,pathtot,'\\');*/            for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
 split(pathtot, path,optionfile);            if(pp[jk]>=1.e-10){
   chdir(path);              if(first==1){
   replace(pathc,path);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 #endif              }
 #ifdef unix              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   scanf("%s",optionfile);            }else{
 #endif              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 /*-------- arguments in the command line --------*/              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             }
   strcpy(fileres,"r");          }
   strcat(fileres, optionfile);  
           for(jk=1; jk <=nlstate ; jk++){
   /*---------arguments file --------*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          }       
     printf("Problem with optionfile %s\n",optionfile);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     goto end;            pos += pp[jk];
   }            posprop += prop[jk][i];
           }
   strcpy(filereso,"o");          for(jk=1; jk <=nlstate ; jk++){
   strcat(filereso,fileres);            if(pos>=1.e-5){
   if((ficparo=fopen(filereso,"w"))==NULL) {              if(first==1)
     printf("Problem with Output resultfile: %s\n", filereso);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{
   /* Reads comments: lines beginning with '#' */              if(first==1)
   while((c=getc(ficpar))=='#' && c!= EOF){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     fgets(line, MAXLINE, ficpar);            }
     puts(line);            if( i <= iagemax){
     fputs(line,ficparo);              if(pos>=1.e-5){
   }                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   ungetc(c,ficpar);                /*probs[i][jk][j1]= pp[jk]/pos;*/
                 /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);              }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);              else
   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);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
   covar=matrix(1,NCOVMAX,1,n);              }
   if (strlen(model)<=1) cptcovn=0;          
   else {          for(jk=-1; jk <=nlstate+ndeath; jk++)
     j=0;            for(m=-1; m <=nlstate+ndeath; m++)
     j=nbocc(model,'+');              if(freq[jk][m][i] !=0 ) {
     cptcovn=j+1;              if(first==1)
   }                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   ncovmodel=2+cptcovn;              }
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          if(i <= iagemax)
              fprintf(ficresp,"\n");
   /* Read guess parameters */          if(first==1)
   /* Reads comments: lines beginning with '#' */            printf("Others in log...\n");
   while((c=getc(ficpar))=='#' && c!= EOF){          fprintf(ficlog,"\n");
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);      }
     puts(line);    }
     fputs(line,ficparo);    dateintmean=dateintsum/k2cpt; 
   }   
   ungetc(c,ficpar);    fclose(ficresp);
      free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    free_vector(pp,1,nlstate);
     for(i=1; i <=nlstate; i++)    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     for(j=1; j <=nlstate+ndeath-1; j++){    /* End of Freq */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  }
       fprintf(ficparo,"%1d%1d",i1,j1);  
       printf("%1d%1d",i,j);  /************ Prevalence ********************/
       for(k=1; k<=ncovmodel;k++){  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
         fscanf(ficpar," %lf",&param[i][j][k]);  {  
         printf(" %lf",param[i][j][k]);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         fprintf(ficparo," %lf",param[i][j][k]);       in each health status at the date of interview (if between dateprev1 and dateprev2).
       }       We still use firstpass and lastpass as another selection.
       fscanf(ficpar,"\n");    */
       printf("\n");   
       fprintf(ficparo,"\n");    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     }    double ***freq; /* Frequencies */
      double *pp, **prop;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    double pos,posprop; 
   p=param[1][1];    double  y2; /* in fractional years */
      int iagemin, iagemax;
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    iagemin= (int) agemin;
     ungetc(c,ficpar);    iagemax= (int) agemax;
     fgets(line, MAXLINE, ficpar);    /*pp=vector(1,nlstate);*/
     puts(line);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     fputs(line,ficparo);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   }    j1=0;
   ungetc(c,ficpar);    
     j=cptcoveff;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    
   for(i=1; i <=nlstate; i++){    for(k1=1; k1<=j;k1++){
     for(j=1; j <=nlstate+ndeath-1; j++){      for(i1=1; i1<=ncodemax[k1];i1++){
       fscanf(ficpar,"%1d%1d",&i1,&j1);        j1++;
       printf("%1d%1d",i,j);        
       fprintf(ficparo,"%1d%1d",i1,j1);        for (i=1; i<=nlstate; i++)  
       for(k=1; k<=ncovmodel;k++){          for(m=iagemin; m <= iagemax+3; m++)
         fscanf(ficpar,"%le",&delti3[i][j][k]);            prop[i][m]=0.0;
         printf(" %le",delti3[i][j][k]);       
         fprintf(ficparo," %le",delti3[i][j][k]);        for (i=1; i<=imx; i++) { /* Each individual */
       }          bool=1;
       fscanf(ficpar,"\n");          if  (cptcovn>0) {
       printf("\n");            for (z1=1; z1<=cptcoveff; z1++) 
       fprintf(ficparo,"\n");              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     }                bool=0;
   }          } 
   delti=delti3[1][1];          if (bool==1) { 
              for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   /* Reads comments: lines beginning with '#' */              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   while((c=getc(ficpar))=='#' && c!= EOF){              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     ungetc(c,ficpar);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     fgets(line, MAXLINE, ficpar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     puts(line);                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); 
     fputs(line,ficparo);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   }                  /*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]]);*/
   ungetc(c,ficpar);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                    prop[s[m][i]][iagemax+3] += weight[i]; 
   matcov=matrix(1,npar,1,npar);                } 
   for(i=1; i <=npar; i++){              }
     fscanf(ficpar,"%s",&str);            } /* end selection of waves */
     printf("%s",str);          }
     fprintf(ficparo,"%s",str);        }
     for(j=1; j <=i; j++){        for(i=iagemin; i <= iagemax+3; i++){  
       fscanf(ficpar," %le",&matcov[i][j]);          
       printf(" %.5le",matcov[i][j]);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       fprintf(ficparo," %.5le",matcov[i][j]);            posprop += prop[jk][i]; 
     }          } 
     fscanf(ficpar,"\n");  
     printf("\n");          for(jk=1; jk <=nlstate ; jk++){     
     fprintf(ficparo,"\n");            if( i <=  iagemax){ 
   }              if(posprop>=1.e-5){ 
   for(i=1; i <=npar; i++)                probs[i][jk][j1]= prop[jk][i]/posprop;
     for(j=i+1;j<=npar;j++)              } 
       matcov[i][j]=matcov[j][i];            } 
              }/* end jk */ 
   printf("\n");        }/* end i */ 
       } /* end i1 */
     } /* end k1 */
    if(mle==1){    
     /*-------- data file ----------*/    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     if((ficres =fopen(fileres,"w"))==NULL) {    /*free_vector(pp,1,nlstate);*/
       printf("Problem with resultfile: %s\n", fileres);goto end;    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     }  }  /* End of prevalence */
     fprintf(ficres,"#%s\n",version);  
      /************* Waves Concatenation ***************/
     if((fic=fopen(datafile,"r"))==NULL)    {  
       printf("Problem with datafile: %s\n", datafile);goto end;  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
     }  {
     /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     n= lastobs;       Death is a valid wave (if date is known).
     severity = vector(1,maxwav);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     outcome=imatrix(1,maxwav+1,1,n);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     num=ivector(1,n);       and mw[mi+1][i]. dh depends on stepm.
     moisnais=vector(1,n);       */
     annais=vector(1,n);  
     moisdc=vector(1,n);    int i, mi, m;
     andc=vector(1,n);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     agedc=vector(1,n);       double sum=0., jmean=0.;*/
     cod=ivector(1,n);    int first;
     weight=vector(1,n);    int j, k=0,jk, ju, jl;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    double sum=0.;
     mint=matrix(1,maxwav,1,n);    first=0;
     anint=matrix(1,maxwav,1,n);    jmin=1e+5;
     s=imatrix(1,maxwav+1,1,n);    jmax=-1;
     adl=imatrix(1,maxwav+1,1,n);        jmean=0.;
     tab=ivector(1,NCOVMAX);    for(i=1; i<=imx; i++){
     ncodemax=ivector(1,8);      mi=0;
       m=firstpass;
     i=1;      while(s[m][i] <= nlstate){
     while (fgets(line, MAXLINE, fic) != NULL)    {        if(s[m][i]>=1)
       if ((i >= firstobs) && (i <=lastobs)) {          mw[++mi][i]=m;
                if(m >=lastpass)
         for (j=maxwav;j>=1;j--){          break;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        else
           strcpy(line,stra);          m++;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      }/* end while */
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      if (s[m][i] > nlstate){
         }        mi++;     /* Death is another wave */
                /* if(mi==0)  never been interviewed correctly before death */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);           /* Only death is a correct wave */
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);        mw[mi][i]=m;
       }
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      wav[i]=mi;
       if(mi==0){
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        if(first==0){
         for (j=ncov;j>=1;j--){          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          first=1;
         }        }
         num[i]=atol(stra);        if(first==1){
           fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/        }
       } /* end mi==0 */
         i=i+1;    } /* End individuals */
       }  
     }    for(i=1; i<=imx; i++){
       for(mi=1; mi<wav[i];mi++){
     /*scanf("%d",i);*/        if (stepm <=0)
   imx=i-1; /* Number of individuals */          dh[mi][i]=1;
         else{
   /* Calculation of the number of parameter from char model*/          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   Tvar=ivector(1,8);                if (agedc[i] < 2*AGESUP) {
                j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   if (strlen(model) >1){            if(j==0) j=1;  /* Survives at least one month after exam */
     j=0;            k=k+1;
     j=nbocc(model,'+');            if (j >= jmax) jmax=j;
     cptcovn=j+1;            if (j <= jmin) jmin=j;
                sum=sum+j;
     strcpy(modelsav,model);            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     if (j==0) {            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);            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]);
     }            }
     else {          }
       for(i=j; i>=1;i--){          else{
         cutv(stra,strb,modelsav,'+');            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
         if (strchr(strb,'*')) {            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
           cutv(strd,strc,strb,'*');            k=k+1;
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;            if (j >= jmax) jmax=j;
           cutv(strb,strc,strd,'V');            else if (j <= jmin)jmin=j;
           for (k=1; k<=lastobs;k++)            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
         }            if(j<0)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]);
         else {cutv(strd,strc,strb,'V');            sum=sum+j;
         Tvar[i+1]=atoi(strc);          }
         }          jk= j/stepm;
         strcpy(modelsav,stra);            jl= j -jk*stepm;
       }          ju= j -(jk+1)*stepm;
       cutv(strd,strc,stra,'V');          if(mle <=1){ 
       Tvar[1]=atoi(strc);            if(jl==0){
     }              dh[mi][i]=jk;
   }              bh[mi][i]=0;
   /*printf("tvar=%d ",Tvar[1]);            }else{ /* We want a negative bias in order to only have interpolation ie
   scanf("%d ",i);*/                    * at the price of an extra matrix product in likelihood */
     fclose(fic);              dh[mi][i]=jk+1;
               bh[mi][i]=ju;
     if (weightopt != 1) { /* Maximisation without weights*/            }
       for(i=1;i<=n;i++) weight[i]=1.0;          }else{
     }            if(jl <= -ju){
     /*-calculation of age at interview from date of interview and age at death -*/              dh[mi][i]=jk;
     agev=matrix(1,maxwav,1,imx);              bh[mi][i]=jl;       /* bias is positive if real duration
                                       * is higher than the multiple of stepm and negative otherwise.
     for (i=1; i<=imx; i++)  {                                   */
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            }
       for(m=1; (m<= maxwav); m++){            else{
         if(s[m][i] >0){              dh[mi][i]=jk+1;
           if (s[m][i] == nlstate+1) {              bh[mi][i]=ju;
             if(agedc[i]>0)            }
               if(moisdc[i]!=99 && andc[i]!=9999)            if(dh[mi][i]==0){
               agev[m][i]=agedc[i];              dh[mi][i]=1; /* At least one step */
             else{              bh[mi][i]=ju; /* At least one step */
               printf("Warning negative age at death: %d line:%d\n",num[i],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);*/
               agev[m][i]=-1;            }
             }          }
           }        } /* end if mle */
           else if(s[m][i] !=9){ /* Should no more exist */      } /* end wave */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    }
             if(mint[m][i]==99 || anint[m][i]==9999)    jmean=sum/k;
               agev[m][i]=1;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
             else if(agev[m][i] <agemin){    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
               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);*/  
             }  /*********** Tricode ****************************/
             else if(agev[m][i] >agemax){  void tricode(int *Tvar, int **nbcode, int imx)
               agemax=agev[m][i];  {
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    
             }    int Ndum[20],ij=1, k, j, i, maxncov=19;
             /*agev[m][i]=anint[m][i]-annais[i];*/    int cptcode=0;
             /*   agev[m][i] = age[i]+2*m;*/    cptcoveff=0; 
           }   
           else { /* =9 */    for (k=0; k<maxncov; k++) Ndum[k]=0;
             agev[m][i]=1;    for (k=1; k<=7; k++) ncodemax[k]=0;
             s[m][i]=-1;  
           }    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
         else /*= 0 Unknown */                                 modality*/ 
           agev[m][i]=1;        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       }        Ndum[ij]++; /*store the modality */
            /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     for (i=1; i<=imx; i++)  {                                         Tvar[j]. If V=sex and male is 0 and 
       for(m=1; (m<= maxwav); m++){                                         female is 1, then  cptcode=1.*/
         if (s[m][i] > (nlstate+ndeath)) {      }
           printf("Error: Wrong value in nlstate or ndeath\n");    
           goto end;      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 */
       }      }
     }  
       ij=1; 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<= maxncov; k++) {
     free_vector(severity,1,maxwav);          if (Ndum[k] != 0) {
     free_imatrix(outcome,1,maxwav+1,1,n);            nbcode[Tvar[j]][ij]=k; 
     free_vector(moisnais,1,n);            /* 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; */
     free_vector(annais,1,n);            
     free_matrix(mint,1,maxwav,1,n);            ij++;
     free_matrix(anint,1,maxwav,1,n);          }
     free_vector(moisdc,1,n);          if (ij > ncodemax[j]) break; 
     free_vector(andc,1,n);        }  
       } 
        }  
     wav=ivector(1,imx);  
     dh=imatrix(1,lastpass-firstpass+1,1,imx);   for (k=0; k< maxncov; k++) Ndum[k]=0;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  
       for (i=1; i<=ncovmodel-2; i++) { 
     /* Concatenates waves */     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);     ij=Tvar[i];
      Ndum[ij]++;
    }
 Tcode=ivector(1,100);  
    nbcode=imatrix(1,nvar,1,8);     ij=1;
    ncodemax[1]=1;   for (i=1; i<= maxncov; i++) {
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);     if((Ndum[i]!=0) && (i<=ncovcol)){
         Tvaraff[ij]=i; /*For printing */
    codtab=imatrix(1,100,1,10);       ij++;
    h=0;     }
    m=pow(2,cptcovn);   }
     
    for(k=1;k<=cptcovn; k++){   cptcoveff=ij-1; /*Number of simple covariates*/
      for(i=1; i <=(m/pow(2,k));i++){  }
        for(j=1; j <= ncodemax[k]; j++){  
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){  /*********** Health Expectancies ****************/
            h++;  
            if (h>m) h=1;codtab[h][k]=j;  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 )
          }  
        }  {
      }    /* Health expectancies */
    }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     double age, agelim, hf;
    /*for(i=1; i <=m ;i++){    double ***p3mat,***varhe;
      for(k=1; k <=cptcovn; k++){    double **dnewm,**doldm;
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);    double *xp;
      }    double **gp, **gm;
      printf("\n");    double ***gradg, ***trgradg;
    }*/    int theta;
    /*scanf("%d",i);*/  
        varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
    /* Calculates basic frequencies. Computes observed prevalence at single age    xp=vector(1,npar);
        and prints on file fileres'p'. */    dnewm=matrix(1,nlstate*nlstate,1,npar);
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficreseij,"# Health expectancies\n");
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficreseij,"# Age");
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for(i=1; i<=nlstate;i++)
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(j=1; j<=nlstate;j++)
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
        fprintf(ficreseij,"\n");
     /* 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] */    if(estepm < stepm){
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      printf ("Problem %d lower than %d\n",estepm, stepm);
        }
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
         * This is mainly to measure the difference between two models: for example
     /*--------- results files --------------*/     * if stepm=24 months pijx are given only every 2 years and by summing them
     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);     * we are calculating an estimate of the Life Expectancy assuming a linear 
         * progression in between and thus overestimating or underestimating according
    jk=1;     * to the curvature of the survival function. If, for the same date, we 
    fprintf(ficres,"# Parameters\n");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
    printf("# Parameters\n");     * to compare the new estimate of Life expectancy with the same linear 
    for(i=1,jk=1; i <=nlstate; i++){     * hypothesis. A more precise result, taking into account a more precise
      for(k=1; k <=(nlstate+ndeath); k++){     * curvature will be obtained if estepm is as small as stepm. */
        if (k != i)  
          {    /* For example we decided to compute the life expectancy with the smallest unit */
            printf("%d%d ",i,k);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
            fprintf(ficres,"%1d%1d ",i,k);       nhstepm is the number of hstepm from age to agelim 
            for(j=1; j <=ncovmodel; j++){       nstepm is the number of stepm from age to agelin. 
              printf("%f ",p[jk]);       Look at hpijx to understand the reason of that which relies in memory size
              fprintf(ficres,"%f ",p[jk]);       and note for a fixed period like estepm months */
              jk++;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
            }       survival function given by stepm (the optimization length). Unfortunately it
            printf("\n");       means that if the survival funtion is printed only each two years of age and if
            fprintf(ficres,"\n");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
          }       results. So we changed our mind and took the option of the best precision.
      }    */
    }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
     /* Computing hessian and covariance matrix */    agelim=AGESUP;
     ftolhess=ftol; /* Usually correct */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     hesscov(matcov, p, npar, delti, ftolhess, func);      /* nhstepm age range expressed in number of stepm */
     fprintf(ficres,"# Scales\n");      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     printf("# Scales\n");      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
      for(i=1,jk=1; i <=nlstate; i++){      /* if (stepm >= YEARM) hstepm=1;*/
       for(j=1; j <=nlstate+ndeath; j++){      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
         if (j!=i) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficres,"%1d%1d",i,j);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
           printf("%1d%1d",i,j);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
           for(k=1; k<=ncovmodel;k++){      gm=matrix(0,nhstepm,1,nlstate*nlstate);
             printf(" %.5e",delti[jk]);  
             fprintf(ficres," %.5e",delti[jk]);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
             jk++;         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
           printf("\n");   
           fprintf(ficres,"\n");  
         }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       }  
       }      /* Computing Variances of health expectancies */
      
     k=1;       for(theta=1; theta <=npar; theta++){
     fprintf(ficres,"# Covariance\n");        for(i=1; i<=npar; i++){ 
     printf("# Covariance\n");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     for(i=1;i<=npar;i++){        }
       /*  if (k>nlstate) k=1;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       i1=(i-1)/(ncovmodel*nlstate)+1;    
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        cptj=0;
       printf("%s%d%d",alph[k],i1,tab[i]);*/        for(j=1; j<= nlstate; j++){
       fprintf(ficres,"%3d",i);          for(i=1; i<=nlstate; i++){
       printf("%3d",i);            cptj=cptj+1;
       for(j=1; j<=i;j++){            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
         fprintf(ficres," %.5e",matcov[i][j]);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
         printf(" %.5e",matcov[i][j]);            }
       }          }
       fprintf(ficres,"\n");        }
       printf("\n");       
       k++;       
     }        for(i=1; i<=npar; i++) 
              xp[i] = x[i] - (i==theta ?delti[theta]:0);
     while((c=getc(ficpar))=='#' && c!= EOF){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       ungetc(c,ficpar);        
       fgets(line, MAXLINE, ficpar);        cptj=0;
       puts(line);        for(j=1; j<= nlstate; j++){
       fputs(line,ficparo);          for(i=1;i<=nlstate;i++){
     }            cptj=cptj+1;
     ungetc(c,ficpar);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
                }
     if (fage <= 2) {          }
       bage = agemin;        }
       fage = agemax;        for(j=1; j<= nlstate*nlstate; j++)
     }          for(h=0; h<=nhstepm-1; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     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);       } 
 /*------------ gnuplot -------------*/     
 chdir(pathcd);  /* End theta */
   if((ficgp=fopen("graph.plt","w"))==NULL) {  
     printf("Problem with file graph.gp");goto end;       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   }  
 #ifdef windows       for(h=0; h<=nhstepm-1; h++)
   fprintf(ficgp,"cd \"%s\" \n",pathc);        for(j=1; j<=nlstate*nlstate;j++)
 #endif          for(theta=1; theta <=npar; theta++)
 m=pow(2,cptcovn);            trgradg[h][j][theta]=gradg[h][theta][j];
         
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {       for(i=1;i<=nlstate*nlstate;i++)
    for (k1=1; k1<= m ; k1 ++) {        for(j=1;j<=nlstate*nlstate;j++)
           varhe[i][j][(int)age] =0.;
 #ifdef windows  
     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);       printf("%d|",(int)age);fflush(stdout);
 #endif       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 #ifdef unix       for(h=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);        for(k=0;k<=nhstepm-1;k++){
 #endif          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 for (i=1; i<= nlstate ; i ++) {          for(i=1;i<=nlstate*nlstate;i++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            for(j=1;j<=nlstate*nlstate;j++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 }        }
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      }
     for (i=1; i<= nlstate ; i ++) {      /* Computing expectancies */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      for(i=1; i<=nlstate;i++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");        for(j=1; j<=nlstate;j++)
 }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
      for (i=1; i<= nlstate ; i ++) {            
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }            }
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));  
 #ifdef unix      fprintf(ficreseij,"%3.0f",age );
 fprintf(ficgp,"\nset ter gif small size 400,300");      cptj=0;
 #endif      for(i=1; i<=nlstate;i++)
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        for(j=1; j<=nlstate;j++){
    }          cptj++;
   }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   /*2 eme*/        }
       fprintf(ficreseij,"\n");
   for (k1=1; k1<= m ; k1 ++) {     
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
          free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     for (i=1; i<= nlstate+1 ; i ++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       k=2*i;      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       for (j=1; j<= nlstate+1 ; j ++) {    }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    printf("\n");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficlog,"\n");
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    free_vector(xp,1,npar);
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  }
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    /************ Variance ******************/
       fprintf(ficgp,"\" t\"\" w l 0,");  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);  {
       for (j=1; j<= nlstate+1 ; j ++) {    /* Variance of health expectancies */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* double **newm;*/
 }      double **dnewm,**doldm;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    double **dnewmp,**doldmp;
       else fprintf(ficgp,"\" t\"\" w l 0,");    int i, j, nhstepm, hstepm, h, nstepm ;
     }    int k, cptcode;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    double *xp;
   }    double **gp, **gm;  /* for var eij */
      double ***gradg, ***trgradg; /*for var eij */
   /*3eme*/    double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
   for (k1=1; k1<= m ; k1 ++) {    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     for (cpt=1; cpt<= nlstate ; cpt ++) {    double ***p3mat;
       k=2+nlstate*(cpt-1);    double age,agelim, hf;
       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);    double ***mobaverage;
       for (i=1; i< nlstate ; i ++) {    int theta;
         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);    char digit[4];
       }    char digitp[25];
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }    char fileresprobmorprev[FILENAMELENGTH];
   }  
      if(popbased==1){
   /* CV preval stat */      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=3;    }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    else 
       for (i=1; i< nlstate ; i ++)      strcpy(digitp,"-stablbased-");
         fprintf(ficgp,"+$%d",k+i+1);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    if (mobilav!=0) {
            mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       l=3+(nlstate+ndeath)*cpt;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       for (i=1; i< nlstate ; i ++) {        printf(" Error in movingaverage mobilav=%d\n",mobilav);
         l=3+(nlstate+ndeath)*cpt;      }
         fprintf(ficgp,"+$%d",l+i+1);    }
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      strcpy(fileresprobmorprev,"prmorprev"); 
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    sprintf(digit,"%-d",ij);
     }    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   }    strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   /* proba elementaires */    strcat(fileresprobmorprev,fileres);
    for(i=1,jk=1; i <=nlstate; i++){    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
     for(k=1; k <=(nlstate+ndeath); k++){      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       if (k != i) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
         for(j=1; j <=ncovmodel; j++){    }
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           /*fprintf(ficgp,"%s",alph[1]);*/    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    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);
           jk++;    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           fprintf(ficgp,"\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         }      fprintf(ficresprobmorprev," p.%-d SE",j);
       }      for(i=1; i<=nlstate;i++)
     }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }    }  
     fprintf(ficresprobmorprev,"\n");
   for(jk=1; jk <=m; jk++) {    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
    i=1;      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
    for(k2=1; k2<=nlstate; k2++) {      exit(0);
      k3=i;    }
      for(k=1; k<=(nlstate+ndeath); k++) {    else{
        if (k != k2){      fprintf(ficgp,"\n# Routine varevsij");
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    }
     if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
         for(j=3; j <=ncovmodel; j++)      printf("Problem with html file: %s\n", optionfilehtm);
           fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
         fprintf(ficgp,")/(1");      exit(0);
     }
         for(k1=1; k1 <=nlstate+1; k1=k1+2){      else{
             fprintf(ficgp,"+exp(p%d+p%d*x",k1+k3-1,k1+k3);      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
       fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
             for(j=3; j <=ncovmodel; j++)    }
               fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
             fprintf(ficgp,")");  
         }    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    fprintf(ficresvij,"# Age");
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    for(i=1; i<=nlstate;i++)
     i=i+ncovmodel;      for(j=1; j<=nlstate;j++)
        }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
      }    fprintf(ficresvij,"\n");
    }  
   fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    xp=vector(1,npar);
    }    dnewm=matrix(1,nlstate,1,npar);
        doldm=matrix(1,nlstate,1,nlstate);
   fclose(ficgp);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
        doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     free_ivector(wav,1,imx);    gpp=vector(nlstate+1,nlstate+ndeath);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    gmp=vector(nlstate+1,nlstate+ndeath);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
        
     free_imatrix(s,1,maxwav+1,1,n);    if(estepm < stepm){
          printf ("Problem %d lower than %d\n",estepm, stepm);
        }
     free_ivector(num,1,n);    else  hstepm=estepm;   
     free_vector(agedc,1,n);    /* For example we decided to compute the life expectancy with the smallest unit */
     free_vector(weight,1,n);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/       nhstepm is the number of hstepm from age to agelim 
     fclose(ficparo);       nstepm is the number of stepm from age to agelin. 
     fclose(ficres);       Look at hpijx to understand the reason of that which relies in memory size
    }       and note for a fixed period like k years */
        /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    /*________fin mle=1_________*/       survival function given by stepm (the optimization length). Unfortunately it
           means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         results. So we changed our mind and took the option of the best precision.
     /* No more information from the sample is required now */    */
   /* Reads comments: lines beginning with '#' */    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   while((c=getc(ficpar))=='#' && c!= EOF){    agelim = AGESUP;
     ungetc(c,ficpar);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     fgets(line, MAXLINE, ficpar);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     puts(line);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     fputs(line,ficparo);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   ungetc(c,ficpar);      gp=matrix(0,nhstepm,1,nlstate);
        gm=matrix(0,nhstepm,1,nlstate);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);  
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      for(theta=1; theta <=npar; theta++){
 /*--------- index.htm --------*/        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   if((fichtm=fopen("index.htm","w"))==NULL)    {        }
     printf("Problem with index.htm \n");goto end;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n        if (popbased==1) {
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          if(mobilav ==0){
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            for(i=1; i<=nlstate;i++)
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>              prlim[i][i]=probs[(int)age][i][ij];
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          }else{ /* mobilav */ 
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>            for(i=1; i<=nlstate;i++)
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>              prlim[i][i]=mobaverage[(int)age][i][ij];
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          }
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>        }
         - 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);    
         for(j=1; j<= nlstate; j++){
  fprintf(fichtm," <li>Graphs</li>\n<p>");          for(h=0; h<=nhstepm; h++){
             for(i=1, gp[h][j]=0.;i<=nlstate;i++)
  m=cptcovn;              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          }
         }
  j1=0;        /* This for computing probability of death (h=1 means
  for(k1=1; k1<=m;k1++){           computed over hstepm matrices product = hstepm*stepm months) 
    for(i1=1; i1<=ncodemax[k1];i1++){           as a weighted average of prlim.
        j1++;        */
        if (cptcovn > 0) {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
          fprintf(fichtm,"<hr>************ Results for covariates");          for(i=1,gpp[j]=0.; i<= nlstate; i++)
          for (cpt=1; cpt<=cptcovn;cpt++)            gpp[j] += prlim[i][i]*p3mat[i][j][1];
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);        }    
          fprintf(fichtm," ************\n<hr>");        /* end probability of death */
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);              xp[i] = x[i] - (i==theta ?delti[theta]:0);
        for(cpt=1; cpt<nlstate;cpt++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);   
        }        if (popbased==1) {
     for(cpt=1; cpt<=nlstate;cpt++) {          if(mobilav ==0){
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident            for(i=1; i<=nlstate;i++)
 interval) in state (%d): v%s%d%d.gif <br>              prlim[i][i]=probs[(int)age][i][ij];
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            }else{ /* mobilav */ 
      }            for(i=1; i<=nlstate;i++)
      for(cpt=1; cpt<=nlstate;cpt++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          }
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        }
      }  
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        for(j=1; j<= nlstate; j++){
 health expectancies in states (1) and (2): e%s%d.gif<br>          for(h=0; h<=nhstepm; h++){
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 fprintf(fichtm,"\n</body>");              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
    }          }
  }        }
 fclose(fichtm);        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
   /*--------------- Prevalence limit --------------*/           as a weighted average of prlim.
          */
   strcpy(filerespl,"pl");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   strcat(filerespl,fileres);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
   if((ficrespl=fopen(filerespl,"w"))==NULL) {           gmp[j] += prlim[i][i]*p3mat[i][j][1];
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;        }    
   }        /* end probability of death */
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);  
   fprintf(ficrespl,"#Prevalence limit\n");        for(j=1; j<= nlstate; j++) /* vareij */
   fprintf(ficrespl,"#Age ");          for(h=0; h<=nhstepm; h++){
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   fprintf(ficrespl,"\n");          }
    
   prlim=matrix(1,nlstate,1,nlstate);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   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 */      } /* End theta */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
   k=0;      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   agebase=agemin;  
   agelim=agemax;      for(h=0; h<=nhstepm; h++) /* veij */
   ftolpl=1.e-10;        for(j=1; j<=nlstate;j++)
   i1=cptcovn;          for(theta=1; theta <=npar; theta++)
   if (cptcovn < 1){i1=1;}            trgradg[h][j][theta]=gradg[h][theta][j];
   
   for(cptcov=1;cptcov<=i1;cptcov++){      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(theta=1; theta <=npar; theta++)
         k=k+1;          trgradgp[j][theta]=gradgp[theta][j];
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    
         fprintf(ficrespl,"\n#****** ");  
         for(j=1;j<=cptcovn;j++)      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      for(i=1;i<=nlstate;i++)
         fprintf(ficrespl,"******\n");        for(j=1;j<=nlstate;j++)
                  vareij[i][j][(int)age] =0.;
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      for(h=0;h<=nhstepm;h++){
           fprintf(ficrespl,"%.0f",age );        for(k=0;k<=nhstepm;k++){
           for(i=1; i<=nlstate;i++)          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficrespl," %.5f", prlim[i][i]);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           fprintf(ficrespl,"\n");          for(i=1;i<=nlstate;i++)
         }            for(j=1;j<=nlstate;j++)
       }              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
     }        }
   fclose(ficrespl);      }
   /*------------- h Pij x at various ages ------------*/    
        /* pptj */
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
   printf("Computing pij: result on file '%s' \n", filerespij);          varppt[j][i]=doldmp[j][i];
        /* end ppptj */
   stepsize=(int) (stepm+YEARM-1)/YEARM;      /*  x centered again */
   if (stepm<=24) stepsize=2;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
   agelim=AGESUP;   
   hstepm=stepsize*YEARM; /* Every year of age */      if (popbased==1) {
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        if(mobilav ==0){
            for(i=1; i<=nlstate;i++)
   k=0;            prlim[i][i]=probs[(int)age][i][ij];
   for(cptcov=1;cptcov<=i1;cptcov++){        }else{ /* mobilav */ 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for(i=1; i<=nlstate;i++)
       k=k+1;            prlim[i][i]=mobaverage[(int)age][i][ij];
         fprintf(ficrespij,"\n#****** ");        }
         for(j=1;j<=cptcovn;j++)      }
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);               
         fprintf(ficrespij,"******\n");      /* This for computing probability of death (h=1 means
                 computed over hstepm (estepm) matrices product = hstepm*stepm months) 
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */         as a weighted average of prlim.
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      */
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for(j=nlstate+1;j<=nlstate+ndeath;j++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           oldm=oldms;savm=savms;          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);        }    
           fprintf(ficrespij,"# Age");      /* end probability of death */
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
               fprintf(ficrespij," %1d-%1d",i,j);      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespij,"\n");        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
           for (h=0; h<=nhstepm; h++){        for(i=1; i<=nlstate;i++){
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
             for(i=1; i<=nlstate;i++)        }
               for(j=1; j<=nlstate+ndeath;j++)      } 
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      fprintf(ficresprobmorprev,"\n");
             fprintf(ficrespij,"\n");  
           }      fprintf(ficresvij,"%.0f ",age );
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"\n");        for(j=1; j<=nlstate;j++){
         }          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
     }        }
   }      fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
   fclose(ficrespij);      free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   /*---------- Health expectancies and variances ------------*/      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   strcpy(filerest,"t");    } /* End age */
   strcat(filerest,fileres);    free_vector(gpp,nlstate+1,nlstate+ndeath);
   if((ficrest=fopen(filerest,"w"))==NULL) {    free_vector(gmp,nlstate+1,nlstate+ndeath);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   }    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   strcpy(filerese,"e");  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   strcat(filerese,fileres);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   if((ficreseij=fopen(filerese,"w"))==NULL) {  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
   }    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
  strcpy(fileresv,"v");    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);
   strcat(fileresv,fileres);    /*  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);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   }  
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
   k=0;    free_matrix(dnewm,1,nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
       k=k+1;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fprintf(ficrest,"\n#****** ");    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(j=1;j<=cptcovn;j++)    fclose(ficresprobmorprev);
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    fclose(ficgp);
       fprintf(ficrest,"******\n");    fclose(fichtm);
   }  /* end varevsij */
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcovn;j++)  /************ Variance of prevlim ******************/
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  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 */
       fprintf(ficresvij,"\n#****** ");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
       for(j=1;j<=cptcovn;j++)    double **newm;
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    double **dnewm,**doldm;
       fprintf(ficresvij,"******\n");    int i, j, nhstepm, hstepm;
     int k, cptcode;
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    double *xp;
       oldm=oldms;savm=savms;    double *gp, *gm;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      double **gradg, **trgradg;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    double age,agelim;
       oldm=oldms;savm=savms;    int theta;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);     
          fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    fprintf(ficresvpl,"# Age");
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    for(i=1; i<=nlstate;i++)
       fprintf(ficrest,"\n");        fprintf(ficresvpl," %1d-%1d",i,i);
            fprintf(ficresvpl,"\n");
       hf=1;  
       if (stepm >= YEARM) hf=stepm/YEARM;    xp=vector(1,npar);
       epj=vector(1,nlstate+1);    dnewm=matrix(1,nlstate,1,npar);
       for(age=bage; age <=fage ;age++){    doldm=matrix(1,nlstate,1,nlstate);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    
         fprintf(ficrest," %.0f",age);    hstepm=1*YEARM; /* Every year of age */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    agelim = AGESUP;
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           }      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           epj[nlstate+1] +=epj[j];      if (stepm >= YEARM) hstepm=1;
         }      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
         for(i=1, vepp=0.;i <=nlstate;i++)      gradg=matrix(1,npar,1,nlstate);
           for(j=1;j <=nlstate;j++)      gp=vector(1,nlstate);
             vepp += vareij[i][j][(int)age];      gm=vector(1,nlstate);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));  
         for(j=1;j <=nlstate;j++){      for(theta=1; theta <=npar; theta++){
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        for(i=1; i<=npar; i++){ /* Computes gradient */
         }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         fprintf(ficrest,"\n");        }
       }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     }        for(i=1;i<=nlstate;i++)
   }          gp[i] = prlim[i][i];
              
  fclose(ficreseij);        for(i=1; i<=npar; i++) /* Computes gradient */
  fclose(ficresvij);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   fclose(ficrest);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   fclose(ficpar);        for(i=1;i<=nlstate;i++)
   free_vector(epj,1,nlstate+1);          gm[i] = prlim[i][i];
   /*  scanf("%d ",i); */  
         for(i=1;i<=nlstate;i++)
   /*------- Variance limit prevalence------*/            gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
 strcpy(fileresvpl,"vpl");  
   strcat(fileresvpl,fileres);      trgradg =matrix(1,nlstate,1,npar);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      for(j=1; j<=nlstate;j++)
     exit(0);        for(theta=1; theta <=npar; theta++)
   }          trgradg[j][theta]=gradg[theta][j];
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);  
       for(i=1;i<=nlstate;i++)
  k=0;        varpl[i][(int)age] =0.;
  for(cptcov=1;cptcov<=i1;cptcov++){      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
      k=k+1;      for(i=1;i<=nlstate;i++)
      fprintf(ficresvpl,"\n#****** ");        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
      for(j=1;j<=cptcovn;j++)  
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      fprintf(ficresvpl,"%.0f ",age );
      fprintf(ficresvpl,"******\n");      for(i=1; i<=nlstate;i++)
              fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      fprintf(ficresvpl,"\n");
      oldm=oldms;savm=savms;      free_vector(gp,1,nlstate);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      free_vector(gm,1,nlstate);
    }      free_matrix(gradg,1,npar,1,nlstate);
  }      free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   fclose(ficresvpl);  
     free_vector(xp,1,npar);
   /*---------- End : free ----------------*/    free_matrix(doldm,1,nlstate,1,npar);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    free_matrix(dnewm,1,nlstate,1,nlstate);
    
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  }
   free_ma3x(eij,1,nlstate,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_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  {
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    int i, j=0,  i1, k1, l1, t, tj;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    int k2, l2, j1,  z1;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    int k=0,l, cptcode;
      int first=1, first1;
   free_matrix(matcov,1,npar,1,npar);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   free_vector(delti,1,npar);    double **dnewm,**doldm;
      double *xp;
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    double *gp, *gm;
     double **gradg, **trgradg;
   printf("End of Imach\n");    double **mu;
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    double age,agelim, cov[NCOVMAX];
      double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   /* 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);*/    int theta;
   /*printf("Total time was %d uSec.\n", total_usecs);*/    char fileresprob[FILENAMELENGTH];
   /*------ End -----------*/    char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
  end:  
 #ifdef windows    double ***varpij;
  chdir(pathcd);  
 #endif    strcpy(fileresprob,"prob"); 
  system("wgnuplot graph.plt");    strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 #ifdef windows      printf("Problem with resultfile: %s\n", fileresprob);
   while (z[0] != 'q') {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     chdir(pathcd);    }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    strcpy(fileresprobcov,"probcov"); 
     scanf("%s",z);    strcat(fileresprobcov,fileres);
     if (z[0] == 'c') system("./imach");    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
     else if (z[0] == 'e') {      printf("Problem with resultfile: %s\n", fileresprobcov);
       chdir(path);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
       system("index.htm");    }
     }    strcpy(fileresprobcor,"probcor"); 
     else if (z[0] == 'q') exit(0);    strcat(fileresprobcor,fileres);
   }    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 #endif      printf("Problem with resultfile: %s\n", fileresprobcor);
 }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     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(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   /***********************************************/
   /**************** 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; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   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'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
       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!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     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);
   
     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);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     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.1.5  
changed lines
  Added in v.1.84


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