Diff for /imach/src/imach.c between versions 1.2 and 1.85

version 1.2, 2001/03/13 18:10:26 version 1.85, 2003/06/17 13:12:43
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 1.85  2003/06/17 13:12:43  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Check when date of death was earlier that
   or degree of  disability. At least a second wave of interviews    current date of interview. It may happen when the death was just
   ("longitudinal") should  measure each new individual health status.    prior to the death. In this case, dh was negative and likelihood
   Health expectancies are computed from the transistions observed between    was wrong (infinity). We still send an "Error" but patch by
   waves and are computed for each degree of severity of disability (number    assuming that the date of death was just one stepm after the
   of life states). More degrees you consider, more time is necessary to    interview.
   reach the Maximum Likelihood of the parameters involved in the model.    (Repository): Because some people have very long ID (first column)
   The simplest model is the multinomial logistic model where pij is    we changed int to long in num[] and we added a new lvector for
   the probabibility to be observed in state j at the second wave conditional    memory allocation. But we also truncated to 8 characters (left
   to be observed in state i at the first wave. Therefore the model is:    truncation)
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    (Repository): No more line truncation errors.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.84  2003/06/13 21:44:43  brouard
     *Covariates have to be included here again* invites you to do it.    * imach.c (Repository): Replace "freqsummary" at a correct
   More covariates you add, less is the speed of the convergence.    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
   The advantage that this computer programme claims, comes from that if the    parcimony.
   delay between waves is not identical for each individual, or if some    Version 0.95a2 (should output exactly the same maximization than 0.8a2)
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.83  2003/06/10 13:39:11  lievre
   hPijx is the probability to be    *** empty log message ***
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.82  2003/06/05 15:57:20  brouard
   unobserved intermediate  states. This elementary transition (by month or    Add log in  imach.c and  fullversion number is now printed.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  */
   and the contribution of each individual to the likelihood is simply hPijx.  /*
      Interpolated Markov Chain
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Short summary of the programme:
      
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    This program computes Healthy Life Expectancies from
            Institut national d'études démographiques, Paris.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   This software have been partly granted by Euro-REVES, a concerted action    first survey ("cross") where individuals from different ages are
   from the European Union.    interviewed on their health status or degree of disability (in the
   It is copyrighted identically to a GNU software product, ie programme and    case of a health survey which is our main interest) -2- at least a
   software can be distributed freely for non commercial use. Latest version    second wave of interviews ("longitudinal") which measure each change
   can be accessed at http://euroreves.ined.fr/imach .    (if any) in individual health status.  Health expectancies are
   **********************************************************************/    computed from the time spent in each health state according to a
      model. More health states you consider, more time is necessary to reach the
 #include <math.h>    Maximum Likelihood of the parameters involved in the model.  The
 #include <stdio.h>    simplest model is the multinomial logistic model where pij is the
 #include <stdlib.h>    probability to be observed in state j at the second wave
 #include <unistd.h>    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define MAXLINE 256    'age' is age and 'sex' is a covariate. If you want to have a more
 #define FILENAMELENGTH 80    complex model than "constant and age", you should modify the program
 /*#define DEBUG*/    where the markup *Covariates have to be included here again* invites
 #define windows    you to do it.  More covariates you add, slower the
     convergence.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 #define NINTERVMAX 8    identical for each individual. Also, if a individual missed an
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    intermediate interview, the information is lost, but taken into
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    account using an interpolation or extrapolation.  
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 80000    hPijx is the probability to be observed in state i at age x+h
 #define YEARM 12. /* Number of months per year */    conditional to the observed state i at age x. The delay 'h' can be
 #define AGESUP 130    split into an exact number (nh*stepm) of unobserved intermediate
 #define AGEBASE 40    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 int nvar;    and the contribution of each individual to the likelihood is simply
 static int cptcov;    hPijx.
 int cptcovn;  
 int npar=NPARMAX;    Also this programme outputs the covariance matrix of the parameters but also
 int nlstate=2; /* Number of live states */    of the life expectancies. It also computes the stable prevalence. 
 int ndeath=1; /* Number of dead states */    
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
 int *wav; /* Number of waves for this individuual 0 is possible */    This software have been partly granted by Euro-REVES, a concerted action
 int maxwav; /* Maxim number of waves */    from the European Union.
 int mle, weightopt;    It is copyrighted identically to a GNU software product, ie programme and
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    software can be distributed freely for non commercial use. Latest version
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    can be accessed at http://euroreves.ined.fr/imach .
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 FILE *ficgp, *fichtm;    
 FILE *ficreseij;    **********************************************************************/
   char filerese[FILENAMELENGTH];  /*
  FILE  *ficresvij;    main
   char fileresv[FILENAMELENGTH];    read parameterfile
  FILE  *ficresvpl;    read datafile
   char fileresvpl[FILENAMELENGTH];    concatwav
     freqsummary
     if (mle >= 1)
       mlikeli
     print results files
 #define NR_END 1    if mle==1 
 #define FREE_ARG char*       computes hessian
 #define FTOL 1.0e-10    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 #define NRANSI    open gnuplot file
 #define ITMAX 200    open html file
     stable prevalence
 #define TOL 2.0e-4     for age prevalim()
     h Pij x
 #define CGOLD 0.3819660    variance of p varprob
 #define ZEPS 1.0e-10    forecasting if prevfcast==1 prevforecast call prevalence()
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    health expectancies
     Variance-covariance of DFLE
 #define GOLD 1.618034    prevalence()
 #define GLIMIT 100.0     movingaverage()
 #define TINY 1.0e-20    varevsij() 
     if popbased==1 varevsij(,popbased)
 static double maxarg1,maxarg2;    total life expectancies
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    Variance of stable prevalence
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))   end
    */
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  
   
 static double sqrarg;   
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #include <math.h>
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #include <stdio.h>
   #include <stdlib.h>
 int imx;  #include <unistd.h>
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
 int m,nb;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;  #define FILENAMELENGTH 132
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  /*#define DEBUG*/
 double **pmmij;  /*#define windows*/
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 double *weight;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 int **s; /* Status */  
 double *agedc, **covar, idx;  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 int **nbcode, *Tcode, *Tvar, **codtab;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  #define NINTERVMAX 8
 double ftolhess; /* Tolerance for computing hessian */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   #define NCOVMAX 8 /* Maximum number of covariates */
 /******************************************/  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 void replace(char *s, char*t)  #define AGESUP 130
 {  #define AGEBASE 40
   int i;  #ifdef unix
   int lg=20;  #define DIRSEPARATOR '/'
   i=0;  #define ODIRSEPARATOR '\\'
   lg=strlen(t);  #else
   for(i=0; i<= lg; i++) {  #define DIRSEPARATOR '\\'
     (s[i] = t[i]);  #define ODIRSEPARATOR '/'
     if (t[i]== '\\') s[i]='/';  #endif
   }  
 }  /* $Id$ */
   /* $State$ */
 int nbocc(char *s, char occ)  
 {  char version[]="Imach version 0.95a2, June 2003, INED-EUROREVES ";
   int i,j=0;  char fullversion[]="$Revision$ $Date$"; 
   int lg=20;  int erreur; /* Error number */
   i=0;  int nvar;
   lg=strlen(s);  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   for(i=0; i<= lg; i++) {  int npar=NPARMAX;
   if  (s[i] == occ ) j++;  int nlstate=2; /* Number of live states */
   }  int ndeath=1; /* Number of dead states */
   return j;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 }  int popbased=0;
   
 void cutv(char *u,char *v, char*t, char occ)  int *wav; /* Number of waves for this individuual 0 is possible */
 {  int maxwav; /* Maxim number of waves */
   int i,lg,j,p;  int jmin, jmax; /* min, max spacing between 2 waves */
   i=0;  int mle, weightopt;
   if (t[0]== occ) p=0;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   for(j=0; j<=strlen(t)-1; j++) {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
     if((t[j]!= occ) && (t[j+1]==occ)) p=j+1;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
   lg=strlen(t);  double **oldm, **newm, **savm; /* Working pointers to matrices */
   for(j=0; j<p; j++) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
     (u[j] = t[j]);  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
     u[p]='\0';  FILE *ficlog, *ficrespow;
   }  int globpr; /* Global variable for printing or not */
   double fretone; /* Only one call to likelihood */
    for(j=0; j<= lg; j++) {  long ipmx; /* Number of contributions */
     if (j>=(p+1))(v[j-p-1] = t[j]);  double sw; /* Sum of weights */
   }  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 }  FILE *ficresilk;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
 /********************** nrerror ********************/  FILE *fichtm; /* Html File */
   FILE *ficreseij;
 void nrerror(char error_text[])  char filerese[FILENAMELENGTH];
 {  FILE  *ficresvij;
   fprintf(stderr,"ERREUR ...\n");  char fileresv[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  FILE  *ficresvpl;
   exit(1);  char fileresvpl[FILENAMELENGTH];
 }  char title[MAXLINE];
 /*********************** vector *******************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 double *vector(int nl, int nh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  
   double *v;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char filelog[FILENAMELENGTH]; /* Log file */
   if (!v) nrerror("allocation failure in vector");  char filerest[FILENAMELENGTH];
   return v-nl+NR_END;  char fileregp[FILENAMELENGTH];
 }  char popfile[FILENAMELENGTH];
   
 /************************ free vector ******************/  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  
 {  #define NR_END 1
   free((FREE_ARG)(v+nl-NR_END));  #define FREE_ARG char*
 }  #define FTOL 1.0e-10
   
 /************************ivector *******************************/  #define NRANSI 
 int *ivector(long nl,long nh)  #define ITMAX 200 
 {  
   int *v;  #define TOL 2.0e-4 
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  #define CGOLD 0.3819660 
   return v-nl+NR_END;  #define ZEPS 1.0e-10 
 }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
 /******************free ivector **************************/  #define GOLD 1.618034 
 void free_ivector(int *v, long nl, long nh)  #define GLIMIT 100.0 
 {  #define TINY 1.0e-20 
   free((FREE_ARG)(v+nl-NR_END));  
 }  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 /******************* imatrix *******************************/  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 int **imatrix(long nrl, long nrh, long ncl, long nch)    
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 {  #define rint(a) floor(a+0.5)
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  static double sqrarg;
    #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   /* allocate pointers to rows */  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  int imx; 
   m += NR_END;  int stepm;
   m -= nrl;  /* Stepm, step in month: minimum step interpolation*/
    
    int estepm;
   /* allocate rows and set pointers to them */  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int m,nb;
   m[nrl] += NR_END;  long *num;
   m[nrl] -= ncl;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
    double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  double **pmmij, ***probs;
    double dateintmean=0;
   /* return pointer to array of pointers to rows */  
   return m;  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 /****************** free_imatrix *************************/  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
       long nch,ncl,nrh,nrl;  double ftolhess; /* Tolerance for computing hessian */
      /* free an int matrix allocated by imatrix() */  
 {  /**************** split *************************/
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   free((FREE_ARG) (m+nrl-NR_END));  {
 }    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)    l1 = strlen(path );                   /* length of path */
 {    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   double **m;    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   if (!m) nrerror("allocation failure 1 in matrix()");      /* get current working directory */
   m += NR_END;      /*    extern  char* getcwd ( char *buf , int len);*/
   m -= nrl;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
         return( GLOCK_ERROR_GETCWD );
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      strcpy( name, path );               /* we've got it */
   m[nrl] += NR_END;    } else {                              /* strip direcotry from path */
   m[nrl] -= ncl;      ss++;                               /* after this, the filename */
       l2 = strlen( ss );                  /* length of filename */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   return m;      strcpy( name, ss );         /* save file name */
 }      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       dirc[l1-l2] = 0;                    /* add zero */
 /*************************free matrix ************************/    }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    l1 = strlen( dirc );                  /* length of directory */
 {    /*#ifdef windows
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m+nrl-NR_END));  #else
 }    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
 /******************* ma3x *******************************/    */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    strcpy(ext,ss);                       /* save extension */
   double ***m;    l1= strlen( name);
     l2= strlen(ss)+1;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    strncpy( finame, name, l1-l2);
   if (!m) nrerror("allocation failure 1 in matrix()");    finame[l1-l2]= 0;
   m += NR_END;    return( 0 );                          /* we're done */
   m -= nrl;  }
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /******************************************/
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  void replace(char *s, char*t)
   {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int i;
     int lg=20;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    i=0;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    lg=strlen(t);
   m[nrl][ncl] += NR_END;    for(i=0; i<= lg; i++) {
   m[nrl][ncl] -= nll;      (s[i] = t[i]);
   for (j=ncl+1; j<=nch; j++)      if (t[i]== '\\') s[i]='/';
     m[nrl][j]=m[nrl][j-1]+nlay;    }
    }
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  int nbocc(char *s, char occ)
     for (j=ncl+1; j<=nch; j++)  {
       m[i][j]=m[i][j-1]+nlay;    int i,j=0;
   }    int lg=20;
   return m;    i=0;
 }    lg=strlen(s);
     for(i=0; i<= lg; i++) {
 /*************************free ma3x ************************/    if  (s[i] == occ ) j++;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    }
 {    return j;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  void cutv(char *u,char *v, char*t, char occ)
 }  {
     /* cuts string t into u and v where u is ended by char occ excluding it
 /***************** f1dim *************************/       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 extern int ncom;       gives u="abcedf" and v="ghi2j" */
 extern double *pcom,*xicom;    int i,lg,j,p=0;
 extern double (*nrfunc)(double []);    i=0;
      for(j=0; j<=strlen(t)-1; j++) {
 double f1dim(double x)      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 {    }
   int j;  
   double f;    lg=strlen(t);
   double *xt;    for(j=0; j<p; j++) {
        (u[j] = t[j]);
   xt=vector(1,ncom);    }
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       u[p]='\0';
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);     for(j=0; j<= lg; j++) {
   return f;      if (j>=(p+1))(v[j-p-1] = t[j]);
 }    }
   }
 /*****************brent *************************/  
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  /********************** nrerror ********************/
 {  
   int iter;  void nrerror(char error_text[])
   double a,b,d,etemp;  {
   double fu,fv,fw,fx;    fprintf(stderr,"ERREUR ...\n");
   double ftemp;    fprintf(stderr,"%s\n",error_text);
   double p,q,r,tol1,tol2,u,v,w,x,xm;    exit(EXIT_FAILURE);
   double e=0.0;  }
    /*********************** vector *******************/
   a=(ax < cx ? ax : cx);  double *vector(int nl, int nh)
   b=(ax > cx ? ax : cx);  {
   x=w=v=bx;    double *v;
   fw=fv=fx=(*f)(x);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   for (iter=1;iter<=ITMAX;iter++) {    if (!v) nrerror("allocation failure in vector");
     xm=0.5*(a+b);    return v-nl+NR_END;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  }
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);  /************************ free vector ******************/
 #ifdef DEBUG  void free_vector(double*v, int nl, int nh)
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    free((FREE_ARG)(v+nl-NR_END));
 #endif  }
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  
       *xmin=x;  /************************ivector *******************************/
       return fx;  int *ivector(long nl,long nh)
     }  {
     ftemp=fu;    int *v;
     if (fabs(e) > tol1) {    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
       r=(x-w)*(fx-fv);    if (!v) nrerror("allocation failure in ivector");
       q=(x-v)*(fx-fw);    return v-nl+NR_END;
       p=(x-v)*q-(x-w)*r;  }
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;  /******************free ivector **************************/
       q=fabs(q);  void free_ivector(int *v, long nl, long nh)
       etemp=e;  {
       e=d;    free((FREE_ARG)(v+nl-NR_END));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  }
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {  /************************lvector *******************************/
         d=p/q;  long *lvector(long nl,long nh)
         u=x+d;  {
         if (u-a < tol2 || b-u < tol2)    long *v;
           d=SIGN(tol1,xm-x);    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       }    if (!v) nrerror("allocation failure in ivector");
     } else {    return v-nl+NR_END;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /******************free lvector **************************/
     fu=(*f)(u);  void free_lvector(long *v, long nl, long nh)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    free((FREE_ARG)(v+nl-NR_END));
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  /******************* imatrix *******************************/
           if (u < x) a=u; else b=u;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
           if (fu <= fw || w == x) {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
             v=w;  { 
             w=u;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
             fv=fw;    int **m; 
             fw=fu;    
           } else if (fu <= fv || v == x || v == w) {    /* allocate pointers to rows */ 
             v=u;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
             fv=fu;    if (!m) nrerror("allocation failure 1 in matrix()"); 
           }    m += NR_END; 
         }    m -= nrl; 
   }    
   nrerror("Too many iterations in brent");    
   *xmin=x;    /* allocate rows and set pointers to them */ 
   return fx;    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; 
 /****************** mnbrak ***********************/    m[nrl] -= ncl; 
     
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
             double (*func)(double))    
 {    /* return pointer to array of pointers to rows */ 
   double ulim,u,r,q, dum;    return m; 
   double fu;  } 
    
   *fa=(*func)(*ax);  /****************** free_imatrix *************************/
   *fb=(*func)(*bx);  void free_imatrix(m,nrl,nrh,ncl,nch)
   if (*fb > *fa) {        int **m;
     SHFT(dum,*ax,*bx,dum)        long nch,ncl,nrh,nrl; 
       SHFT(dum,*fb,*fa,dum)       /* free an int matrix allocated by imatrix() */ 
       }  { 
   *cx=(*bx)+GOLD*(*bx-*ax);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   *fc=(*func)(*cx);    free((FREE_ARG) (m+nrl-NR_END)); 
   while (*fb > *fc) {  } 
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  /******************* matrix *******************************/
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  double **matrix(long nrl, long nrh, long ncl, long nch)
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  {
     ulim=(*bx)+GLIMIT*(*cx-*bx);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     if ((*bx-u)*(u-*cx) > 0.0) {    double **m;
       fu=(*func)(u);  
     } else if ((*cx-u)*(u-ulim) > 0.0) {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       fu=(*func)(u);    if (!m) nrerror("allocation failure 1 in matrix()");
       if (fu < *fc) {    m += NR_END;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    m -= nrl;
           SHFT(*fb,*fc,fu,(*func)(u))  
           }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       u=ulim;    m[nrl] += NR_END;
       fu=(*func)(u);    m[nrl] -= ncl;
     } else {  
       u=(*cx)+GOLD*(*cx-*bx);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       fu=(*func)(u);    return m;
     }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     SHFT(*ax,*bx,*cx,u)     */
       SHFT(*fa,*fb,*fc,fu)  }
       }  
 }  /*************************free matrix ************************/
   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 /*************** linmin ************************/  {
     free((FREE_ARG)(m[nrl]+ncl-NR_END));
 int ncom;    free((FREE_ARG)(m+nrl-NR_END));
 double *pcom,*xicom;  }
 double (*nrfunc)(double []);  
    /******************* ma3x *******************************/
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 {  {
   double brent(double ax, double bx, double cx,    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
                double (*f)(double), double tol, double *xmin);    double ***m;
   double f1dim(double x);  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
               double *fc, double (*func)(double));    if (!m) nrerror("allocation failure 1 in matrix()");
   int j;    m += NR_END;
   double xx,xmin,bx,ax;    m -= nrl;
   double fx,fb,fa;  
      m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   ncom=n;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   pcom=vector(1,n);    m[nrl] += NR_END;
   xicom=vector(1,n);    m[nrl] -= ncl;
   nrfunc=func;  
   for (j=1;j<=n;j++) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     pcom[j]=p[j];  
     xicom[j]=xi[j];    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   }    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   ax=0.0;    m[nrl][ncl] += NR_END;
   xx=1.0;    m[nrl][ncl] -= nll;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    for (j=ncl+1; j<=nch; j++) 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      m[nrl][j]=m[nrl][j-1]+nlay;
 #ifdef DEBUG    
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    for (i=nrl+1; i<=nrh; i++) {
 #endif      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   for (j=1;j<=n;j++) {      for (j=ncl+1; j<=nch; j++) 
     xi[j] *= xmin;        m[i][j]=m[i][j-1]+nlay;
     p[j] += xi[j];    }
   }    return m; 
   free_vector(xicom,1,n);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   free_vector(pcom,1,n);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
 }    */
   }
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  /*************************free ma3x ************************/
             double (*func)(double []))  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 {  {
   void linmin(double p[], double xi[], int n, double *fret,    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
               double (*func)(double []));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   int i,ibig,j;    free((FREE_ARG)(m+nrl-NR_END));
   double del,t,*pt,*ptt,*xit;  }
   double fp,fptt;  
   double *xits;  /***************** f1dim *************************/
   pt=vector(1,n);  extern int ncom; 
   ptt=vector(1,n);  extern double *pcom,*xicom;
   xit=vector(1,n);  extern double (*nrfunc)(double []); 
   xits=vector(1,n);   
   *fret=(*func)(p);  double f1dim(double x) 
   for (j=1;j<=n;j++) pt[j]=p[j];  { 
   for (*iter=1;;++(*iter)) {    int j; 
     fp=(*fret);    double f;
     ibig=0;    double *xt; 
     del=0.0;   
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    xt=vector(1,ncom); 
     for (i=1;i<=n;i++)    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       printf(" %d %.12f",i, p[i]);    f=(*nrfunc)(xt); 
     printf("\n");    free_vector(xt,1,ncom); 
     for (i=1;i<=n;i++) {    return f; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  } 
       fptt=(*fret);  
 #ifdef DEBUG  /*****************brent *************************/
       printf("fret=%lf \n",*fret);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 #endif  { 
       printf("%d",i);fflush(stdout);    int iter; 
       linmin(p,xit,n,fret,func);    double a,b,d,etemp;
       if (fabs(fptt-(*fret)) > del) {    double fu,fv,fw,fx;
         del=fabs(fptt-(*fret));    double ftemp;
         ibig=i;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       }    double e=0.0; 
 #ifdef DEBUG   
       printf("%d %.12e",i,(*fret));    a=(ax < cx ? ax : cx); 
       for (j=1;j<=n;j++) {    b=(ax > cx ? ax : cx); 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    x=w=v=bx; 
         printf(" x(%d)=%.12e",j,xit[j]);    fw=fv=fx=(*f)(x); 
       }    for (iter=1;iter<=ITMAX;iter++) { 
       for(j=1;j<=n;j++)      xm=0.5*(a+b); 
         printf(" p=%.12e",p[j]);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       printf("\n");      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 #endif      printf(".");fflush(stdout);
     }      fprintf(ficlog,".");fflush(ficlog);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  #ifdef DEBUG
 #ifdef DEBUG      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       int k[2],l;      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);
       k[0]=1;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       k[1]=-1;  #endif
       printf("Max: %.12e",(*func)(p));      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       for (j=1;j<=n;j++)        *xmin=x; 
         printf(" %.12e",p[j]);        return fx; 
       printf("\n");      } 
       for(l=0;l<=1;l++) {      ftemp=fu;
         for (j=1;j<=n;j++) {      if (fabs(e) > tol1) { 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        r=(x-w)*(fx-fv); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        q=(x-v)*(fx-fw); 
         }        p=(x-v)*q-(x-w)*r; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));        q=2.0*(q-r); 
       }        if (q > 0.0) p = -p; 
 #endif        q=fabs(q); 
         etemp=e; 
         e=d; 
       free_vector(xit,1,n);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       free_vector(xits,1,n);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       free_vector(ptt,1,n);        else { 
       free_vector(pt,1,n);          d=p/q; 
       return;          u=x+d; 
     }          if (u-a < tol2 || b-u < tol2) 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");            d=SIGN(tol1,xm-x); 
     for (j=1;j<=n;j++) {        } 
       ptt[j]=2.0*p[j]-pt[j];      } else { 
       xit[j]=p[j]-pt[j];        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       pt[j]=p[j];      } 
     }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     fptt=(*func)(ptt);      fu=(*f)(u); 
     if (fptt < fp) {      if (fu <= fx) { 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        if (u >= x) a=x; else b=x; 
       if (t < 0.0) {        SHFT(v,w,x,u) 
         linmin(p,xit,n,fret,func);          SHFT(fv,fw,fx,fu) 
         for (j=1;j<=n;j++) {          } else { 
           xi[j][ibig]=xi[j][n];            if (u < x) a=u; else b=u; 
           xi[j][n]=xit[j];            if (fu <= fw || w == x) { 
         }              v=w; 
 #ifdef DEBUG              w=u; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);              fv=fw; 
         for(j=1;j<=n;j++)              fw=fu; 
           printf(" %.12e",xit[j]);            } else if (fu <= fv || v == x || v == w) { 
         printf("\n");              v=u; 
 #endif              fv=fu; 
       }            } 
     }          } 
   }    } 
 }    nrerror("Too many iterations in brent"); 
     *xmin=x; 
 /**** Prevalence limit ****************/    return fx; 
   } 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  
 {  /****************** mnbrak ***********************/
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  
      matrix by transitions matrix until convergence is reached */  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
   int i, ii,j,k;  { 
   double min, max, maxmin, maxmax,sumnew=0.;    double ulim,u,r,q, dum;
   double **matprod2();    double fu; 
   double **out, cov[NCOVMAX], **pmij();   
   double **newm;    *fa=(*func)(*ax); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    *fb=(*func)(*bx); 
     if (*fb > *fa) { 
   for (ii=1;ii<=nlstate+ndeath;ii++)      SHFT(dum,*ax,*bx,dum) 
     for (j=1;j<=nlstate+ndeath;j++){        SHFT(dum,*fb,*fa,dum) 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        } 
     }    *cx=(*bx)+GOLD*(*bx-*ax); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    *fc=(*func)(*cx); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    while (*fb > *fc) { 
     newm=savm;      r=(*bx-*ax)*(*fb-*fc); 
     /* Covariates have to be included here again */      q=(*bx-*cx)*(*fb-*fa); 
     cov[1]=1.;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     cov[2]=agefin;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     if (cptcovn>0){      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       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]]);*/}      if ((*bx-u)*(u-*cx) > 0.0) { 
     }        fu=(*func)(u); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
     savm=oldm;        if (fu < *fc) { 
     oldm=newm;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     maxmax=0.;            SHFT(*fb,*fc,fu,(*func)(u)) 
     for(j=1;j<=nlstate;j++){            } 
       min=1.;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       max=0.;        u=ulim; 
       for(i=1; i<=nlstate; i++) {        fu=(*func)(u); 
         sumnew=0;      } else { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        u=(*cx)+GOLD*(*cx-*bx); 
         prlim[i][j]= newm[i][j]/(1-sumnew);        fu=(*func)(u); 
         max=FMAX(max,prlim[i][j]);      } 
         min=FMIN(min,prlim[i][j]);      SHFT(*ax,*bx,*cx,u) 
       }        SHFT(*fa,*fb,*fc,fu) 
       maxmin=max-min;        } 
       maxmax=FMAX(maxmax,maxmin);  } 
     }  
     if(maxmax < ftolpl){  /*************** linmin ************************/
       return prlim;  
     }  int ncom; 
   }  double *pcom,*xicom;
 }  double (*nrfunc)(double []); 
    
 /*************** transition probabilities **********/  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    double brent(double ax, double bx, double cx, 
 {                 double (*f)(double), double tol, double *xmin); 
   double s1, s2;    double f1dim(double x); 
   /*double t34;*/    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   int i,j,j1, nc, ii, jj;                double *fc, double (*func)(double)); 
     int j; 
     for(i=1; i<= nlstate; i++){    double xx,xmin,bx,ax; 
     for(j=1; j<i;j++){    double fx,fb,fa;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){   
         /*s2 += param[i][j][nc]*cov[nc];*/    ncom=n; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    pcom=vector(1,n); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    xicom=vector(1,n); 
       }    nrfunc=func; 
       ps[i][j]=s2;    for (j=1;j<=n;j++) { 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      pcom[j]=p[j]; 
     }      xicom[j]=xi[j]; 
     for(j=i+1; j<=nlstate+ndeath;j++){    } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    ax=0.0; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    xx=1.0; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       }    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       ps[i][j]=s2;  #ifdef DEBUG
     }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for(i=1; i<= nlstate; i++){  #endif
      s1=0;    for (j=1;j<=n;j++) { 
     for(j=1; j<i; j++)      xi[j] *= xmin; 
       s1+=exp(ps[i][j]);      p[j] += xi[j]; 
     for(j=i+1; j<=nlstate+ndeath; j++)    } 
       s1+=exp(ps[i][j]);    free_vector(xicom,1,n); 
     ps[i][i]=1./(s1+1.);    free_vector(pcom,1,n); 
     for(j=1; j<i; j++)  } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];  
     for(j=i+1; j<=nlstate+ndeath; j++)  /*************** powell ************************/
       ps[i][j]= exp(ps[i][j])*ps[i][i];  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */              double (*func)(double [])) 
   } /* end i */  { 
     void linmin(double p[], double xi[], int n, double *fret, 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){                double (*func)(double [])); 
     for(jj=1; jj<= nlstate+ndeath; jj++){    int i,ibig,j; 
       ps[ii][jj]=0;    double del,t,*pt,*ptt,*xit;
       ps[ii][ii]=1;    double fp,fptt;
     }    double *xits;
   }    pt=vector(1,n); 
     ptt=vector(1,n); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    xit=vector(1,n); 
     for(jj=1; jj<= nlstate+ndeath; jj++){    xits=vector(1,n); 
      printf("%lf ",ps[ii][jj]);    *fret=(*func)(p); 
    }    for (j=1;j<=n;j++) pt[j]=p[j]; 
     printf("\n ");    for (*iter=1;;++(*iter)) { 
     }      fp=(*fret); 
     printf("\n ");printf("%lf ",cov[2]);*/      ibig=0; 
 /*      del=0.0; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
   goto end;*/      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     return ps;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
 }      for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
 /**************** Product of 2 matrices ******************/        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      }
 {      printf("\n");
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      fprintf(ficlog,"\n");
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      fprintf(ficrespow,"\n");
   /* in, b, out are matrice of pointers which should have been initialized      for (i=1;i<=n;i++) { 
      before: only the contents of out is modified. The function returns        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
      a pointer to pointers identical to out */        fptt=(*fret); 
   long i, j, k;  #ifdef DEBUG
   for(i=nrl; i<= nrh; i++)        printf("fret=%lf \n",*fret);
     for(k=ncolol; k<=ncoloh; k++)        fprintf(ficlog,"fret=%lf \n",*fret);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  #endif
         out[i][k] +=in[i][j]*b[j][k];        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
   return out;        linmin(p,xit,n,fret,func); 
 }        if (fabs(fptt-(*fret)) > del) { 
           del=fabs(fptt-(*fret)); 
           ibig=i; 
 /************* Higher Matrix Product ***************/        } 
   #ifdef DEBUG
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        printf("%d %.12e",i,(*fret));
 {        fprintf(ficlog,"%d %.12e",i,(*fret));
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        for (j=1;j<=n;j++) {
      duration (i.e. until          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          printf(" x(%d)=%.12e",j,xit[j]);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
      (typically every 2 years instead of every month which is too big).        }
      Model is determined by parameters x and covariates have to be        for(j=1;j<=n;j++) {
      included manually here.          printf(" p=%.12e",p[j]);
           fprintf(ficlog," p=%.12e",p[j]);
      */        }
         printf("\n");
   int i, j, d, h, k;        fprintf(ficlog,"\n");
   double **out, cov[NCOVMAX];  #endif
   double **newm;      } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   /* Hstepm could be zero and should return the unit matrix */  #ifdef DEBUG
   for (i=1;i<=nlstate+ndeath;i++)        int k[2],l;
     for (j=1;j<=nlstate+ndeath;j++){        k[0]=1;
       oldm[i][j]=(i==j ? 1.0 : 0.0);        k[1]=-1;
       po[i][j][0]=(i==j ? 1.0 : 0.0);        printf("Max: %.12e",(*func)(p));
     }        fprintf(ficlog,"Max: %.12e",(*func)(p));
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        for (j=1;j<=n;j++) {
   for(h=1; h <=nhstepm; h++){          printf(" %.12e",p[j]);
     for(d=1; d <=hstepm; d++){          fprintf(ficlog," %.12e",p[j]);
       newm=savm;        }
       /* Covariates have to be included here again */        printf("\n");
       cov[1]=1.;        fprintf(ficlog,"\n");
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        for(l=0;l<=1;l++) {
       if (cptcovn>0){          for (j=1;j<=n;j++) {
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];            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]);
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          }
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       savm=oldm;        }
       oldm=newm;  #endif
     }  
     for(i=1; i<=nlstate+ndeath; i++)  
       for(j=1;j<=nlstate+ndeath;j++) {        free_vector(xit,1,n); 
         po[i][j][h]=newm[i][j];        free_vector(xits,1,n); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        free_vector(ptt,1,n); 
          */        free_vector(pt,1,n); 
       }        return; 
   } /* end h */      } 
   return po;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 }      for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
 /*************** log-likelihood *************/        pt[j]=p[j]; 
 double func( double *x)      } 
 {      fptt=(*func)(ptt); 
   int i, ii, j, k, mi, d;      if (fptt < fp) { 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   double **out;        if (t < 0.0) { 
   double sw; /* Sum of weights */          linmin(p,xit,n,fret,func); 
   double lli; /* Individual log likelihood */          for (j=1;j<=n;j++) { 
   long ipmx;            xi[j][ibig]=xi[j][n]; 
   /*extern weight */            xi[j][n]=xit[j]; 
   /* We are differentiating ll according to initial status */          }
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  #ifdef DEBUG
   /*for(i=1;i<imx;i++)          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 printf(" %d\n",s[4][i]);          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   */          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
   for(k=1; k<=nlstate; k++) ll[k]=0.;            fprintf(ficlog," %.12e",xit[j]);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          }
        for(mi=1; mi<= wav[i]-1; mi++){          printf("\n");
       for (ii=1;ii<=nlstate+ndeath;ii++)          fprintf(ficlog,"\n");
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  #endif
             for(d=0; d<dh[mi][i]; d++){        }
         newm=savm;      } 
           cov[1]=1.;    } 
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  } 
           if (cptcovn>0){  
             for (k=1; k<=cptcovn;k++) {  /**** Prevalence limit (stable prevalence)  ****************/
               cov[2+k]=covar[Tvar[k]][i];  
               /* printf("k=%d cptcovn=%d %lf\n",k,cptcovn,covar[Tvar[k]][i]);*/  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
             }  {
             }    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,       matrix by transitions matrix until convergence is reached */
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  
           savm=oldm;    int i, ii,j,k;
           oldm=newm;    double min, max, maxmin, maxmax,sumnew=0.;
       } /* end mult */    double **matprod2();
        double **out, cov[NCOVMAX], **pmij();
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    double **newm;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    double agefin, delaymax=50 ; /* Max number of years to converge */
       ipmx +=1;  
       sw += weight[i];    for (ii=1;ii<=nlstate+ndeath;ii++)
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      for (j=1;j<=nlstate+ndeath;j++){
     } /* end of wave */        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   } /* end of individual */      }
   
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];     cov[1]=1.;
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */   
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   return -l;      newm=savm;
 }      /* Covariates have to be included here again */
        cov[2]=agefin;
     
 /*********** Maximum Likelihood Estimation ***************/        for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          /*      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]]);*/
 {        }
   int i,j, iter;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   double **xi,*delti;        for (k=1; k<=cptcovprod;k++)
   double fret;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     for (j=1;j<=npar;j++)        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       xi[i][j]=(i==j ? 1.0 : 0.0);        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   printf("Powell\n");      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   powell(p,xi,npar,ftol,&iter,&fret,func);  
       savm=oldm;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      oldm=newm;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      maxmax=0.;
       for(j=1;j<=nlstate;j++){
 }        min=1.;
         max=0.;
 /**** Computes Hessian and covariance matrix ***/        for(i=1; i<=nlstate; i++) {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          sumnew=0;
 {          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   double  **a,**y,*x,pd;          prlim[i][j]= newm[i][j]/(1-sumnew);
   double **hess;          max=FMAX(max,prlim[i][j]);
   int i, j,jk;          min=FMIN(min,prlim[i][j]);
   int *indx;        }
         maxmin=max-min;
   double hessii(double p[], double delta, int theta, double delti[]);        maxmax=FMAX(maxmax,maxmin);
   double hessij(double p[], double delti[], int i, int j);      }
   void lubksb(double **a, int npar, int *indx, double b[]) ;      if(maxmax < ftolpl){
   void ludcmp(double **a, int npar, int *indx, double *d) ;        return prlim;
       }
     }
   hess=matrix(1,npar,1,npar);  }
   
   printf("\nCalculation of the hessian matrix. Wait...\n");  /*************** transition probabilities ***************/ 
   for (i=1;i<=npar;i++){  
     printf("%d",i);fflush(stdout);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     hess[i][i]=hessii(p,ftolhess,i,delti);  {
     /*printf(" %f ",p[i]);*/    double s1, s2;
   }    /*double t34;*/
     int i,j,j1, nc, ii, jj;
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++)  {      for(i=1; i<= nlstate; i++){
       if (j>i) {      for(j=1; j<i;j++){
         printf(".%d%d",i,j);fflush(stdout);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         hess[i][j]=hessij(p,delti,i,j);          /*s2 += param[i][j][nc]*cov[nc];*/
         hess[j][i]=hess[i][j];          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);*/
     }        }
   }        ps[i][j]=s2;
   printf("\n");        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      for(j=i+1; j<=nlstate+ndeath;j++){
          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   a=matrix(1,npar,1,npar);          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   y=matrix(1,npar,1,npar);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   x=vector(1,npar);        }
   indx=ivector(1,npar);        ps[i][j]=s2;
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    }
   ludcmp(a,npar,indx,&pd);      /*ps[3][2]=1;*/
   
   for (j=1;j<=npar;j++) {    for(i=1; i<= nlstate; i++){
     for (i=1;i<=npar;i++) x[i]=0;       s1=0;
     x[j]=1;      for(j=1; j<i; j++)
     lubksb(a,npar,indx,x);        s1+=exp(ps[i][j]);
     for (i=1;i<=npar;i++){      for(j=i+1; j<=nlstate+ndeath; j++)
       matcov[i][j]=x[i];        s1+=exp(ps[i][j]);
     }      ps[i][i]=1./(s1+1.);
   }      for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
   printf("\n#Hessian matrix#\n");      for(j=i+1; j<=nlstate+ndeath; j++)
   for (i=1;i<=npar;i++) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
     for (j=1;j<=npar;j++) {      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       printf("%.3e ",hess[i][j]);    } /* end i */
     }  
     printf("\n");    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   }      for(jj=1; jj<= nlstate+ndeath; jj++){
         ps[ii][jj]=0;
   /* Recompute Inverse */        ps[ii][ii]=1;
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    }
   ludcmp(a,npar,indx,&pd);  
   
   /*  printf("\n#Hessian matrix recomputed#\n");    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
   for (j=1;j<=npar;j++) {       printf("%lf ",ps[ii][jj]);
     for (i=1;i<=npar;i++) x[i]=0;     }
     x[j]=1;      printf("\n ");
     lubksb(a,npar,indx,x);      }
     for (i=1;i<=npar;i++){      printf("\n ");printf("%lf ",cov[2]);*/
       y[i][j]=x[i];  /*
       printf("%.3e ",y[i][j]);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     }    goto end;*/
     printf("\n");      return ps;
   }  }
   */  
   /**************** Product of 2 matrices ******************/
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   free_vector(x,1,npar);  {
   free_ivector(indx,1,npar);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   free_matrix(hess,1,npar,1,npar);       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 */
     long i, j, k;
 /*************** hessian matrix ****************/    for(i=nrl; i<= nrh; i++)
 double hessii( double x[], double delta, int theta, double delti[])      for(k=ncolol; k<=ncoloh; k++)
 {        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   int i;          out[i][k] +=in[i][j]*b[j][k];
   int l=1, lmax=20;  
   double k1,k2;    return out;
   double p2[NPARMAX+1];  }
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  
   double fx;  /************* Higher Matrix Product ***************/
   int k=0,kmax=10;  
   double l1;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   {
   fx=func(x);    /* Computes the transition matrix starting at age 'age' over 
   for (i=1;i<=npar;i++) p2[i]=x[i];       'nhstepm*hstepm*stepm' months (i.e. until
   for(l=0 ; l <=lmax; l++){       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     l1=pow(10,l);       nhstepm*hstepm matrices. 
     delts=delt;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     for(k=1 ; k <kmax; k=k+1){       (typically every 2 years instead of every month which is too big 
       delt = delta*(l1*k);       for the memory).
       p2[theta]=x[theta] +delt;       Model is determined by parameters x and covariates have to be 
       k1=func(p2)-fx;       included manually here. 
       p2[theta]=x[theta]-delt;  
       k2=func(p2)-fx;       */
       /*res= (k1-2.0*fx+k2)/delt/delt; */  
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    int i, j, d, h, k;
          double **out, cov[NCOVMAX];
 #ifdef DEBUG    double **newm;
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  
 #endif    /* Hstepm could be zero and should return the unit matrix */
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    for (i=1;i<=nlstate+ndeath;i++)
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      for (j=1;j<=nlstate+ndeath;j++){
         k=kmax;        oldm[i][j]=(i==j ? 1.0 : 0.0);
       }        po[i][j][0]=(i==j ? 1.0 : 0.0);
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      }
         k=kmax; l=lmax*10.;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       }    for(h=1; h <=nhstepm; h++){
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      for(d=1; d <=hstepm; d++){
         delts=delt;        newm=savm;
       }        /* Covariates have to be included here again */
     }        cov[1]=1.;
   }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   delti[theta]=delts;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   return res;          for (k=1; k<=cptcovage;k++)
 }          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
 double hessij( double x[], double delti[], int thetai,int thetaj)          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 {  
   int i;  
   int l=1, l1, lmax=20;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   double k1,k2,k3,k4,res,fx;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   double p2[NPARMAX+1];        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   int k;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
   fx=func(x);        oldm=newm;
   for (k=1; k<=2; k++) {      }
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(i=1; i<=nlstate+ndeath; i++)
     p2[thetai]=x[thetai]+delti[thetai]/k;        for(j=1;j<=nlstate+ndeath;j++) {
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          po[i][j][h]=newm[i][j];
     k1=func(p2)-fx;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
             */
     p2[thetai]=x[thetai]+delti[thetai]/k;        }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    } /* end h */
     k2=func(p2)-fx;    return po;
    }
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;  /*************** log-likelihood *************/
    double func( double *x)
     p2[thetai]=x[thetai]-delti[thetai]/k;  {
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    int i, ii, j, k, mi, d, kk;
     k4=func(p2)-fx;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    double **out;
 #ifdef DEBUG    double sw; /* Sum of weights */
     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);    double lli; /* Individual log likelihood */
 #endif    int s1, s2;
   }    double bbh, survp;
   return res;    long ipmx;
 }    /*extern weight */
     /* We are differentiating ll according to initial status */
 /************** Inverse of matrix **************/    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 void ludcmp(double **a, int n, int *indx, double *d)    /*for(i=1;i<imx;i++) 
 {      printf(" %d\n",s[4][i]);
   int i,imax,j,k;    */
   double big,dum,sum,temp;    cov[1]=1.;
   double *vv;  
      for(k=1; k<=nlstate; k++) ll[k]=0.;
   vv=vector(1,n);  
   *d=1.0;    if(mle==1){
   for (i=1;i<=n;i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     big=0.0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (j=1;j<=n;j++)        for(mi=1; mi<= wav[i]-1; mi++){
       if ((temp=fabs(a[i][j])) > big) big=temp;          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            for (j=1;j<=nlstate+ndeath;j++){
     vv[i]=1.0/big;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (j=1;j<=n;j++) {            }
     for (i=1;i<j;i++) {          for(d=0; d<dh[mi][i]; d++){
       sum=a[i][j];            newm=savm;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       a[i][j]=sum;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     big=0.0;            }
     for (i=j;i<=n;i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       sum=a[i][j];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (k=1;k<j;k++)            savm=oldm;
         sum -= a[i][k]*a[k][j];            oldm=newm;
       a[i][j]=sum;          } /* end mult */
       if ( (dum=vv[i]*fabs(sum)) >= big) {        
         big=dum;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         imax=i;          /* 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 
     if (j != imax) {           * the nearest (and in case of equal distance, to the lowest) interval but now
       for (k=1;k<=n;k++) {           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         dum=a[imax][k];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         a[imax][k]=a[j][k];           * probability in order to take into account the bias as a fraction of the way
         a[j][k]=dum;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       }           * -stepm/2 to stepm/2 .
       *d = -(*d);           * For stepm=1 the results are the same as for previous versions of Imach.
       vv[imax]=vv[j];           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     indx[j]=imax;          s1=s[mw[mi][i]][i];
     if (a[j][j] == 0.0) a[j][j]=TINY;          s2=s[mw[mi+1][i]][i];
     if (j != n) {          bbh=(double)bh[mi][i]/(double)stepm; 
       dum=1.0/(a[j][j]);          /* bias is positive if real duration
       for (i=j+1;i<=n;i++) a[i][j] *= dum;           * is higher than the multiple of stepm and negative otherwise.
     }           */
   }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   free_vector(vv,1,n);  /* Doesn't work */          if( s2 > nlstate){ 
 ;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
 }               to the likelihood is the probability to die between last step unit time and current 
                step unit time, which is also the differences between probability to die before dh 
 void lubksb(double **a, int n, int *indx, double b[])               and probability to die before dh-stepm . 
 {               In version up to 0.92 likelihood was computed
   int i,ii=0,ip,j;          as if date of death was unknown. Death was treated as any other
   double sum;          health state: the date of the interview describes the actual state
            and not the date of a change in health state. The former idea was
   for (i=1;i<=n;i++) {          to consider that at each interview the state was recorded
     ip=indx[i];          (healthy, disable or death) and IMaCh was corrected; but when we
     sum=b[ip];          introduced the exact date of death then we should have modified
     b[ip]=b[i];          the contribution of an exact death to the likelihood. This new
     if (ii)          contribution is smaller and very dependent of the step unit
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          stepm. It is no more the probability to die between last interview
     else if (sum) ii=i;          and month of death but the probability to survive from last
     b[i]=sum;          interview up to one month before death multiplied by the
   }          probability to die within a month. Thanks to Chris
   for (i=n;i>=1;i--) {          Jackson for correcting this bug.  Former versions increased
     sum=b[i];          mortality artificially. The bad side is that we add another loop
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          which slows down the processing. The difference can be up to 10%
     b[i]=sum/a[i][i];          lower mortality.
   }            */
 }            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
 /************ Frequencies ********************/            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            /*  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 */
 {  /* Some frequencies */          } 
            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /*if(lli ==000.0)*/
   double ***freq; /* Frequencies */          /*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); */
   double *pp;          ipmx +=1;
   double pos;          sw += weight[i];
   FILE *ficresp;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   char fileresp[FILENAMELENGTH];        } /* end of wave */
       } /* end of individual */
   pp=vector(1,nlstate);    }  else if(mle==2){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   strcpy(fileresp,"p");        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   strcat(fileresp,fileres);        for(mi=1; mi<= wav[i]-1; mi++){
   if((ficresp=fopen(fileresp,"w"))==NULL) {          for (ii=1;ii<=nlstate+ndeath;ii++)
     printf("Problem with prevalence resultfile: %s\n", fileresp);            for (j=1;j<=nlstate+ndeath;j++){
     exit(0);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            }
   j1=0;          for(d=0; d<=dh[mi][i]; d++){
             newm=savm;
   j=cptcovn;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for(k1=1; k1<=j;k1++){            }
    for(i1=1; i1<=ncodemax[k1];i1++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        j1++;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
         for (i=-1; i<=nlstate+ndeath; i++)              oldm=newm;
          for (jk=-1; jk<=nlstate+ndeath; jk++)            } /* end mult */
            for(m=agemin; m <= agemax+3; m++)        
              freq[i][jk][m]=0;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                  /* But now since version 0.9 we anticipate for bias and large stepm.
        for (i=1; i<=imx; i++) {           * If stepm is larger than one month (smallest stepm) and if the exact delay 
          bool=1;           * (in months) between two waves is not a multiple of stepm, we rounded to 
          if  (cptcovn>0) {           * the nearest (and in case of equal distance, to the lowest) interval but now
            for (z1=1; z1<=cptcovn; z1++)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=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
           if (bool==1) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            for(m=firstpass; m<=lastpass-1; m++){           * -stepm/2 to stepm/2 .
              if(agev[m][i]==0) agev[m][i]=agemax+1;           * For stepm=1 the results are the same as for previous versions of Imach.
              if(agev[m][i]==1) agev[m][i]=agemax+2;           * For stepm > 1 the results are less biased than in previous versions. 
              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];          s1=s[mw[mi][i]][i];
            }          s2=s[mw[mi+1][i]][i];
          }          bbh=(double)bh[mi][i]/(double)stepm; 
        }          /* bias is positive if real duration
         if  (cptcovn>0) {           * is higher than the multiple of stepm and negative otherwise.
          fprintf(ficresp, "\n#Variable");           */
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);          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]));*/
        fprintf(ficresp, "\n#");          /*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 */
        for(i=1; i<=nlstate;i++)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /*if(lli ==000.0)*/
        fprintf(ficresp, "\n");          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
                  ipmx +=1;
   for(i=(int)agemin; i <= (int)agemax+3; i++){          sw += weight[i];
     if(i==(int)agemax+3)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       printf("Total");        } /* end of wave */
     else      } /* end of individual */
       printf("Age %d", i);    }  else if(mle==3){  /* exponential inter-extrapolation */
     for(jk=1; jk <=nlstate ; jk++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         pp[jk] += freq[jk][m][i];        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(jk=1; jk <=nlstate ; jk++){            for (j=1;j<=nlstate+ndeath;j++){
       for(m=-1, pos=0; m <=0 ; m++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         pos += freq[jk][m][i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(pp[jk]>=1.e-10)            }
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          for(d=0; d<dh[mi][i]; d++){
       else            newm=savm;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     for(jk=1; jk <=nlstate ; jk++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)            }
         pp[jk] += freq[jk][m][i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(jk=1,pos=0; jk <=nlstate ; jk++)            savm=oldm;
       pos += pp[jk];            oldm=newm;
     for(jk=1; jk <=nlstate ; jk++){          } /* end mult */
       if(pos>=1.e-5)        
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       else          /* But now since version 0.9 we anticipate for bias and large stepm.
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       if( i <= (int) agemax){           * (in months) between two waves is not a multiple of stepm, we rounded to 
         if(pos>=1.e-5)           * the nearest (and in case of equal distance, to the lowest) interval but now
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       else           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);           * 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
     }           * -stepm/2 to stepm/2 .
     for(jk=-1; jk <=nlstate+ndeath; jk++)           * For stepm=1 the results are the same as for previous versions of Imach.
       for(m=-1; m <=nlstate+ndeath; m++)           * For stepm > 1 the results are less biased than in previous versions. 
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);           */
     if(i <= (int) agemax)          s1=s[mw[mi][i]][i];
       fprintf(ficresp,"\n");          s2=s[mw[mi+1][i]][i];
     printf("\n");          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
     }           * is higher than the multiple of stepm and negative otherwise.
  }           */
            /* 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 */
   fclose(ficresp);          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 */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   free_vector(pp,1,nlstate);          /*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); */
 }  /* End of Freq */          ipmx +=1;
           sw += weight[i];
 /************* Waves Concatenation ***************/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)      } /* end of individual */
 {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
      Death is a valid wave (if date is known).        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i        for(mi=1; mi<= wav[i]-1; mi++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          for (ii=1;ii<=nlstate+ndeath;ii++)
      and mw[mi+1][i]. dh depends on stepm.            for (j=1;j<=nlstate+ndeath;j++){
      */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
   int i, mi, m;            }
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          for(d=0; d<dh[mi][i]; d++){
 float sum=0.;            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for(i=1; i<=imx; i++){            for (kk=1; kk<=cptcovage;kk++) {
     mi=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     m=firstpass;            }
     while(s[m][i] <= nlstate){          
       if(s[m][i]>=1)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         mw[++mi][i]=m;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       if(m >=lastpass)            savm=oldm;
         break;            oldm=newm;
       else          } /* end mult */
         m++;        
     }/* end while */          s1=s[mw[mi][i]][i];
     if (s[m][i] > nlstate){          s2=s[mw[mi+1][i]][i];
       mi++;     /* Death is another wave */          if( s2 > nlstate){ 
       /* if(mi==0)  never been interviewed correctly before death */            lli=log(out[s1][s2] - savm[s1][s2]);
          /* Only death is a correct wave */          }else{
       mw[mi][i]=m;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     }          }
           ipmx +=1;
     wav[i]=mi;          sw += weight[i];
     if(mi==0)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  /*      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 */
       } /* end of individual */
   for(i=1; i<=imx; i++){    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     for(mi=1; mi<wav[i];mi++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if (stepm <=0)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         dh[mi][i]=1;        for(mi=1; mi<= wav[i]-1; mi++){
       else{          for (ii=1;ii<=nlstate+ndeath;ii++)
         if (s[mw[mi+1][i]][i] > nlstate) {            for (j=1;j<=nlstate+ndeath;j++){
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if(j=0) j=1;  /* Survives at least one month after exam */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         }            }
         else{          for(d=0; d<dh[mi][i]; d++){
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            newm=savm;
           /*printf("i=%d agevi+1=%lf agevi=%lf j=%d\n", i,agev[mw[mi+1][i]][i],agev[mw[mi][i]][i],j);*/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
           k=k+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           if (j >= jmax) jmax=j;            }
           else if (j <= jmin)jmin=j;          
           sum=sum+j;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         jk= j/stepm;            savm=oldm;
         jl= j -jk*stepm;            oldm=newm;
         ju= j -(jk+1)*stepm;          } /* end mult */
         if(jl <= -ju)        
           dh[mi][i]=jk;          s1=s[mw[mi][i]][i];
         else          s2=s[mw[mi+1][i]][i];
           dh[mi][i]=jk+1;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         if(dh[mi][i]==0)          ipmx +=1;
           dh[mi][i]=1; /* At least one step */          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
   }        } /* end of wave */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);      } /* end of individual */
 }    } /* End of if */
 /*********** Tricode ****************************/    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 void tricode(int *Tvar, int **nbcode, int imx)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 {    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   int Ndum[80],ij, k, j, i;    return -l;
   int cptcode=0;  }
   for (k=0; k<79; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;  /*************** log-likelihood *************/
    double funcone( double *x)
   for (j=1; j<=cptcovn; j++) {  {
     for (i=1; i<=imx; i++) {    int i, ii, j, k, mi, d, kk;
       ij=(int)(covar[Tvar[j]][i]);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       Ndum[ij]++;    double **out;
       if (ij > cptcode) cptcode=ij;    double lli; /* Individual log likelihood */
     }    int s1, s2;
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/    double bbh, survp;
     for (i=0; i<=cptcode; i++) {    /*extern weight */
       if(Ndum[i]!=0) ncodemax[j]++;    /* We are differentiating ll according to initial status */
     }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
      /*for(i=1;i<imx;i++) 
     ij=1;      printf(" %d\n",s[4][i]);
     for (i=1; i<=ncodemax[j]; i++) {    */
       for (k=0; k<=79; k++) {    cov[1]=1.;
         if (Ndum[k] != 0) {  
           nbcode[Tvar[j]][ij]=k;    for(k=1; k<=nlstate; k++) ll[k]=0.;
           ij++;  
         }    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if (ij > ncodemax[j]) break;      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++)
   }            for (j=1;j<=nlstate+ndeath;j++){
             oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }            savm[ii][j]=(ii==j ? 1.0 : 0.0);
           }
 /*********** Health Expectancies ****************/        for(d=0; d<dh[mi][i]; d++){
           newm=savm;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 {          for (kk=1; kk<=cptcovage;kk++) {
   /* Health expectancies */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int i, j, nhstepm, hstepm, h;          }
   double age, agelim,hf;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double ***p3mat;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            savm=oldm;
   fprintf(ficreseij,"# Health expectancies\n");          oldm=newm;
   fprintf(ficreseij,"# Age");        } /* end mult */
   for(i=1; i<=nlstate;i++)        
     for(j=1; j<=nlstate;j++)        s1=s[mw[mi][i]][i];
       fprintf(ficreseij," %1d-%1d",i,j);        s2=s[mw[mi+1][i]][i];
   fprintf(ficreseij,"\n");        bbh=(double)bh[mi][i]/(double)stepm; 
         /* bias is positive if real duration
   hstepm=1*YEARM; /*  Every j years of age (in month) */         * is higher than the multiple of stepm and negative otherwise.
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         */
         if( s2 > nlstate && (mle <5) ){  /* Jackson */
   agelim=AGESUP;          lli=log(out[s1][s2] - savm[s1][s2]);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        } else if (mle==1){
     /* nhstepm age range expressed in number of stepm */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);        } else if(mle==2){
     /* Typically if 20 years = 20*12/6=40 stepm */          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 */
     if (stepm >= YEARM) hstepm=1;        } else if(mle==3){  /* exponential inter-extrapolation */
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          lli=log(out[s1][s2]); /* Original formula */
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            lli=log(out[s1][s2]); /* Original formula */
         } /* End of if */
         ipmx +=1;
     for(i=1; i<=nlstate;i++)        sw += weight[i];
       for(j=1; j<=nlstate;j++)        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  /*       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]); */
           eij[i][j][(int)age] +=p3mat[i][j][h];        if(globpr){
         }          fprintf(ficresilk,"%6d %1d %1d %1d %1d %3d %10.6f %6.4f %10.6f %10.6f %10.6f ", \
                      i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     hf=1;          for(k=1,l=0.; k<=nlstate; k++) 
     if (stepm >= YEARM) hf=stepm/YEARM;            fprintf(ficresilk," %10.6f",ll[k]);
     fprintf(ficreseij,"%.0f",age );          fprintf(ficresilk,"\n");
     for(i=1; i<=nlstate;i++)        }
       for(j=1; j<=nlstate;j++){      } /* end of wave */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    } /* end of individual */
       }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     fprintf(ficreseij,"\n");    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }    return -l;
 }  }
   
 /************ 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)  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpr, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 {  {
   /* Variance of health expectancies */    /* This routine should help understanding what is done with the selection of individuals/waves and
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/       to check the exact contribution to the likelihood.
   double **newm;       Plotting could be done.
   double **dnewm,**doldm;     */
   int i, j, nhstepm, hstepm, h;    int k;
   int k, cptcode;    if(globpr !=0){ /* Just counts and sums no printings */
    double *xp;      strcpy(fileresilk,"ilk"); 
   double **gp, **gm;      strcat(fileresilk,fileres);
   double ***gradg, ***trgradg;      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   double ***p3mat;        printf("Problem with resultfile: %s\n", fileresilk);
   double age,agelim;        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   int theta;      }
       fprintf(ficresilk, "# individual(line's record) s1 s2 wave# effective_wave# number_of_product_matrix pij weight 2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state");
    fprintf(ficresvij,"# Covariances of life expectancies\n");      fprintf(ficresilk, "# i s1 s2 mi mw dh likeli weight out sav ");
   fprintf(ficresvij,"# Age");      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   for(i=1; i<=nlstate;i++)      for(k=1; k<=nlstate; k++) 
     for(j=1; j<=nlstate;j++)        fprintf(ficresilk," ll[%d]",k);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      fprintf(ficresilk,"\n");
   fprintf(ficresvij,"\n");    }
   
   xp=vector(1,npar);    *fretone=(*funcone)(p);
   dnewm=matrix(1,nlstate,1,npar);    if(globpr !=0)
   doldm=matrix(1,nlstate,1,nlstate);      fclose(ficresilk);
      return;
   hstepm=1*YEARM; /* Every year of age */  }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;  /*********** Maximum Likelihood Estimation ***************/
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     if (stepm >= YEARM) hstepm=1;  {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int i,j, iter;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **xi;
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    double fret;
     gp=matrix(0,nhstepm,1,nlstate);    double fretone; /* Only one call to likelihood */
     gm=matrix(0,nhstepm,1,nlstate);    char filerespow[FILENAMELENGTH];
     xi=matrix(1,npar,1,npar);
     for(theta=1; theta <=npar; theta++){    for (i=1;i<=npar;i++)
       for(i=1; i<=npar; i++){ /* Computes gradient */      for (j=1;j<=npar;j++)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        xi[i][j]=(i==j ? 1.0 : 0.0);
       }    printf("Powell\n");  fprintf(ficlog,"Powell\n");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      strcpy(filerespow,"pow"); 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    strcat(filerespow,fileres);
       for(j=1; j<= nlstate; j++){    if((ficrespow=fopen(filerespow,"w"))==NULL) {
         for(h=0; h<=nhstepm; h++){      printf("Problem with resultfile: %s\n", filerespow);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    }
         }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       }    for (i=1;i<=nlstate;i++)
          for(j=1;j<=nlstate+ndeath;j++)
       for(i=1; i<=npar; i++) /* Computes gradient */        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    fprintf(ficrespow,"\n");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    powell(p,xi,npar,ftol,&iter,&fret,func);
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    fclose(ficrespow);
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         }    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       }  
       for(j=1; j<= nlstate; j++)  }
         for(h=0; h<=nhstepm; h++){  
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  /**** Computes Hessian and covariance matrix ***/
         }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     } /* End theta */  {
     double  **a,**y,*x,pd;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    double **hess;
     int i, j,jk;
     for(h=0; h<=nhstepm; h++)    int *indx;
       for(j=1; j<=nlstate;j++)  
         for(theta=1; theta <=npar; theta++)    double hessii(double p[], double delta, int theta, double delti[]);
           trgradg[h][j][theta]=gradg[h][theta][j];    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
     for(i=1;i<=nlstate;i++)    void ludcmp(double **a, int npar, int *indx, double *d) ;
       for(j=1;j<=nlstate;j++)  
         vareij[i][j][(int)age] =0.;    hess=matrix(1,npar,1,npar);
     for(h=0;h<=nhstepm;h++){  
       for(k=0;k<=nhstepm;k++){    printf("\nCalculation of the hessian matrix. Wait...\n");
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    for (i=1;i<=npar;i++){
         for(i=1;i<=nlstate;i++)      printf("%d",i);fflush(stdout);
           for(j=1;j<=nlstate;j++)      fprintf(ficlog,"%d",i);fflush(ficlog);
             vareij[i][j][(int)age] += doldm[i][j];      hess[i][i]=hessii(p,ftolhess,i,delti);
       }      /*printf(" %f ",p[i]);*/
     }      /*printf(" %lf ",hess[i][i]);*/
     h=1;    }
     if (stepm >= YEARM) h=stepm/YEARM;    
     fprintf(ficresvij,"%.0f ",age );    for (i=1;i<=npar;i++) {
     for(i=1; i<=nlstate;i++)      for (j=1;j<=npar;j++)  {
       for(j=1; j<=nlstate;j++){        if (j>i) { 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);          printf(".%d%d",i,j);fflush(stdout);
       }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     fprintf(ficresvij,"\n");          hess[i][j]=hessij(p,delti,i,j);
     free_matrix(gp,0,nhstepm,1,nlstate);          hess[j][i]=hess[i][j];    
     free_matrix(gm,0,nhstepm,1,nlstate);          /*printf(" %lf ",hess[i][j]);*/
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        }
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
   } /* End age */    printf("\n");
      fprintf(ficlog,"\n");
   free_vector(xp,1,npar);  
   free_matrix(doldm,1,nlstate,1,npar);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   free_matrix(dnewm,1,nlstate,1,nlstate);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     
 }    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
 /************ Variance of prevlim ******************/    x=vector(1,npar);
 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)    indx=ivector(1,npar);
 {    for (i=1;i<=npar;i++)
   /* Variance of prevalence limit */      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    ludcmp(a,npar,indx,&pd);
   double **newm;  
   double **dnewm,**doldm;    for (j=1;j<=npar;j++) {
   int i, j, nhstepm, hstepm;      for (i=1;i<=npar;i++) x[i]=0;
   int k, cptcode;      x[j]=1;
   double *xp;      lubksb(a,npar,indx,x);
   double *gp, *gm;      for (i=1;i<=npar;i++){ 
   double **gradg, **trgradg;        matcov[i][j]=x[i];
   double age,agelim;      }
   int theta;    }
      
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    printf("\n#Hessian matrix#\n");
   fprintf(ficresvpl,"# Age");    fprintf(ficlog,"\n#Hessian matrix#\n");
   for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++) { 
       fprintf(ficresvpl," %1d-%1d",i,i);      for (j=1;j<=npar;j++) { 
   fprintf(ficresvpl,"\n");        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
   xp=vector(1,npar);      }
   dnewm=matrix(1,nlstate,1,npar);      printf("\n");
   doldm=matrix(1,nlstate,1,nlstate);      fprintf(ficlog,"\n");
      }
   hstepm=1*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /* Recompute Inverse */
   agelim = AGESUP;    for (i=1;i<=npar;i++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    ludcmp(a,npar,indx,&pd);
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    /*  printf("\n#Hessian matrix recomputed#\n");
     gradg=matrix(1,npar,1,nlstate);  
     gp=vector(1,nlstate);    for (j=1;j<=npar;j++) {
     gm=vector(1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     for(theta=1; theta <=npar; theta++){      lubksb(a,npar,indx,x);
       for(i=1; i<=npar; i++){ /* Computes gradient */      for (i=1;i<=npar;i++){ 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        y[i][j]=x[i];
       }        printf("%.3e ",y[i][j]);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        fprintf(ficlog,"%.3e ",y[i][j]);
       for(i=1;i<=nlstate;i++)      }
         gp[i] = prlim[i][i];      printf("\n");
          fprintf(ficlog,"\n");
       for(i=1; i<=npar; i++) /* Computes gradient */    }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)    free_matrix(a,1,npar,1,npar);
         gm[i] = prlim[i][i];    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
       for(i=1;i<=nlstate;i++)    free_ivector(indx,1,npar);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    free_matrix(hess,1,npar,1,npar);
     } /* End theta */  
   
     trgradg =matrix(1,nlstate,1,npar);  }
   
     for(j=1; j<=nlstate;j++)  /*************** hessian matrix ****************/
       for(theta=1; theta <=npar; theta++)  double hessii( double x[], double delta, int theta, double delti[])
         trgradg[j][theta]=gradg[theta][j];  {
     int i;
     for(i=1;i<=nlstate;i++)    int l=1, lmax=20;
       varpl[i][(int)age] =0.;    double k1,k2;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    double p2[NPARMAX+1];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    double res;
     for(i=1;i<=nlstate;i++)    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    double fx;
     int k=0,kmax=10;
     fprintf(ficresvpl,"%.0f ",age );    double l1;
     for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    fx=func(x);
     fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++) p2[i]=x[i];
     free_vector(gp,1,nlstate);    for(l=0 ; l <=lmax; l++){
     free_vector(gm,1,nlstate);      l1=pow(10,l);
     free_matrix(gradg,1,npar,1,nlstate);      delts=delt;
     free_matrix(trgradg,1,nlstate,1,npar);      for(k=1 ; k <kmax; k=k+1){
   } /* End age */        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
   free_vector(xp,1,npar);        k1=func(p2)-fx;
   free_matrix(doldm,1,nlstate,1,npar);        p2[theta]=x[theta]-delt;
   free_matrix(dnewm,1,nlstate,1,nlstate);        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
 }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
   #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);
 /***********************************************/        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);
 /**************** Main Program *****************/  #endif
 /***********************************************/        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 /*int main(int argc, char *argv[])*/          k=kmax;
 int main()        }
 {        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
           k=kmax; l=lmax*10.;
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;        }
   double agedeb, agefin,hf;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   double agemin=1.e20, agemax=-1.e20;          delts=delt;
         }
   double fret;      }
   double **xi,tmp,delta;    }
     delti[theta]=delts;
   double dum; /* Dummy variable */    return res; 
   double ***p3mat;    
   int *indx;  }
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];  double hessij( double x[], double delti[], int thetai,int thetaj)
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];  {
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    int i;
   char filerest[FILENAMELENGTH];    int l=1, l1, lmax=20;
   char fileregp[FILENAMELENGTH];    double k1,k2,k3,k4,res,fx;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    double p2[NPARMAX+1];
   int firstobs=1, lastobs=10;    int k;
   int sdeb, sfin; /* Status at beginning and end */  
   int c,  h , cpt,l;    fx=func(x);
   int ju,jl, mi;    for (k=1; k<=2; k++) {
   int i1,j1, k1,jk,aa,bb, stepsize;      for (i=1;i<=npar;i++) p2[i]=x[i];
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      p2[thetai]=x[thetai]+delti[thetai]/k;
        p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   int hstepm, nhstepm;      k1=func(p2)-fx;
   double bage, fage, age, agelim, agebase;    
   double ftolpl=FTOL;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double **prlim;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   double *severity;      k2=func(p2)-fx;
   double ***param; /* Matrix of parameters */    
   double  *p;      p2[thetai]=x[thetai]-delti[thetai]/k;
   double **matcov; /* Matrix of covariance */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   double ***delti3; /* Scale */      k3=func(p2)-fx;
   double *delti; /* Scale */    
   double ***eij, ***vareij;      p2[thetai]=x[thetai]-delti[thetai]/k;
   double **varpl; /* Variances of prevalence limits by age */      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   double *epj, vepp;      k4=func(p2)-fx;
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   char *alph[]={"a","a","b","c","d","e"}, str[4];  #ifdef DEBUG
   char z[1]="c", occ;      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);
 #include <sys/time.h>      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);
 #include <time.h>  #endif
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    }
   /* long total_usecs;    return res;
   struct timeval start_time, end_time;  }
    
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   { 
   printf("\nIMACH, Version 0.63");    int i,imax,j,k; 
   printf("\nEnter the parameter file name: ");    double big,dum,sum,temp; 
     double *vv; 
 #ifdef windows   
   scanf("%s",pathtot);    vv=vector(1,n); 
   getcwd(pathcd, size);    *d=1.0; 
   cutv(path,optionfile,pathtot,'\\');    for (i=1;i<=n;i++) { 
   chdir(path);      big=0.0; 
   replace(pathc,path);      for (j=1;j<=n;j++) 
 #endif        if ((temp=fabs(a[i][j])) > big) big=temp; 
 #ifdef unix      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   scanf("%s",optionfile);      vv[i]=1.0/big; 
 #endif    } 
     for (j=1;j<=n;j++) { 
 /*-------- arguments in the command line --------*/      for (i=1;i<j;i++) { 
         sum=a[i][j]; 
   strcpy(fileres,"r");        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   strcat(fileres, optionfile);        a[i][j]=sum; 
       } 
   /*---------arguments file --------*/      big=0.0; 
       for (i=j;i<=n;i++) { 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        sum=a[i][j]; 
     printf("Problem with optionfile %s\n",optionfile);        for (k=1;k<j;k++) 
     goto end;          sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
         if ( (dum=vv[i]*fabs(sum)) >= big) { 
   strcpy(filereso,"o");          big=dum; 
   strcat(filereso,fileres);          imax=i; 
   if((ficparo=fopen(filereso,"w"))==NULL) {        } 
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      } 
   }      if (j != imax) { 
         for (k=1;k<=n;k++) { 
   /* Reads comments: lines beginning with '#' */          dum=a[imax][k]; 
   while((c=getc(ficpar))=='#' && c!= EOF){          a[imax][k]=a[j][k]; 
     ungetc(c,ficpar);          a[j][k]=dum; 
     fgets(line, MAXLINE, ficpar);        } 
     puts(line);        *d = -(*d); 
     fputs(line,ficparo);        vv[imax]=vv[j]; 
   }      } 
   ungetc(c,ficpar);      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
   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);      if (j != n) { 
   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);        dum=1.0/(a[j][j]); 
   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);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
   covar=matrix(1,NCOVMAX,1,n);        } 
   if (strlen(model)<=1) cptcovn=0;    free_vector(vv,1,n);  /* Doesn't work */
   else {  ;
     j=0;  } 
     j=nbocc(model,'+');  
     cptcovn=j+1;  void lubksb(double **a, int n, int *indx, double b[]) 
   }  { 
     int i,ii=0,ip,j; 
   ncovmodel=2+cptcovn;    double sum; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */   
      for (i=1;i<=n;i++) { 
   /* Read guess parameters */      ip=indx[i]; 
   /* Reads comments: lines beginning with '#' */      sum=b[ip]; 
   while((c=getc(ficpar))=='#' && c!= EOF){      b[ip]=b[i]; 
     ungetc(c,ficpar);      if (ii) 
     fgets(line, MAXLINE, ficpar);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     puts(line);      else if (sum) ii=i; 
     fputs(line,ficparo);      b[i]=sum; 
   }    } 
   ungetc(c,ficpar);    for (i=n;i>=1;i--) { 
        sum=b[i]; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     for(i=1; i <=nlstate; i++)      b[i]=sum/a[i][i]; 
     for(j=1; j <=nlstate+ndeath-1; j++){    } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);  } 
       fprintf(ficparo,"%1d%1d",i1,j1);  
       printf("%1d%1d",i,j);  /************ Frequencies ********************/
       for(k=1; k<=ncovmodel;k++){  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)
         fscanf(ficpar," %lf",&param[i][j][k]);  {  /* Some frequencies */
         printf(" %lf",param[i][j][k]);    
         fprintf(ficparo," %lf",param[i][j][k]);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       }    int first;
       fscanf(ficpar,"\n");    double ***freq; /* Frequencies */
       printf("\n");    double *pp, **prop;
       fprintf(ficparo,"\n");    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     }    FILE *ficresp;
      char fileresp[FILENAMELENGTH];
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    
   p=param[1][1];    pp=vector(1,nlstate);
      prop=matrix(1,nlstate,iagemin,iagemax+3);
   /* Reads comments: lines beginning with '#' */    strcpy(fileresp,"p");
   while((c=getc(ficpar))=='#' && c!= EOF){    strcat(fileresp,fileres);
     ungetc(c,ficpar);    if((ficresp=fopen(fileresp,"w"))==NULL) {
     fgets(line, MAXLINE, ficpar);      printf("Problem with prevalence resultfile: %s\n", fileresp);
     puts(line);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     fputs(line,ficparo);      exit(0);
   }    }
   ungetc(c,ficpar);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     j1=0;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    j=cptcoveff;
   for(i=1; i <=nlstate; i++){    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);    first=1;
       printf("%1d%1d",i,j);  
       fprintf(ficparo,"%1d%1d",i1,j1);    for(k1=1; k1<=j;k1++){
       for(k=1; k<=ncovmodel;k++){      for(i1=1; i1<=ncodemax[k1];i1++){
         fscanf(ficpar,"%le",&delti3[i][j][k]);        j1++;
         printf(" %le",delti3[i][j][k]);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         fprintf(ficparo," %le",delti3[i][j][k]);          scanf("%d", i);*/
       }        for (i=-1; i<=nlstate+ndeath; i++)  
       fscanf(ficpar,"\n");          for (jk=-1; jk<=nlstate+ndeath; jk++)  
       printf("\n");            for(m=iagemin; m <= iagemax+3; m++)
       fprintf(ficparo,"\n");              freq[i][jk][m]=0;
     }  
   }      for (i=1; i<=nlstate; i++)  
   delti=delti3[1][1];        for(m=iagemin; m <= iagemax+3; m++)
            prop[i][m]=0;
   /* Reads comments: lines beginning with '#' */        
   while((c=getc(ficpar))=='#' && c!= EOF){        dateintsum=0;
     ungetc(c,ficpar);        k2cpt=0;
     fgets(line, MAXLINE, ficpar);        for (i=1; i<=imx; i++) {
     puts(line);          bool=1;
     fputs(line,ficparo);          if  (cptcovn>0) {
   }            for (z1=1; z1<=cptcoveff; z1++) 
   ungetc(c,ficpar);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                  bool=0;
   matcov=matrix(1,npar,1,npar);          }
   for(i=1; i <=npar; i++){          if (bool==1){
     fscanf(ficpar,"%s",&str);            for(m=firstpass; m<=lastpass; m++){
     printf("%s",str);              k2=anint[m][i]+(mint[m][i]/12.);
     fprintf(ficparo,"%s",str);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     for(j=1; j <=i; j++){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       fscanf(ficpar," %le",&matcov[i][j]);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       printf(" %.5le",matcov[i][j]);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
       fprintf(ficparo," %.5le",matcov[i][j]);                if (m<lastpass) {
     }                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     fscanf(ficpar,"\n");                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     printf("\n");                }
     fprintf(ficparo,"\n");                
   }                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   for(i=1; i <=npar; i++)                  dateintsum=dateintsum+k2;
     for(j=i+1;j<=npar;j++)                  k2cpt++;
       matcov[i][j]=matcov[j][i];                }
                    /*}*/
   printf("\n");            }
           }
         }
    if(mle==1){         
     /*-------- data file ----------*/        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     if((ficres =fopen(fileres,"w"))==NULL) {  
       printf("Problem with resultfile: %s\n", fileres);goto end;        if  (cptcovn>0) {
     }          fprintf(ficresp, "\n#********** Variable "); 
     fprintf(ficres,"#%s\n",version);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
              fprintf(ficresp, "**********\n#");
     if((fic=fopen(datafile,"r"))==NULL)    {        }
       printf("Problem with datafile: %s\n", datafile);goto end;        for(i=1; i<=nlstate;i++) 
     }          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
     n= lastobs;        
     severity = vector(1,maxwav);        for(i=iagemin; i <= iagemax+3; i++){
     outcome=imatrix(1,maxwav+1,1,n);          if(i==iagemax+3){
     num=ivector(1,n);            fprintf(ficlog,"Total");
     moisnais=vector(1,n);          }else{
     annais=vector(1,n);            if(first==1){
     moisdc=vector(1,n);              first=0;
     andc=vector(1,n);              printf("See log file for details...\n");
     agedc=vector(1,n);            }
     cod=ivector(1,n);            fprintf(ficlog,"Age %d", i);
     weight=vector(1,n);          }
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          for(jk=1; jk <=nlstate ; jk++){
     mint=matrix(1,maxwav,1,n);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     anint=matrix(1,maxwav,1,n);              pp[jk] += freq[jk][m][i]; 
     s=imatrix(1,maxwav+1,1,n);          }
     adl=imatrix(1,maxwav+1,1,n);              for(jk=1; jk <=nlstate ; jk++){
     tab=ivector(1,NCOVMAX);            for(m=-1, pos=0; m <=0 ; m++)
     ncodemax=ivector(1,NCOVMAX);              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
     i=1;              if(first==1){
     while (fgets(line, MAXLINE, fic) != NULL)    {              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       if ((i >= firstobs) && (i <=lastobs)) {              }
                      fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         for (j=maxwav;j>=1;j--){            }else{
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              if(first==1)
           strcpy(line,stra);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           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);          for(jk=1; jk <=nlstate ; jk++){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);          }       
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             pos += pp[jk];
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);            posprop += prop[jk][i];
         for (j=ncov;j>=1;j--){          }
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1; jk <=nlstate ; jk++){
         }            if(pos>=1.e-5){
         num[i]=atol(stra);              if(first==1)
                 printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         /* 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]));*/              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
         /*printf("%d %.lf %.lf %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),(covar[3][i]), (covar[4][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]));*/              if(first==1)
                 printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         i=i+1;              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
       }            }
     }            if( i <= iagemax){
     /*scanf("%d",i);*/              if(pos>=1.e-5){
                 fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   imx=i-1; /* Number of individuals */                /*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]);*/
   /* Calculation of the number of parameter from char model*/              }
   Tvar=ivector(1,8);                  else
                    fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   if (strlen(model) >1){            }
     j=0;          }
     j=nbocc(model,'+');          
     cptcovn=j+1;          for(jk=-1; jk <=nlstate+ndeath; jk++)
              for(m=-1; m <=nlstate+ndeath; m++)
     strcpy(modelsav,model);              if(freq[jk][m][i] !=0 ) {
     if (j==0) {              if(first==1)
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     else {              }
       for(i=j; i>=1;i--){          if(i <= iagemax)
         cutv(stra,strb,modelsav,'+');            fprintf(ficresp,"\n");
         if (strchr(strb,'*')) {          if(first==1)
           cutv(strd,strc,strb,'*');            printf("Others in log...\n");
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;          fprintf(ficlog,"\n");
           cutv(strb,strc,strd,'V');        }
           for (k=1; k<=lastobs;k++)      }
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    }
         }    dateintmean=dateintsum/k2cpt; 
         else {   
           cutv(strd,strc,strb,'V');    fclose(ficresp);
           Tvar[i+1]=atoi(strc);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
         }    free_vector(pp,1,nlstate);
         strcpy(modelsav,stra);      free_matrix(prop,1,nlstate,iagemin, iagemax+3);
       }    /* End of Freq */
       /*cutv(strd,strc,stra,'V');*/  }
       Tvar[1]=atoi(strc);  
     }  /************ Prevalence ********************/
   }  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)
   /*printf("tvar=%d ",Tvar[1]);*/  {  
   /*scanf("%d ",i);*/    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     fclose(fic);       in each health status at the date of interview (if between dateprev1 and dateprev2).
        We still use firstpass and lastpass as another selection.
     if (weightopt != 1) { /* Maximisation without weights*/    */
       for(i=1;i<=n;i++) weight[i]=1.0;   
     }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     /*-calculation of age at interview from date of interview and age at death -*/    double ***freq; /* Frequencies */
     agev=matrix(1,maxwav,1,imx);    double *pp, **prop;
        double pos,posprop; 
     for (i=1; i<=imx; i++)  {    double  y2; /* in fractional years */
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    int iagemin, iagemax;
       for(m=1; (m<= maxwav); m++){  
         if (mint[m][i]==99 || anint[m][i]==9999) s[m][i]=-1;      iagemin= (int) agemin;
         if(s[m][i] >0){    iagemax= (int) agemax;
           if (s[m][i] == nlstate+1) {    /*pp=vector(1,nlstate);*/
             if(agedc[i]>0)    prop=matrix(1,nlstate,iagemin,iagemax+3); 
               if(moisdc[i]!=99 && andc[i]!=9999)    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
               agev[m][i]=agedc[i];    j1=0;
             else{    
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    j=cptcoveff;
               agev[m][i]=-1;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
             }    
           }    for(k1=1; k1<=j;k1++){
           else if(s[m][i] !=9){ /* Should no more exist */      for(i1=1; i1<=ncodemax[k1];i1++){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        j1++;
             if(mint[m][i]==99 || anint[m][i]==9999){        
               agev[m][i]=1;        for (i=1; i<=nlstate; i++)  
               /* printf("i=%d m=%d agev=%lf \n",i,m, agev[m][i]);    */          for(m=iagemin; m <= iagemax+3; m++)
             }            prop[i][m]=0.0;
             else if(agev[m][i] <agemin){       
               agemin=agev[m][i];        for (i=1; i<=imx; i++) { /* Each individual */
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/          bool=1;
             }          if  (cptcovn>0) {
             else if(agev[m][i] >agemax){            for (z1=1; z1<=cptcoveff; z1++) 
               agemax=agev[m][i];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/                bool=0;
             }          } 
             /*agev[m][i]=anint[m][i]-annais[i];*/          if (bool==1) { 
             /*   agev[m][i] = age[i]+2*m;*/            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
           }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
           else { /* =9 */              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
             agev[m][i]=1;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
             s[m][i]=-1;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
           }                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
         }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
         else /*= 0 Unknown */                  /*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]]);*/
           agev[m][i]=1;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       }                  prop[s[m][i]][iagemax+3] += weight[i]; 
                    } 
     }              }
     for (i=1; i<=imx; i++)  {            } /* end selection of waves */
       for(m=1; (m<= maxwav); m++){          }
         if (s[m][i] > (nlstate+ndeath)) {        }
           printf("Error: Wrong value in nlstate or ndeath\n");          for(i=iagemin; i <= iagemax+3; i++){  
           goto end;          
         }          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       }            posprop += prop[jk][i]; 
     }          } 
   
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          for(jk=1; jk <=nlstate ; jk++){     
             if( i <=  iagemax){ 
     free_vector(severity,1,maxwav);              if(posprop>=1.e-5){ 
     free_imatrix(outcome,1,maxwav+1,1,n);                probs[i][jk][j1]= prop[jk][i]/posprop;
     free_vector(moisnais,1,n);              } 
     free_vector(annais,1,n);            } 
     free_matrix(mint,1,maxwav,1,n);          }/* end jk */ 
     free_matrix(anint,1,maxwav,1,n);        }/* end i */ 
     free_vector(moisdc,1,n);      } /* end i1 */
     free_vector(andc,1,n);    } /* end k1 */
     
        /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     wav=ivector(1,imx);    /*free_vector(pp,1,nlstate);*/
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  }  /* End of prevalence */
      
     /* Concatenates waves */  /************* Waves Concatenation ***************/
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  
   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)
   {
 Tcode=ivector(1,100);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
    nbcode=imatrix(1,nvar,1,8);         Death is a valid wave (if date is known).
    ncodemax[1]=1;       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
         and mw[mi+1][i]. dh depends on stepm.
    codtab=imatrix(1,100,1,10);       */
    h=0;  
    m=pow(2,cptcovn);    int i, mi, m;
      /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
    for(k=1;k<=cptcovn; k++){       double sum=0., jmean=0.;*/
      for(i=1; i <=(m/pow(2,k));i++){    int first;
        for(j=1; j <= ncodemax[k]; j++){    int j, k=0,jk, ju, jl;
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){    double sum=0.;
            h++;    first=0;
            if (h>m) h=1;codtab[h][k]=j;    jmin=1e+5;
          }    jmax=-1;
        }    jmean=0.;
      }    for(i=1; i<=imx; i++){
    }      mi=0;
       m=firstpass;
    /*for(i=1; i <=m ;i++){      while(s[m][i] <= nlstate){
      for(k=1; k <=cptcovn; k++){        if(s[m][i]>=1)
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);          mw[++mi][i]=m;
      }        if(m >=lastpass)
      printf("\n");          break;
    }        else
   scanf("%d",i);*/          m++;
          }/* end while */
    /* Calculates basic frequencies. Computes observed prevalence at single age      if (s[m][i] > nlstate){
        and prints on file fileres'p'. */        mi++;     /* Death is another wave */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);        /* if(mi==0)  never been interviewed correctly before death */
            /* Only death is a correct wave */
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        mw[mi][i]=m;
     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 */      wav[i]=mi;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      if(mi==0){
            if(first==0){
     /* For Powell, parameters are in a vector p[] starting at p[1]          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */          first=1;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        }
     /*scanf("%d",i);*/        if(first==1){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         }
          } /* end mi==0 */
     /*--------- results files --------------*/    } /* End individuals */
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);  
        for(i=1; i<=imx; i++){
    jk=1;      for(mi=1; mi<wav[i];mi++){
    fprintf(ficres,"# Parameters\n");        if (stepm <=0)
    printf("# Parameters\n");          dh[mi][i]=1;
    for(i=1,jk=1; i <=nlstate; i++){        else{
      for(k=1; k <=(nlstate+ndeath); k++){          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
        if (k != i)            if (agedc[i] < 2*AGESUP) {
          {              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
            printf("%d%d ",i,k);              if(j==0) j=1;  /* Survives at least one month after exam */
            fprintf(ficres,"%1d%1d ",i,k);              else if(j<0){
            for(j=1; j <=ncovmodel; j++){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
              printf("%f ",p[jk]);                j=1; /* Careful Patch */
              fprintf(ficres,"%f ",p[jk]);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fixe the contradiction between dates.\n",stepm);
              jk++;                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
            }                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
            printf("\n");              }
            fprintf(ficres,"\n");              k=k+1;
          }              if (j >= jmax) jmax=j;
      }              if (j <= jmin) jmin=j;
    }              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     /* Computing hessian and covariance matrix */              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     ftolhess=ftol; /* Usually correct */            }
     hesscov(matcov, p, npar, delti, ftolhess, func);          }
     fprintf(ficres,"# Scales\n");          else{
     printf("# Scales\n");            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
      for(i=1,jk=1; i <=nlstate; i++){            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       for(j=1; j <=nlstate+ndeath; j++){            k=k+1;
         if (j!=i) {            if (j >= jmax) jmax=j;
           fprintf(ficres,"%1d%1d",i,j);            else if (j <= jmin)jmin=j;
           printf("%1d%1d",i,j);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
           for(k=1; k<=ncovmodel;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]);*/
             printf(" %.5e",delti[jk]);            if(j<0){
             fprintf(ficres," %.5e",delti[jk]);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
             jk++;              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
           }            }
           printf("\n");            sum=sum+j;
           fprintf(ficres,"\n");          }
         }          jk= j/stepm;
       }          jl= j -jk*stepm;
       }          ju= j -(jk+1)*stepm;
              if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     k=1;            if(jl==0){
     fprintf(ficres,"# Covariance\n");              dh[mi][i]=jk;
     printf("# Covariance\n");              bh[mi][i]=0;
     for(i=1;i<=npar;i++){            }else{ /* We want a negative bias in order to only have interpolation ie
       /*  if (k>nlstate) k=1;                    * at the price of an extra matrix product in likelihood */
       i1=(i-1)/(ncovmodel*nlstate)+1;              dh[mi][i]=jk+1;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);              bh[mi][i]=ju;
       printf("%s%d%d",alph[k],i1,tab[i]);*/            }
       fprintf(ficres,"%3d",i);          }else{
       printf("%3d",i);            if(jl <= -ju){
       for(j=1; j<=i;j++){              dh[mi][i]=jk;
         fprintf(ficres," %.5e",matcov[i][j]);              bh[mi][i]=jl;       /* bias is positive if real duration
         printf(" %.5e",matcov[i][j]);                                   * is higher than the multiple of stepm and negative otherwise.
       }                                   */
       fprintf(ficres,"\n");            }
       printf("\n");            else{
       k++;              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
                }
     while((c=getc(ficpar))=='#' && c!= EOF){            if(dh[mi][i]==0){
       ungetc(c,ficpar);              dh[mi][i]=1; /* At least one step */
       fgets(line, MAXLINE, ficpar);              bh[mi][i]=ju; /* At least one step */
       puts(line);              /*  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);*/
       fputs(line,ficparo);            }
     }          } /* end if mle */
     ungetc(c,ficpar);        }
        } /* end wave */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    }
        jmean=sum/k;
     if (fage <= 2) {    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       bage = agemin;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       fage = agemax;   }
     }  
   /*********** Tricode ****************************/
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  void tricode(int *Tvar, int **nbcode, int imx)
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  {
 /*------------ gnuplot -------------*/    
 chdir(pathcd);    int Ndum[20],ij=1, k, j, i, maxncov=19;
   if((ficgp=fopen("graph.plt","w"))==NULL) {    int cptcode=0;
     printf("Problem with file graph.gp");goto end;    cptcoveff=0; 
   }   
 #ifdef windows    for (k=0; k<maxncov; k++) Ndum[k]=0;
   fprintf(ficgp,"cd \"%s\" \n",pathc);    for (k=1; k<=7; k++) ncodemax[k]=0;
 #endif  
 m=pow(2,cptcovn);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
        for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
  /* 1eme*/                                 modality*/ 
   for (cpt=1; cpt<= nlstate ; cpt ++) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
    for (k1=1; k1<= m ; k1 ++) {        Ndum[ij]++; /*store the modality */
         /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 #ifdef windows        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     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);                                         Tvar[j]. If V=sex and male is 0 and 
 #endif                                         female is 1, then  cptcode=1.*/
 #ifdef unix      }
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);  
 #endif      for (i=0; i<=cptcode; i++) {
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
 for (i=1; i<= nlstate ; i ++) {      }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");      ij=1; 
 }      for (i=1; i<=ncodemax[j]; i++) {
     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 (k=0; k<= maxncov; k++) {
     for (i=1; i<= nlstate ; i ++) {          if (Ndum[k] != 0) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            nbcode[Tvar[j]][ij]=k; 
   else fprintf(ficgp," \%%*lf (\%%*lf)");            /* 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; */
 }            
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            ij++;
      for (i=1; i<= nlstate ; i ++) {          }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if (ij > ncodemax[j]) break; 
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }  
 }        } 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    }  
 #ifdef unix  
 fprintf(ficgp,"\nset ter gif small size 400,300");   for (k=0; k< maxncov; k++) Ndum[k]=0;
 #endif  
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);   for (i=1; i<=ncovmodel-2; i++) { 
    }     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
   }     ij=Tvar[i];
   /*2 eme*/     Ndum[ij]++;
    }
   for (k1=1; k1<= m ; k1 ++) {  
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);   ij=1;
       for (i=1; i<= maxncov; i++) {
     for (i=1; i<= nlstate+1 ; i ++) {     if((Ndum[i]!=0) && (i<=ncovcol)){
       k=2*i;       Tvaraff[ij]=i; /*For printing */
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);       ij++;
       for (j=1; j<= nlstate+1 ; j ++) {     }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   }
   else fprintf(ficgp," \%%*lf (\%%*lf)");   
 }     cptcoveff=ij-1; /*Number of simple covariates*/
       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);  /*********** Health Expectancies ****************/
       for (j=1; j<= nlstate+1 ; j ++) {  
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  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 )
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    {
       fprintf(ficgp,"\" t\"\" w l 0,");    /* Health expectancies */
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       for (j=1; j<= nlstate+1 ; j ++) {    double age, agelim, hf;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double ***p3mat,***varhe;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double **dnewm,**doldm;
 }      double *xp;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    double **gp, **gm;
       else fprintf(ficgp,"\" t\"\" w l 0,");    double ***gradg, ***trgradg;
     }    int theta;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      xp=vector(1,npar);
   /*3eme*/    dnewm=matrix(1,nlstate*nlstate,1,npar);
     doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   for (k1=1; k1<= m ; k1 ++) {    
     for (cpt=1; cpt<= nlstate ; cpt ++) {    fprintf(ficreseij,"# Health expectancies\n");
       k=2+nlstate*(cpt-1);    fprintf(ficreseij,"# Age");
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    for(i=1; i<=nlstate;i++)
       for (i=1; i< nlstate ; i ++) {      for(j=1; j<=nlstate;j++)
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
       }    fprintf(ficreseij,"\n");
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }    if(estepm < stepm){
   }      printf ("Problem %d lower than %d\n",estepm, stepm);
      }
   /* CV preval stat */    else  hstepm=estepm;   
   for (k1=1; k1<= m ; k1 ++) {    /* We compute the life expectancy from trapezoids spaced every estepm months
     for (cpt=1; cpt<nlstate ; cpt ++) {     * This is mainly to measure the difference between two models: for example
       k=3;     * if stepm=24 months pijx are given only every 2 years and by summing them
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);     * we are calculating an estimate of the Life Expectancy assuming a linear 
       for (i=1; i< nlstate ; i ++)     * progression in between and thus overestimating or underestimating according
         fprintf(ficgp,"+$%d",k+i+1);     * to the curvature of the survival function. If, for the same date, we 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
           * to compare the new estimate of Life expectancy with the same linear 
       l=3+(nlstate+ndeath)*cpt;     * hypothesis. A more precise result, taking into account a more precise
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);     * curvature will be obtained if estepm is as small as stepm. */
       for (i=1; i< nlstate ; i ++) {  
         l=3+(nlstate+ndeath)*cpt;    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficgp,"+$%d",l+i+1);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       }       nhstepm is the number of hstepm from age to agelim 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);         nstepm is the number of stepm from age to agelin. 
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       Look at hpijx to understand the reason of that which relies in memory size
     }       and note for a fixed period like estepm months */
   }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
   /* proba elementaires */       means that if the survival funtion is printed only each two years of age and if
   for(i=1,jk=1; i <=nlstate; i++){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     for(k=1; k <=(nlstate+ndeath); k++){       results. So we changed our mind and took the option of the best precision.
       if (k != i) {    */
         /*  fprintf(ficgp,"%1d%1d ",i,k);*/    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         for(j=1; j <=ncovmodel; j++){  
           fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);    agelim=AGESUP;
           jk++;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           fprintf(ficgp,"\n");      /* nhstepm age range expressed in number of stepm */
         }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     }      /* if (stepm >= YEARM) hstepm=1;*/
   }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   for(jk=1; jk <=m; jk++) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
   for(i=1; i <=nlstate; i++) {      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     for(k=1; k <=(nlstate+ndeath); k++){      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       if (k != i) {  
         fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         for(j=3; j <=ncovmodel; j++)         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         fprintf(ficgp,")/(1");   
         for(k1=1; k1 <=(nlstate+ndeath); k1++)  
           if (k1 != i) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);  
             for(j=3; j <=ncovmodel; j++)      /* Computing Variances of health expectancies */
               fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
             fprintf(ficgp,")");       for(theta=1; theta <=npar; theta++){
           }        for(i=1; i<=npar; i++){ 
         fprintf(ficgp,") t \"p%d%d\" ", i,k);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        }
       }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     }    
   }        cptj=0;
 fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          for(j=1; j<= nlstate; j++){
   }          for(i=1; i<=nlstate; i++){
   fclose(ficgp);            cptj=cptj+1;
                for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 chdir(path);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     free_matrix(agev,1,maxwav,1,imx);            }
     free_ivector(wav,1,imx);          }
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        }
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);       
           
     free_imatrix(s,1,maxwav+1,1,n);        for(i=1; i<=npar; i++) 
              xp[i] = x[i] - (i==theta ?delti[theta]:0);
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     free_ivector(num,1,n);        
     free_vector(agedc,1,n);        cptj=0;
     free_vector(weight,1,n);        for(j=1; j<= nlstate; j++){
     /*free_matrix(covar,1,NCOVMAX,1,n);*/          for(i=1;i<=nlstate;i++){
     fclose(ficparo);            cptj=cptj+1;
     fclose(ficres);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
    }  
                  gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    /*________fin mle=1_________*/            }
              }
         }
          for(j=1; j<= nlstate*nlstate; j++)
     /* No more information from the sample is required now */          for(h=0; h<=nhstepm-1; h++){
   /* Reads comments: lines beginning with '#' */            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   while((c=getc(ficpar))=='#' && c!= EOF){          }
     ungetc(c,ficpar);       } 
     fgets(line, MAXLINE, ficpar);     
     puts(line);  /* End theta */
     fputs(line,ficparo);  
   }       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   ungetc(c,ficpar);  
         for(h=0; h<=nhstepm-1; h++)
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        for(j=1; j<=nlstate*nlstate;j++)
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          for(theta=1; theta <=npar; theta++)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            trgradg[h][j][theta]=gradg[h][theta][j];
 /*--------- index.htm --------*/       
   
   if((fichtm=fopen("index.htm","w"))==NULL)    {       for(i=1;i<=nlstate*nlstate;i++)
     printf("Problem with index.htm \n");goto end;        for(j=1;j<=nlstate*nlstate;j++)
   }          varhe[i][j][(int)age] =0.;
   
  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n       printf("%d|",(int)age);fflush(stdout);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>       for(h=0;h<=nhstepm-1;h++){
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        for(k=0;k<=nhstepm-1;k++){
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          for(i=1;i<=nlstate*nlstate;i++)
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            for(j=1;j<=nlstate*nlstate;j++)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);        }
       }
  fprintf(fichtm," <li>Graphs</li>\n<p>");      /* Computing expectancies */
       for(i=1; i<=nlstate;i++)
  m=cptcovn;        for(j=1; j<=nlstate;j++)
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
  j1=0;            
  for(k1=1; k1<=m;k1++){  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
    for(i1=1; i1<=ncodemax[k1];i1++){  
        j1++;          }
        if (cptcovn > 0) {  
          fprintf(fichtm,"<hr>************ Results for covariates");      fprintf(ficreseij,"%3.0f",age );
          for (cpt=1; cpt<=cptcovn;cpt++)      cptj=0;
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);      for(i=1; i<=nlstate;i++)
          fprintf(fichtm," ************\n<hr>");        for(j=1; j<=nlstate;j++){
        }          cptj++;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            }
        for(cpt=1; cpt<nlstate;cpt++){      fprintf(ficreseij,"\n");
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>     
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
        }      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     for(cpt=1; cpt<=nlstate;cpt++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 interval) in state (%d): v%s%d%d.gif <br>      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      }
      }    printf("\n");
      for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficlog,"\n");
         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);    free_vector(xp,1,npar);
      }    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 health expectancies in states (1) and (2): e%s%d.gif<br>    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);  }
 fprintf(fichtm,"\n</body>");  
    }  /************ Variance ******************/
  }  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
 fclose(fichtm);  {
     /* Variance of health expectancies */
   /*--------------- Prevalence limit --------------*/    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
      /* double **newm;*/
   strcpy(filerespl,"pl");    double **dnewm,**doldm;
   strcat(filerespl,fileres);    double **dnewmp,**doldmp;
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    int i, j, nhstepm, hstepm, h, nstepm ;
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    int k, cptcode;
   }    double *xp;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    double **gp, **gm;  /* for var eij */
   fprintf(ficrespl,"#Prevalence limit\n");    double ***gradg, ***trgradg; /*for var eij */
   fprintf(ficrespl,"#Age ");    double **gradgp, **trgradgp; /* for var p point j */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    double *gpp, *gmp; /* for var p point j */
   fprintf(ficrespl,"\n");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
      double ***p3mat;
   prlim=matrix(1,nlstate,1,nlstate);    double age,agelim, hf;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double ***mobaverage;
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    int theta;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    char digit[4];
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    char digitp[25];
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
   k=0;    char fileresprobmorprev[FILENAMELENGTH];
   agebase=agemin;  
   agelim=agemax;    if(popbased==1){
   ftolpl=1.e-10;      if(mobilav!=0)
   i1=cptcovn;        strcpy(digitp,"-populbased-mobilav-");
   if (cptcovn < 1){i1=1;}      else strcpy(digitp,"-populbased-nomobil-");
     }
   for(cptcov=1;cptcov<=i1;cptcov++){    else 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      strcpy(digitp,"-stablbased-");
         k=k+1;  
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    if (mobilav!=0) {
         fprintf(ficrespl,"\n#****** ");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         for(j=1;j<=cptcovn;j++)      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         fprintf(ficrespl,"******\n");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
              }
         for (age=agebase; age<=agelim; age++){    }
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );    strcpy(fileresprobmorprev,"prmorprev"); 
           for(i=1; i<=nlstate;i++)    sprintf(digit,"%-d",ij);
           fprintf(ficrespl," %.5f", prlim[i][i]);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           fprintf(ficrespl,"\n");    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         }    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
       }    strcat(fileresprobmorprev,fileres);
     }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   fclose(ficrespl);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   /*------------- h Pij x at various ages ------------*/      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
      }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
   }    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
   printf("Computing pij: result on file '%s' \n", filerespij);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
        fprintf(ficresprobmorprev," p.%-d SE",j);
   stepsize=(int) (stepm+YEARM-1)/YEARM;      for(i=1; i<=nlstate;i++)
   if (stepm<=24) stepsize=2;        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }  
   agelim=AGESUP;    fprintf(ficresprobmorprev,"\n");
   hstepm=stepsize*YEARM; /* Every year of age */    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
        fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
   k=0;      exit(0);
   for(cptcov=1;cptcov<=i1;cptcov++){    }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    else{
       k=k+1;      fprintf(ficgp,"\n# Routine varevsij");
         fprintf(ficrespij,"\n#****** ");    }
         for(j=1;j<=cptcovn;j++)    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      printf("Problem with html file: %s\n", optionfilehtm);
         fprintf(ficrespij,"******\n");      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
              exit(0);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    }
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    else{
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      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");
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
           oldm=oldms;savm=savms;    }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           fprintf(ficrespij,"# Age");  
           for(i=1; i<=nlstate;i++)    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");
             for(j=1; j<=nlstate+ndeath;j++)    fprintf(ficresvij,"# Age");
               fprintf(ficrespij," %1d-%1d",i,j);    for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"\n");      for(j=1; j<=nlstate;j++)
           for (h=0; h<=nhstepm; h++){        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    fprintf(ficresvij,"\n");
             for(i=1; i<=nlstate;i++)  
               for(j=1; j<=nlstate+ndeath;j++)    xp=vector(1,npar);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    dnewm=matrix(1,nlstate,1,npar);
             fprintf(ficrespij,"\n");    doldm=matrix(1,nlstate,1,nlstate);
           }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           fprintf(ficrespij,"\n");  
         }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     }    gpp=vector(nlstate+1,nlstate+ndeath);
   }    gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   fclose(ficrespij);    
     if(estepm < stepm){
   /*---------- Health expectancies and variances ------------*/      printf ("Problem %d lower than %d\n",estepm, stepm);
     }
   strcpy(filerest,"t");    else  hstepm=estepm;   
   strcat(filerest,fileres);    /* For example we decided to compute the life expectancy with the smallest unit */
   if((ficrest=fopen(filerest,"w"))==NULL) {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;       nhstepm is the number of hstepm from age to agelim 
   }       nstepm is the number of stepm from age to agelin. 
   printf("Computing Total LEs with variances: file '%s' \n", filerest);       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
   strcpy(filerese,"e");       survival function given by stepm (the optimization length). Unfortunately it
   strcat(filerese,fileres);       means that if the survival funtion is printed every two years of age and if
   if((ficreseij=fopen(filerese,"w"))==NULL) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);       results. So we changed our mind and took the option of the best precision.
   }    */
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
  strcpy(fileresv,"v");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   strcat(fileresv,fileres);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);      gp=matrix(0,nhstepm,1,nlstate);
       gm=matrix(0,nhstepm,1,nlstate);
   k=0;  
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      for(theta=1; theta <=npar; theta++){
       k=k+1;        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       fprintf(ficrest,"\n#****** ");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       for(j=1;j<=cptcovn;j++)        }
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficrest,"******\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
       fprintf(ficreseij,"\n#****** ");        if (popbased==1) {
       for(j=1;j<=cptcovn;j++)          if(mobilav ==0){
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);            for(i=1; i<=nlstate;i++)
       fprintf(ficreseij,"******\n");              prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
       fprintf(ficresvij,"\n#****** ");            for(i=1; i<=nlstate;i++)
       for(j=1;j<=cptcovn;j++)              prlim[i][i]=mobaverage[(int)age][i][ij];
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          }
       fprintf(ficresvij,"******\n");        }
     
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        for(j=1; j<= nlstate; j++){
       oldm=oldms;savm=savms;          for(h=0; h<=nhstepm; h++){
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
       oldm=oldms;savm=savms;          }
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        }
              /* This for computing probability of death (h=1 means
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");           computed over hstepm matrices product = hstepm*stepm months) 
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);           as a weighted average of prlim.
       fprintf(ficrest,"\n");        */
                for(j=nlstate+1;j<=nlstate+ndeath;j++){
       hf=1;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
       if (stepm >= YEARM) hf=stepm/YEARM;            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       epj=vector(1,nlstate+1);        }    
       for(age=bage; age <=fage ;age++){        /* end probability of death */
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         fprintf(ficrest," %.0f",age);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           }   
           epj[nlstate+1] +=epj[j];        if (popbased==1) {
         }          if(mobilav ==0){
         for(i=1, vepp=0.;i <=nlstate;i++)            for(i=1; i<=nlstate;i++)
           for(j=1;j <=nlstate;j++)              prlim[i][i]=probs[(int)age][i][ij];
             vepp += vareij[i][j][(int)age];          }else{ /* mobilav */ 
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));            for(i=1; i<=nlstate;i++)
         for(j=1;j <=nlstate;j++){              prlim[i][i]=mobaverage[(int)age][i][ij];
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          }
         }        }
         fprintf(ficrest,"\n");  
       }        for(j=1; j<= nlstate; j++){
     }          for(h=0; h<=nhstepm; h++){
   }            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                      gm[h][j] += prlim[i][i]*p3mat[i][j][h];
  fclose(ficreseij);          }
  fclose(ficresvij);        }
   fclose(ficrest);        /* This for computing probability of death (h=1 means
   fclose(ficpar);           computed over hstepm matrices product = hstepm*stepm months) 
   free_vector(epj,1,nlstate+1);           as a weighted average of prlim.
   /*  scanf("%d ",i); */        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
   /*------- Variance limit prevalence------*/            for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
 strcpy(fileresvpl,"vpl");        }    
   strcat(fileresvpl,fileres);        /* end probability of death */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);        for(j=1; j<= nlstate; j++) /* vareij */
     exit(0);          for(h=0; h<=nhstepm; h++){
   }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);          }
   
  k=0;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
  for(cptcov=1;cptcov<=i1;cptcov++){          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        }
      k=k+1;  
      fprintf(ficresvpl,"\n#****** ");      } /* End theta */
      for(j=1;j<=cptcovn;j++)  
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
      fprintf(ficresvpl,"******\n");  
            for(h=0; h<=nhstepm; h++) /* veij */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        for(j=1; j<=nlstate;j++)
      oldm=oldms;savm=savms;          for(theta=1; theta <=npar; theta++)
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            trgradg[h][j][theta]=gradg[h][theta][j];
    }  
  }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
   fclose(ficresvpl);          trgradgp[j][theta]=gradgp[theta][j];
     
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        for(i=1;i<=nlstate;i++)
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=1;j<=nlstate;j++)
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          vareij[i][j][(int)age] =0.;
    
        for(h=0;h<=nhstepm;h++){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);        for(k=0;k<=nhstepm;k++){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          for(i=1;i<=nlstate;i++)
              for(j=1;j<=nlstate;j++)
   free_matrix(matcov,1,npar,1,npar);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   free_vector(delti,1,npar);        }
        }
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    
       /* pptj */
   printf("End of Imach\n");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
        for(j=nlstate+1;j<=nlstate+ndeath;j++)
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/        for(i=nlstate+1;i<=nlstate+ndeath;i++)
   /*printf("Total time was %d uSec.\n", total_usecs);*/          varppt[j][i]=doldmp[j][i];
   /*------ End -----------*/      /* end ppptj */
       /*  x centered again */
  end:      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 #ifdef windows      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
  chdir(pathcd);   
 #endif      if (popbased==1) {
  system("wgnuplot ../gp37mgw/graph.plt");        if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
 #ifdef windows            prlim[i][i]=probs[(int)age][i][ij];
   while (z[0] != 'q') {        }else{ /* mobilav */ 
     chdir(pathcd);          for(i=1; i<=nlstate;i++)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");            prlim[i][i]=mobaverage[(int)age][i][ij];
     scanf("%s",z);        }
     if (z[0] == 'c') system("./imach");      }
     else if (z[0] == 'e') {               
       chdir(path);      /* This for computing probability of death (h=1 means
       system("index.htm");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     }         as a weighted average of prlim.
     else if (z[0] == 'q') exit(0);      */
   }      for(j=nlstate+1;j<=nlstate+ndeath;j++){
 #endif        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\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)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
     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);
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
     fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fclose(ficgp);
     fclose(fichtm);
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     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;
     int jj;
     int numlinepar=0; /* Current linenumber of parameter file */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[132],pathc[132],pathcd[132],pathtot[132],model[132];
     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];
     char *strt, *strtend;
     char *stratrunc;
     int lstra;
   
     long total_usecs;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strt=asctime(&tm);
   /*  printf("Localtime (at start)=%s",strt); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strt);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strt=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strt); 
   */
   
     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, 132)!= 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,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%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\n%s",version,fullversion);
     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);
     printf("Localtime (at start)=%s",strt); 
     fprintf(ficlog,"Localtime (at start)=%s",strt); 
     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);
       fflush(ficlog);
       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);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     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);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     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);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting 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=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     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) */
   
     globpr=0; /* To get ipmx number of contributions and sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     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_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- 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 */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strtend=asctime(&tm);
     printf("Localtime at start %s and at end=%s",strt, strtend); 
     fprintf(ficlog,"Localtime at start %s and at end=%s",strt, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     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);
     fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.2  
changed lines
  Added in v.1.85


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