Diff for /imach/src/imach.c between versions 1.6 and 1.92

version 1.6, 2001/05/02 17:47:10 version 1.92, 2003/06/25 16:30:45
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 1.92  2003/06/25 16:30:45  brouard
   individuals from different ages are interviewed on their health status    (Module): On windows (cygwin) function asctime_r doesn't
   or degree of  disability. At least a second wave of interviews    exist so I changed back to asctime which exists.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.91  2003/06/25 15:30:29  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Duplicated warning errors corrected.
   of life states). More degrees you consider, more time is necessary to    (Repository): Elapsed time after each iteration is now output. It
   reach the Maximum Likelihood of the parameters involved in the model.    helps to forecast when convergence will be reached. Elapsed time
   The simplest model is the multinomial logistic model where pij is    is stamped in powell.  We created a new html file for the graphs
   the probabibility to be observed in state j at the second wave conditional    concerning matrix of covariance. It has extension -cov.htm.
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.90  2003/06/24 12:34:15  brouard
   is a covariate. If you want to have a more complex model than "constant and    (Module): Some bugs corrected for windows. Also, when
   age", you should modify the program where the markup    mle=-1 a template is output in file "or"mypar.txt with the design
     *Covariates have to be included here again* invites you to do it.    of the covariance matrix to be input.
   More covariates you add, less is the speed of the convergence.  
     Revision 1.89  2003/06/24 12:30:52  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Some bugs corrected for windows. Also, when
   delay between waves is not identical for each individual, or if some    mle=-1 a template is output in file "or"mypar.txt with the design
   individual missed an interview, the information is not rounded or lost, but    of the covariance matrix to be input.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.88  2003/06/23 17:54:56  brouard
   observed in state i at age x+h conditional to the observed state i at age    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.87  2003/06/18 12:26:01  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    Version 0.96
   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.    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
   Also this programme outputs the covariance matrix of the parameters but also    routine fileappend.
   of the life expectancies. It also computes the prevalence limits.  
      Revision 1.85  2003/06/17 13:12:43  brouard
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    * imach.c (Repository): Check when date of death was earlier that
            Institut national d'études démographiques, Paris.    current date of interview. It may happen when the death was just
   This software have been partly granted by Euro-REVES, a concerted action    prior to the death. In this case, dh was negative and likelihood
   from the European Union.    was wrong (infinity). We still send an "Error" but patch by
   It is copyrighted identically to a GNU software product, ie programme and    assuming that the date of death was just one stepm after the
   software can be distributed freely for non commercial use. Latest version    interview.
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): Because some people have very long ID (first column)
   **********************************************************************/    we changed int to long in num[] and we added a new lvector for
      memory allocation. But we also truncated to 8 characters (left
 #include <math.h>    truncation)
 #include <stdio.h>    (Repository): No more line truncation errors.
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.84  2003/06/13 21:44:43  brouard
     * imach.c (Repository): Replace "freqsummary" at a correct
 #define MAXLINE 256    place. It differs from routine "prevalence" which may be called
 #define FILENAMELENGTH 80    many times. Probs is memory consuming and must be used with
 /*#define DEBUG*/    parcimony.
 #define windows    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */  
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
 #define NINTERVMAX 8  
 #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 */     Interpolated Markov Chain
 #define MAXN 20000  
 #define YEARM 12. /* Number of months per year */    Short summary of the programme:
 #define AGESUP 130    
 #define AGEBASE 40    This program computes Healthy Life Expectancies from
     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
 int nvar;    interviewed on their health status or degree of disability (in the
 static int cptcov;    case of a health survey which is our main interest) -2- at least a
 int cptcovn, cptcovage=0;    second wave of interviews ("longitudinal") which measure each change
 int npar=NPARMAX;    (if any) in individual health status.  Health expectancies are
 int nlstate=2; /* Number of live states */    computed from the time spent in each health state according to a
 int ndeath=1; /* Number of dead states */    model. More health states you consider, more time is necessary to reach the
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
 int *wav; /* Number of waves for this individuual 0 is possible */    probability to be observed in state j at the second wave
 int maxwav; /* Maxim number of waves */    conditional to be observed in state i at the first wave. Therefore
 int mle, weightopt;    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    'age' is age and 'sex' is a covariate. If you want to have a more
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    complex model than "constant and age", you should modify the program
 double **oldm, **newm, **savm; /* Working pointers to matrices */    where the markup *Covariates have to be included here again* invites
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    you to do it.  More covariates you add, slower the
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    convergence.
 FILE *ficgp, *fichtm;  
 FILE *ficreseij;    The advantage of this computer programme, compared to a simple
   char filerese[FILENAMELENGTH];    multinomial logistic model, is clear when the delay between waves is not
  FILE  *ficresvij;    identical for each individual. Also, if a individual missed an
   char fileresv[FILENAMELENGTH];    intermediate interview, the information is lost, but taken into
  FILE  *ficresvpl;    account using an interpolation or extrapolation.  
   char fileresvpl[FILENAMELENGTH];  
     hPijx is the probability to be observed in state i at age x+h
 #define NR_END 1    conditional to the observed state i at age x. The delay 'h' can be
 #define FREE_ARG char*    split into an exact number (nh*stepm) of unobserved intermediate
 #define FTOL 1.0e-10    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 #define NRANSI    matrix is simply the matrix product of nh*stepm elementary matrices
 #define ITMAX 200    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define TOL 2.0e-4  
     Also this programme outputs the covariance matrix of the parameters but also
 #define CGOLD 0.3819660    of the life expectancies. It also computes the stable prevalence. 
 #define ZEPS 1.0e-10    
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
 #define GOLD 1.618034    This software have been partly granted by Euro-REVES, a concerted action
 #define GLIMIT 100.0    from the European Union.
 #define TINY 1.0e-20    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 static double maxarg1,maxarg2;    can be accessed at http://euroreves.ined.fr/imach .
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
      or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    
 #define rint(a) floor(a+0.5)    **********************************************************************/
   /*
 static double sqrarg;    main
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    read parameterfile
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    read datafile
     concatwav
 int imx;    freqsummary
 int stepm;    if (mle >= 1)
 /* Stepm, step in month: minimum step interpolation*/      mlikeli
     print results files
 int m,nb;    if mle==1 
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;       computes hessian
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    read end of parameter file: agemin, agemax, bage, fage, estepm
 double **pmmij;        begin-prev-date,...
     open gnuplot file
 double *weight;    open html file
 int **s; /* Status */    stable prevalence
 double *agedc, **covar, idx;     for age prevalim()
 int **nbcode, *Tcode, *Tvar, **codtab;    h Pij x
     variance of p varprob
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    forecasting if prevfcast==1 prevforecast call prevalence()
 double ftolhess; /* Tolerance for computing hessian */    health expectancies
     Variance-covariance of DFLE
     prevalence()
 static  int split( char *path, char *dirc, char *name )     movingaverage()
 {    varevsij() 
    char *s;                             /* pointer */    if popbased==1 varevsij(,popbased)
    int  l1, l2;                         /* length counters */    total life expectancies
     Variance of stable prevalence
    l1 = strlen( path );                 /* length of path */   end
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  */
    s = strrchr( path, '\\' );           /* find last / */  
    if ( s == NULL ) {                   /* no directory, so use current */  
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );   
   #include <math.h>
       if ( getwd( dirc ) == NULL ) {  #include <stdio.h>
 #else  #include <stdlib.h>
       extern char       *getcwd( );  #include <unistd.h>
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #include <sys/time.h>
 #endif  #include <time.h>
          return( GLOCK_ERROR_GETCWD );  #include "timeval.h"
       }  
       strcpy( name, path );             /* we've got it */  #define MAXLINE 256
    } else {                             /* strip direcotry from path */  #define GNUPLOTPROGRAM "gnuplot"
       s++;                              /* after this, the filename */  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       l2 = strlen( s );                 /* length of filename */  #define FILENAMELENGTH 132
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  /*#define DEBUG*/
       strcpy( name, s );                /* save file name */  /*#define windows*/
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
       dirc[l1-l2] = 0;                  /* add zero */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    }  
    l1 = strlen( dirc );                 /* length of directory */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
    return( 0 );                         /* we're done */  
 }  #define NINTERVMAX 8
   #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
 void replace(char *s, char*t)  #define YEARM 12. /* Number of months per year */
 {  #define AGESUP 130
   int i;  #define AGEBASE 40
   int lg=20;  #ifdef unix
   i=0;  #define DIRSEPARATOR '/'
   lg=strlen(t);  #define ODIRSEPARATOR '\\'
   for(i=0; i<= lg; i++) {  #else
     (s[i] = t[i]);  #define DIRSEPARATOR '\\'
     if (t[i]== '\\') s[i]='/';  #define ODIRSEPARATOR '/'
   }  #endif
 }  
   /* $Id$ */
 int nbocc(char *s, char occ)  /* $State$ */
 {  
   int i,j=0;  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
   int lg=20;  char fullversion[]="$Revision$ $Date$"; 
   i=0;  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   lg=strlen(s);  int nvar;
   for(i=0; i<= lg; i++) {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   if  (s[i] == occ ) j++;  int npar=NPARMAX;
   }  int nlstate=2; /* Number of live states */
   return j;  int ndeath=1; /* Number of dead states */
 }  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 void cutv(char *u,char *v, char*t, char occ)  
 {  int *wav; /* Number of waves for this individuual 0 is possible */
   int i,lg,j,p=0;  int maxwav; /* Maxim number of waves */
   i=0;  int jmin, jmax; /* min, max spacing between 2 waves */
   for(j=0; j<=strlen(t)-1; j++) {  int gipmx, gsw; /* Global variables on the number of contributions 
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;                     to the likelihood and the sum of weights (done by funcone)*/
   }  int mle, weightopt;
   int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   lg=strlen(t);  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   for(j=0; j<p; j++) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
     (u[j] = t[j]);             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   }  double jmean; /* Mean space between 2 waves */
      u[p]='\0';  double **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
    for(j=0; j<= lg; j++) {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE *ficlog, *ficrespow;
   }  int globpr; /* Global variable for printing or not */
 }  double fretone; /* Only one call to likelihood */
   long ipmx; /* Number of contributions */
 /********************** nrerror ********************/  double sw; /* Sum of weights */
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 void nrerror(char error_text[])  FILE *ficresilk;
 {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   fprintf(stderr,"ERREUR ...\n");  FILE *ficresprobmorprev;
   fprintf(stderr,"%s\n",error_text);  FILE *fichtm, *fichtmcov; /* Html File */
   exit(1);  FILE *ficreseij;
 }  char filerese[FILENAMELENGTH];
 /*********************** vector *******************/  FILE  *ficresvij;
 double *vector(int nl, int nh)  char fileresv[FILENAMELENGTH];
 {  FILE  *ficresvpl;
   double *v;  char fileresvpl[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char title[MAXLINE];
   if (!v) nrerror("allocation failure in vector");  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   return v-nl+NR_END;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 }  char tmpout[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
 /************************ free vector ******************/  int  outcmd=0;
 void free_vector(double*v, int nl, int nh)  
 {  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  char lfileres[FILENAMELENGTH];
 }  char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
 /************************ivector *******************************/  char fileregp[FILENAMELENGTH];
 int *ivector(long nl,long nh)  char popfile[FILENAMELENGTH];
 {  
   int *v;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   return v-nl+NR_END;  struct timezone tzp;
 }  extern int gettimeofday();
   struct tm tmg, tm, tmf, *gmtime(), *localtime();
 /******************free ivector **************************/  long time_value;
 void free_ivector(int *v, long nl, long nh)  extern long time();
 {  char strcurr[80], strfor[80];
   free((FREE_ARG)(v+nl-NR_END));  
 }  #define NR_END 1
   #define FREE_ARG char*
 /******************* imatrix *******************************/  #define FTOL 1.0e-10
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define NRANSI 
 {  #define ITMAX 200 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  #define TOL 2.0e-4 
    
   /* allocate pointers to rows */  #define CGOLD 0.3819660 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define ZEPS 1.0e-10 
   if (!m) nrerror("allocation failure 1 in matrix()");  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   m += NR_END;  
   m -= nrl;  #define GOLD 1.618034 
    #define GLIMIT 100.0 
    #define TINY 1.0e-20 
   /* allocate rows and set pointers to them */  
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  static double maxarg1,maxarg2;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   m[nrl] += NR_END;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   m[nrl] -= ncl;    
    #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define rint(a) floor(a+0.5)
    
   /* return pointer to array of pointers to rows */  static double sqrarg;
   return m;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 }  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   
 /****************** free_imatrix *************************/  int imx; 
 void free_imatrix(m,nrl,nrh,ncl,nch)  int stepm;
       int **m;  /* Stepm, step in month: minimum step interpolation*/
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */  int estepm;
 {  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  int m,nb;
 }  long *num;
   int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 /******************* matrix *******************************/  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 double **matrix(long nrl, long nrh, long ncl, long nch)  double **pmmij, ***probs;
 {  double dateintmean=0;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  double *weight;
   int **s; /* Status */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double *agedc, **covar, idx;
   if (!m) nrerror("allocation failure 1 in matrix()");  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   m += NR_END;  
   m -= nrl;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /**************** split *************************/
   m[nrl] += NR_END;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m[nrl] -= ncl;  {
     char  *ss;                            /* pointer */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int   l1, l2;                         /* length counters */
   return m;  
 }    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 /*************************free matrix ************************/    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    if ( ss == NULL ) {                   /* no directory, so use current */
 {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   free((FREE_ARG)(m[nrl]+ncl-NR_END));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   free((FREE_ARG)(m+nrl-NR_END));      /* get current working directory */
 }      /*    extern  char* getcwd ( char *buf , int len);*/
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 /******************* ma3x *******************************/        return( GLOCK_ERROR_GETCWD );
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      }
 {      strcpy( name, path );               /* we've got it */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    } else {                              /* strip direcotry from path */
   double ***m;      ss++;                               /* after this, the filename */
       l2 = strlen( ss );                  /* length of filename */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!m) nrerror("allocation failure 1 in matrix()");      strcpy( name, ss );         /* save file name */
   m += NR_END;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   m -= nrl;      dirc[l1-l2] = 0;                    /* add zero */
     }
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    l1 = strlen( dirc );                  /* length of directory */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    /*#ifdef windows
   m[nrl] += NR_END;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m[nrl] -= ncl;  #else
     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #endif
     */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    ss = strrchr( name, '.' );            /* find last / */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    ss++;
   m[nrl][ncl] += NR_END;    strcpy(ext,ss);                       /* save extension */
   m[nrl][ncl] -= nll;    l1= strlen( name);
   for (j=ncl+1; j<=nch; j++)    l2= strlen(ss)+1;
     m[nrl][j]=m[nrl][j-1]+nlay;    strncpy( finame, name, l1-l2);
      finame[l1-l2]= 0;
   for (i=nrl+1; i<=nrh; i++) {    return( 0 );                          /* we're done */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  }
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  
   }  /******************************************/
   return m;  
 }  void replace_back_to_slash(char *s, char*t)
   {
 /*************************free ma3x ************************/    int i;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    int lg=0;
 {    i=0;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    lg=strlen(t);
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    for(i=0; i<= lg; i++) {
   free((FREE_ARG)(m+nrl-NR_END));      (s[i] = t[i]);
 }      if (t[i]== '\\') s[i]='/';
     }
 /***************** f1dim *************************/  }
 extern int ncom;  
 extern double *pcom,*xicom;  int nbocc(char *s, char occ)
 extern double (*nrfunc)(double []);  {
      int i,j=0;
 double f1dim(double x)    int lg=20;
 {    i=0;
   int j;    lg=strlen(s);
   double f;    for(i=0; i<= lg; i++) {
   double *xt;    if  (s[i] == occ ) j++;
      }
   xt=vector(1,ncom);    return j;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  }
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  void cutv(char *u,char *v, char*t, char occ)
   return f;  {
 }    /* cuts string t into u and v where u is ended by char occ excluding it
        and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 /*****************brent *************************/       gives u="abcedf" and v="ghi2j" */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    int i,lg,j,p=0;
 {    i=0;
   int iter;    for(j=0; j<=strlen(t)-1; j++) {
   double a,b,d,etemp;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   double fu,fv,fw,fx;    }
   double ftemp;  
   double p,q,r,tol1,tol2,u,v,w,x,xm;    lg=strlen(t);
   double e=0.0;    for(j=0; j<p; j++) {
        (u[j] = t[j]);
   a=(ax < cx ? ax : cx);    }
   b=(ax > cx ? ax : cx);       u[p]='\0';
   x=w=v=bx;  
   fw=fv=fx=(*f)(x);     for(j=0; j<= lg; j++) {
   for (iter=1;iter<=ITMAX;iter++) {      if (j>=(p+1))(v[j-p-1] = t[j]);
     xm=0.5*(a+b);    }
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  }
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);  /********************** nrerror ********************/
 #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);  void nrerror(char error_text[])
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  {
 #endif    fprintf(stderr,"ERREUR ...\n");
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    fprintf(stderr,"%s\n",error_text);
       *xmin=x;    exit(EXIT_FAILURE);
       return fx;  }
     }  /*********************** vector *******************/
     ftemp=fu;  double *vector(int nl, int nh)
     if (fabs(e) > tol1) {  {
       r=(x-w)*(fx-fv);    double *v;
       q=(x-v)*(fx-fw);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       p=(x-v)*q-(x-w)*r;    if (!v) nrerror("allocation failure in vector");
       q=2.0*(q-r);    return v-nl+NR_END;
       if (q > 0.0) p = -p;  }
       q=fabs(q);  
       etemp=e;  /************************ free vector ******************/
       e=d;  void free_vector(double*v, int nl, int nh)
       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));    free((FREE_ARG)(v+nl-NR_END));
       else {  }
         d=p/q;  
         u=x+d;  /************************ivector *******************************/
         if (u-a < tol2 || b-u < tol2)  int *ivector(long nl,long nh)
           d=SIGN(tol1,xm-x);  {
       }    int *v;
     } else {    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!v) nrerror("allocation failure in ivector");
     }    return v-nl+NR_END;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  
     if (fu <= fx) {  /******************free ivector **************************/
       if (u >= x) a=x; else b=x;  void free_ivector(int *v, long nl, long nh)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    free((FREE_ARG)(v+nl-NR_END));
         } else {  }
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {  /************************lvector *******************************/
             v=w;  long *lvector(long nl,long nh)
             w=u;  {
             fv=fw;    long *v;
             fw=fu;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
           } else if (fu <= fv || v == x || v == w) {    if (!v) nrerror("allocation failure in ivector");
             v=u;    return v-nl+NR_END;
             fv=fu;  }
           }  
         }  /******************free lvector **************************/
   }  void free_lvector(long *v, long nl, long nh)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    free((FREE_ARG)(v+nl-NR_END));
   return fx;  }
 }  
   /******************* imatrix *******************************/
 /****************** mnbrak ***********************/  int **imatrix(long nrl, long nrh, long ncl, long nch) 
        /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  { 
             double (*func)(double))    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 {    int **m; 
   double ulim,u,r,q, dum;    
   double fu;    /* allocate pointers to rows */ 
      m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   *fa=(*func)(*ax);    if (!m) nrerror("allocation failure 1 in matrix()"); 
   *fb=(*func)(*bx);    m += NR_END; 
   if (*fb > *fa) {    m -= nrl; 
     SHFT(dum,*ax,*bx,dum)    
       SHFT(dum,*fb,*fa,dum)    
       }    /* allocate rows and set pointers to them */ 
   *cx=(*bx)+GOLD*(*bx-*ax);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   *fc=(*func)(*cx);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   while (*fb > *fc) {    m[nrl] += NR_END; 
     r=(*bx-*ax)*(*fb-*fc);    m[nrl] -= ncl; 
     q=(*bx-*cx)*(*fb-*fa);    
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    
     ulim=(*bx)+GLIMIT*(*cx-*bx);    /* return pointer to array of pointers to rows */ 
     if ((*bx-u)*(u-*cx) > 0.0) {    return m; 
       fu=(*func)(u);  } 
     } else if ((*cx-u)*(u-ulim) > 0.0) {  
       fu=(*func)(u);  /****************** free_imatrix *************************/
       if (fu < *fc) {  void free_imatrix(m,nrl,nrh,ncl,nch)
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))        int **m;
           SHFT(*fb,*fc,fu,(*func)(u))        long nch,ncl,nrh,nrl; 
           }       /* free an int matrix allocated by imatrix() */ 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  { 
       u=ulim;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       fu=(*func)(u);    free((FREE_ARG) (m+nrl-NR_END)); 
     } else {  } 
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);  /******************* matrix *******************************/
     }  double **matrix(long nrl, long nrh, long ncl, long nch)
     SHFT(*ax,*bx,*cx,u)  {
       SHFT(*fa,*fb,*fc,fu)    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       }    double **m;
 }  
     m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 /*************** linmin ************************/    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 int ncom;    m -= nrl;
 double *pcom,*xicom;  
 double (*nrfunc)(double []);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
      if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    m[nrl] += NR_END;
 {    m[nrl] -= ncl;
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double f1dim(double x);    return m;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
               double *fc, double (*func)(double));     */
   int j;  }
   double xx,xmin,bx,ax;  
   double fx,fb,fa;  /*************************free matrix ************************/
    void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   ncom=n;  {
   pcom=vector(1,n);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   xicom=vector(1,n);    free((FREE_ARG)(m+nrl-NR_END));
   nrfunc=func;  }
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];  /******************* ma3x *******************************/
     xicom[j]=xi[j];  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   }  {
   ax=0.0;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   xx=1.0;    double ***m;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 #ifdef DEBUG    if (!m) nrerror("allocation failure 1 in matrix()");
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    m += NR_END;
 #endif    m -= nrl;
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     p[j] += xi[j];    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   }    m[nrl] += NR_END;
   free_vector(xicom,1,n);    m[nrl] -= ncl;
   free_vector(pcom,1,n);  
 }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   
 /*************** powell ************************/    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
             double (*func)(double []))    m[nrl][ncl] += NR_END;
 {    m[nrl][ncl] -= nll;
   void linmin(double p[], double xi[], int n, double *fret,    for (j=ncl+1; j<=nch; j++) 
               double (*func)(double []));      m[nrl][j]=m[nrl][j-1]+nlay;
   int i,ibig,j;    
   double del,t,*pt,*ptt,*xit;    for (i=nrl+1; i<=nrh; i++) {
   double fp,fptt;      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   double *xits;      for (j=ncl+1; j<=nch; j++) 
   pt=vector(1,n);        m[i][j]=m[i][j-1]+nlay;
   ptt=vector(1,n);    }
   xit=vector(1,n);    return m; 
   xits=vector(1,n);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   *fret=(*func)(p);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   for (j=1;j<=n;j++) pt[j]=p[j];    */
   for (*iter=1;;++(*iter)) {  }
     fp=(*fret);  
     ibig=0;  /*************************free ma3x ************************/
     del=0.0;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  {
     for (i=1;i<=n;i++)    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       printf(" %d %.12f",i, p[i]);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     printf("\n");    free((FREE_ARG)(m+nrl-NR_END));
     for (i=1;i<=n;i++) {  }
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  
       fptt=(*fret);  /***************** f1dim *************************/
 #ifdef DEBUG  extern int ncom; 
       printf("fret=%lf \n",*fret);  extern double *pcom,*xicom;
 #endif  extern double (*nrfunc)(double []); 
       printf("%d",i);fflush(stdout);   
       linmin(p,xit,n,fret,func);  double f1dim(double x) 
       if (fabs(fptt-(*fret)) > del) {  { 
         del=fabs(fptt-(*fret));    int j; 
         ibig=i;    double f;
       }    double *xt; 
 #ifdef DEBUG   
       printf("%d %.12e",i,(*fret));    xt=vector(1,ncom); 
       for (j=1;j<=n;j++) {    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    f=(*nrfunc)(xt); 
         printf(" x(%d)=%.12e",j,xit[j]);    free_vector(xt,1,ncom); 
       }    return f; 
       for(j=1;j<=n;j++)  } 
         printf(" p=%.12e",p[j]);  
       printf("\n");  /*****************brent *************************/
 #endif  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     }  { 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    int iter; 
 #ifdef DEBUG    double a,b,d,etemp;
       int k[2],l;    double fu,fv,fw,fx;
       k[0]=1;    double ftemp;
       k[1]=-1;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       printf("Max: %.12e",(*func)(p));    double e=0.0; 
       for (j=1;j<=n;j++)   
         printf(" %.12e",p[j]);    a=(ax < cx ? ax : cx); 
       printf("\n");    b=(ax > cx ? ax : cx); 
       for(l=0;l<=1;l++) {    x=w=v=bx; 
         for (j=1;j<=n;j++) {    fw=fv=fx=(*f)(x); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    for (iter=1;iter<=ITMAX;iter++) { 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      xm=0.5*(a+b); 
         }      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       }      printf(".");fflush(stdout);
 #endif      fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       free_vector(xit,1,n);      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);
       free_vector(xits,1,n);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       free_vector(ptt,1,n);  #endif
       free_vector(pt,1,n);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       return;        *xmin=x; 
     }        return fx; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      } 
     for (j=1;j<=n;j++) {      ftemp=fu;
       ptt[j]=2.0*p[j]-pt[j];      if (fabs(e) > tol1) { 
       xit[j]=p[j]-pt[j];        r=(x-w)*(fx-fv); 
       pt[j]=p[j];        q=(x-v)*(fx-fw); 
     }        p=(x-v)*q-(x-w)*r; 
     fptt=(*func)(ptt);        q=2.0*(q-r); 
     if (fptt < fp) {        if (q > 0.0) p = -p; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        q=fabs(q); 
       if (t < 0.0) {        etemp=e; 
         linmin(p,xit,n,fret,func);        e=d; 
         for (j=1;j<=n;j++) {        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
           xi[j][ibig]=xi[j][n];          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
           xi[j][n]=xit[j];        else { 
         }          d=p/q; 
 #ifdef DEBUG          u=x+d; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          if (u-a < tol2 || b-u < tol2) 
         for(j=1;j<=n;j++)            d=SIGN(tol1,xm-x); 
           printf(" %.12e",xit[j]);        } 
         printf("\n");      } else { 
 #endif        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       }      } 
     }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   }      fu=(*f)(u); 
 }      if (fu <= fx) { 
         if (u >= x) a=x; else b=x; 
 /**** Prevalence limit ****************/        SHFT(v,w,x,u) 
           SHFT(fv,fw,fx,fu) 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)          } else { 
 {            if (u < x) a=u; else b=u; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            if (fu <= fw || w == x) { 
      matrix by transitions matrix until convergence is reached */              v=w; 
               w=u; 
   int i, ii,j,k;              fv=fw; 
   double min, max, maxmin, maxmax,sumnew=0.;              fw=fu; 
   double **matprod2();            } else if (fu <= fv || v == x || v == w) { 
   double **out, cov[NCOVMAX], **pmij();              v=u; 
   double **newm;              fv=fu; 
   double agefin, delaymax=50 ; /* Max number of years to converge */            } 
           } 
   for (ii=1;ii<=nlstate+ndeath;ii++)    } 
     for (j=1;j<=nlstate+ndeath;j++){    nrerror("Too many iterations in brent"); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    *xmin=x; 
     }    return fx; 
   } 
    cov[1]=1.;  
    /****************** mnbrak ***********************/
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     newm=savm;              double (*func)(double)) 
     /* Covariates have to be included here again */  { 
      cov[2]=agefin;    double ulim,u,r,q, dum;
      double fu; 
       for (k=1; k<=cptcovn;k++) {   
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];    *fa=(*func)(*ax); 
     *fb=(*func)(*bx); 
 /*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/    if (*fb > *fa) { 
       }      SHFT(dum,*ax,*bx,dum) 
       for (k=1; k<=cptcovage;k++)        SHFT(dum,*fb,*fa,dum) 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        } 
        *cx=(*bx)+GOLD*(*bx-*ax); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
     savm=oldm;      r=(*bx-*ax)*(*fb-*fc); 
     oldm=newm;      q=(*bx-*cx)*(*fb-*fa); 
     maxmax=0.;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     for(j=1;j<=nlstate;j++){        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       min=1.;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       max=0.;      if ((*bx-u)*(u-*cx) > 0.0) { 
       for(i=1; i<=nlstate; i++) {        fu=(*func)(u); 
         sumnew=0;      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fu=(*func)(u); 
         prlim[i][j]= newm[i][j]/(1-sumnew);        if (fu < *fc) { 
         max=FMAX(max,prlim[i][j]);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         min=FMIN(min,prlim[i][j]);            SHFT(*fb,*fc,fu,(*func)(u)) 
       }            } 
       maxmin=max-min;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       maxmax=FMAX(maxmax,maxmin);        u=ulim; 
     }        fu=(*func)(u); 
     if(maxmax < ftolpl){      } else { 
       return prlim;        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
   }      } 
 }      SHFT(*ax,*bx,*cx,u) 
         SHFT(*fa,*fb,*fc,fu) 
 /*************** transition probabilities **********/        } 
   } 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  
 {  /*************** linmin ************************/
   double s1, s2;  
   /*double t34;*/  int ncom; 
   int i,j,j1, nc, ii, jj;  double *pcom,*xicom;
   double (*nrfunc)(double []); 
     for(i=1; i<= nlstate; i++){   
     for(j=1; j<i;j++){  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  { 
         /*s2 += param[i][j][nc]*cov[nc];*/    double brent(double ax, double bx, double cx, 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];                 double (*f)(double), double tol, double *xmin); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    double f1dim(double x); 
       }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       ps[i][j]=s2;                double *fc, double (*func)(double)); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    int j; 
     }    double xx,xmin,bx,ax; 
     for(j=i+1; j<=nlstate+ndeath;j++){    double fx,fb,fa;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){   
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    ncom=n; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    pcom=vector(1,n); 
       }    xicom=vector(1,n); 
       ps[i][j]=s2;    nrfunc=func; 
     }    for (j=1;j<=n;j++) { 
   }      pcom[j]=p[j]; 
   for(i=1; i<= nlstate; i++){      xicom[j]=xi[j]; 
      s1=0;    } 
     for(j=1; j<i; j++)    ax=0.0; 
       s1+=exp(ps[i][j]);    xx=1.0; 
     for(j=i+1; j<=nlstate+ndeath; j++)    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       s1+=exp(ps[i][j]);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     ps[i][i]=1./(s1+1.);  #ifdef DEBUG
     for(j=1; j<i; j++)    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for(j=i+1; j<=nlstate+ndeath; j++)  #endif
       ps[i][j]= exp(ps[i][j])*ps[i][i];    for (j=1;j<=n;j++) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      xi[j] *= xmin; 
   } /* end i */      p[j] += xi[j]; 
     } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    free_vector(xicom,1,n); 
     for(jj=1; jj<= nlstate+ndeath; jj++){    free_vector(pcom,1,n); 
       ps[ii][jj]=0;  } 
       ps[ii][ii]=1;  
     }  char *asc_diff_time(long time_sec, char ascdiff[])
   }  {
     long sec_left, days, hours, minutes;
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    days = (time_sec) / (60*60*24);
     for(jj=1; jj<= nlstate+ndeath; jj++){    sec_left = (time_sec) % (60*60*24);
      printf("%lf ",ps[ii][jj]);    hours = (sec_left) / (60*60) ;
    }    sec_left = (sec_left) %(60*60);
     printf("\n ");    minutes = (sec_left) /60;
     }    sec_left = (sec_left) % (60);
     printf("\n ");printf("%lf ",cov[2]);*/    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 /*    return ascdiff;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  }
   goto end;*/  
     return ps;  /*************** powell ************************/
 }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
               double (*func)(double [])) 
 /**************** Product of 2 matrices ******************/  { 
     void linmin(double p[], double xi[], int n, double *fret, 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)                double (*func)(double [])); 
 {    int i,ibig,j; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    double del,t,*pt,*ptt,*xit;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    double fp,fptt;
   /* in, b, out are matrice of pointers which should have been initialized    double *xits;
      before: only the contents of out is modified. The function returns    int niterf, itmp;
      a pointer to pointers identical to out */  
   long i, j, k;    pt=vector(1,n); 
   for(i=nrl; i<= nrh; i++)    ptt=vector(1,n); 
     for(k=ncolol; k<=ncoloh; k++)    xit=vector(1,n); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    xits=vector(1,n); 
         out[i][k] +=in[i][j]*b[j][k];    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
   return out;    for (*iter=1;;++(*iter)) { 
 }      fp=(*fret); 
       ibig=0; 
       del=0.0; 
 /************* Higher Matrix Product ***************/      last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
 {      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
      duration (i.e. until      for (i=1;i<=n;i++) {
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        printf(" %d %.12f",i, p[i]);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        fprintf(ficlog," %d %.12lf",i, p[i]);
      (typically every 2 years instead of every month which is too big).        fprintf(ficrespow," %.12lf", p[i]);
      Model is determined by parameters x and covariates have to be      }
      included manually here.      printf("\n");
       fprintf(ficlog,"\n");
      */      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
   int i, j, d, h, k;        tm = *localtime(&curr_time.tv_sec);
   double **out, cov[NCOVMAX];        strcpy(strcurr,asctime(&tmf));
   double **newm;  /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time;
   /* Hstepm could be zero and should return the unit matrix */        itmp = strlen(strcurr);
   for (i=1;i<=nlstate+ndeath;i++)        if(strcurr[itmp-1]=='\n')
     for (j=1;j<=nlstate+ndeath;j++){          strcurr[itmp-1]='\0';
       oldm[i][j]=(i==j ? 1.0 : 0.0);        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       po[i][j][0]=(i==j ? 1.0 : 0.0);        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     }        for(niterf=10;niterf<=30;niterf+=10){
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   for(h=1; h <=nhstepm; h++){          tmf = *localtime(&forecast_time.tv_sec);
     for(d=1; d <=hstepm; d++){  /*      asctime_r(&tmf,strfor); */
       newm=savm;          strcpy(strfor,asctime(&tmf));
       /* Covariates have to be included here again */          itmp = strlen(strfor);
       cov[1]=1.;          if(strfor[itmp-1]=='\n')
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          strfor[itmp-1]='\0';
       if (cptcovn>0){          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     }        }
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      }
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      for (i=1;i<=n;i++) { 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        fptt=(*fret); 
       savm=oldm;  #ifdef DEBUG
       oldm=newm;        printf("fret=%lf \n",*fret);
     }        fprintf(ficlog,"fret=%lf \n",*fret);
     for(i=1; i<=nlstate+ndeath; i++)  #endif
       for(j=1;j<=nlstate+ndeath;j++) {        printf("%d",i);fflush(stdout);
         po[i][j][h]=newm[i][j];        fprintf(ficlog,"%d",i);fflush(ficlog);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        linmin(p,xit,n,fret,func); 
          */        if (fabs(fptt-(*fret)) > del) { 
       }          del=fabs(fptt-(*fret)); 
   } /* end h */          ibig=i; 
   return po;        } 
 }  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
         fprintf(ficlog,"%d %.12e",i,(*fret));
 /*************** log-likelihood *************/        for (j=1;j<=n;j++) {
 double func( double *x)          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 {          printf(" x(%d)=%.12e",j,xit[j]);
   int i, ii, j, k, mi, d, kk;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        }
   double **out;        for(j=1;j<=n;j++) {
   double sw; /* Sum of weights */          printf(" p=%.12e",p[j]);
   double lli; /* Individual log likelihood */          fprintf(ficlog," p=%.12e",p[j]);
   long ipmx;        }
   /*extern weight */        printf("\n");
   /* We are differentiating ll according to initial status */        fprintf(ficlog,"\n");
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  #endif
   /*for(i=1;i<imx;i++)      } 
 printf(" %d\n",s[4][i]);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   */  #ifdef DEBUG
   cov[1]=1.;        int k[2],l;
         k[0]=1;
   for(k=1; k<=nlstate; k++) ll[k]=0.;        k[1]=-1;
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        printf("Max: %.12e",(*func)(p));
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        fprintf(ficlog,"Max: %.12e",(*func)(p));
        for(mi=1; mi<= wav[i]-1; mi++){        for (j=1;j<=n;j++) {
       for (ii=1;ii<=nlstate+ndeath;ii++)          printf(" %.12e",p[j]);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          fprintf(ficlog," %.12e",p[j]);
             for(d=0; d<dh[mi][i]; d++){        }
               newm=savm;        printf("\n");
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        fprintf(ficlog,"\n");
               for (kk=1; kk<=cptcovage;kk++) {        for(l=0;l<=1;l++) {
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];          for (j=1;j<=n;j++) {
                  /*printf("%d %d",kk,Tage[kk]);*/            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]);
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
               /*cov[3]=pow(cov[2],2)/1000.;*/          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        }
           savm=oldm;  #endif
           oldm=newm;  
   
         free_vector(xit,1,n); 
       } /* end mult */        free_vector(xits,1,n); 
            free_vector(ptt,1,n); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        free_vector(pt,1,n); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        return; 
       ipmx +=1;      } 
       sw += weight[i];      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      for (j=1;j<=n;j++) { 
     } /* end of wave */        ptt[j]=2.0*p[j]-pt[j]; 
   } /* end of individual */        xit[j]=p[j]-pt[j]; 
         pt[j]=p[j]; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      } 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      fptt=(*func)(ptt); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      if (fptt < fp) { 
   return -l;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 }        if (t < 0.0) { 
           linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
 /*********** Maximum Likelihood Estimation ***************/            xi[j][ibig]=xi[j][n]; 
             xi[j][n]=xit[j]; 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          }
 {  #ifdef DEBUG
   int i,j, iter;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double **xi,*delti;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double fret;          for(j=1;j<=n;j++){
   xi=matrix(1,npar,1,npar);            printf(" %.12e",xit[j]);
   for (i=1;i<=npar;i++)            fprintf(ficlog," %.12e",xit[j]);
     for (j=1;j<=npar;j++)          }
       xi[i][j]=(i==j ? 1.0 : 0.0);          printf("\n");
   printf("Powell\n");          fprintf(ficlog,"\n");
   powell(p,xi,npar,ftol,&iter,&fret,func);  #endif
         }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      } 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    } 
   } 
 }  
   /**** Prevalence limit (stable prevalence)  ****************/
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 {  {
   double  **a,**y,*x,pd;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   double **hess;       matrix by transitions matrix until convergence is reached */
   int i, j,jk;  
   int *indx;    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   double hessii(double p[], double delta, int theta, double delti[]);    double **matprod2();
   double hessij(double p[], double delti[], int i, int j);    double **out, cov[NCOVMAX], **pmij();
   void lubksb(double **a, int npar, int *indx, double b[]) ;    double **newm;
   void ludcmp(double **a, int npar, int *indx, double *d) ;    double agefin, delaymax=50 ; /* Max number of years to converge */
   
     for (ii=1;ii<=nlstate+ndeath;ii++)
   hess=matrix(1,npar,1,npar);      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   printf("\nCalculation of the hessian matrix. Wait...\n");      }
   for (i=1;i<=npar;i++){  
     printf("%d",i);fflush(stdout);     cov[1]=1.;
     hess[i][i]=hessii(p,ftolhess,i,delti);   
     /*printf(" %f ",p[i]);*/   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   }    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       newm=savm;
   for (i=1;i<=npar;i++) {      /* Covariates have to be included here again */
     for (j=1;j<=npar;j++)  {       cov[2]=agefin;
       if (j>i) {    
         printf(".%d%d",i,j);fflush(stdout);        for (k=1; k<=cptcovn;k++) {
         hess[i][j]=hessij(p,delti,i,j);          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         hess[j][i]=hess[i][j];          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
       }        }
     }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   }        for (k=1; k<=cptcovprod;k++)
   printf("\n");          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
          /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   a=matrix(1,npar,1,npar);        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   y=matrix(1,npar,1,npar);      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   x=vector(1,npar);  
   indx=ivector(1,npar);      savm=oldm;
   for (i=1;i<=npar;i++)      oldm=newm;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      maxmax=0.;
   ludcmp(a,npar,indx,&pd);      for(j=1;j<=nlstate;j++){
         min=1.;
   for (j=1;j<=npar;j++) {        max=0.;
     for (i=1;i<=npar;i++) x[i]=0;        for(i=1; i<=nlstate; i++) {
     x[j]=1;          sumnew=0;
     lubksb(a,npar,indx,x);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     for (i=1;i<=npar;i++){          prlim[i][j]= newm[i][j]/(1-sumnew);
       matcov[i][j]=x[i];          max=FMAX(max,prlim[i][j]);
     }          min=FMIN(min,prlim[i][j]);
   }        }
         maxmin=max-min;
   printf("\n#Hessian matrix#\n");        maxmax=FMAX(maxmax,maxmin);
   for (i=1;i<=npar;i++) {      }
     for (j=1;j<=npar;j++) {      if(maxmax < ftolpl){
       printf("%.3e ",hess[i][j]);        return prlim;
     }      }
     printf("\n");    }
   }  }
   
   /* Recompute Inverse */  /*************** transition probabilities ***************/ 
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   ludcmp(a,npar,indx,&pd);  {
     double s1, s2;
   /*  printf("\n#Hessian matrix recomputed#\n");    /*double t34;*/
     int i,j,j1, nc, ii, jj;
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;      for(i=1; i<= nlstate; i++){
     x[j]=1;      for(j=1; j<i;j++){
     lubksb(a,npar,indx,x);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for (i=1;i<=npar;i++){          /*s2 += param[i][j][nc]*cov[nc];*/
       y[i][j]=x[i];          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       printf("%.3e ",y[i][j]);          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     }        }
     printf("\n");        ps[i][j]=s2;
   }        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   */      }
       for(j=i+1; j<=nlstate+ndeath;j++){
   free_matrix(a,1,npar,1,npar);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   free_matrix(y,1,npar,1,npar);          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   free_vector(x,1,npar);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   free_ivector(indx,1,npar);        }
   free_matrix(hess,1,npar,1,npar);        ps[i][j]=s2;
       }
     }
 }      /*ps[3][2]=1;*/
   
 /*************** hessian matrix ****************/    for(i=1; i<= nlstate; i++){
 double hessii( double x[], double delta, int theta, double delti[])       s1=0;
 {      for(j=1; j<i; j++)
   int i;        s1+=exp(ps[i][j]);
   int l=1, lmax=20;      for(j=i+1; j<=nlstate+ndeath; j++)
   double k1,k2;        s1+=exp(ps[i][j]);
   double p2[NPARMAX+1];      ps[i][i]=1./(s1+1.);
   double res;      for(j=1; j<i; j++)
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double fx;      for(j=i+1; j<=nlstate+ndeath; j++)
   int k=0,kmax=10;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double l1;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for(l=0 ; l <=lmax; l++){      for(jj=1; jj<= nlstate+ndeath; jj++){
     l1=pow(10,l);        ps[ii][jj]=0;
     delts=delt;        ps[ii][ii]=1;
     for(k=1 ; k <kmax; k=k+1){      }
       delt = delta*(l1*k);    }
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       k2=func(p2)-fx;      for(jj=1; jj<= nlstate+ndeath; jj++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */       printf("%lf ",ps[ii][jj]);
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */     }
            printf("\n ");
 #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);      printf("\n ");printf("%lf ",cov[2]);*/
 #endif  /*
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    goto end;*/
         k=kmax;      return ps;
       }  }
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  
         k=kmax; l=lmax*10.;  /**************** Product of 2 matrices ******************/
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
         delts=delt;  {
       }    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     }       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   }    /* in, b, out are matrice of pointers which should have been initialized 
   delti[theta]=delts;       before: only the contents of out is modified. The function returns
   return res;       a pointer to pointers identical to out */
      long i, j, k;
 }    for(i=nrl; i<= nrh; i++)
       for(k=ncolol; k<=ncoloh; k++)
 double hessij( double x[], double delti[], int thetai,int thetaj)        for(j=ncl,out[i][k]=0.; j<=nch; j++)
 {          out[i][k] +=in[i][j]*b[j][k];
   int i;  
   int l=1, l1, lmax=20;    return out;
   double k1,k2,k3,k4,res,fx;  }
   double p2[NPARMAX+1];  
   int k;  
   /************* Higher Matrix Product ***************/
   fx=func(x);  
   for (k=1; k<=2; k++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     for (i=1;i<=npar;i++) p2[i]=x[i];  {
     p2[thetai]=x[thetai]+delti[thetai]/k;    /* Computes the transition matrix starting at age 'age' over 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;       'nhstepm*hstepm*stepm' months (i.e. until
     k1=func(p2)-fx;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
         nhstepm*hstepm matrices. 
     p2[thetai]=x[thetai]+delti[thetai]/k;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;       (typically every 2 years instead of every month which is too big 
     k2=func(p2)-fx;       for the memory).
         Model is determined by parameters x and covariates have to be 
     p2[thetai]=x[thetai]-delti[thetai]/k;       included manually here. 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;       */
    
     p2[thetai]=x[thetai]-delti[thetai]/k;    int i, j, d, h, k;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    double **out, cov[NCOVMAX];
     k4=func(p2)-fx;    double **newm;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */  
 #ifdef DEBUG    /* Hstepm could be zero and should return the unit matrix */
     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);    for (i=1;i<=nlstate+ndeath;i++)
 #endif      for (j=1;j<=nlstate+ndeath;j++){
   }        oldm[i][j]=(i==j ? 1.0 : 0.0);
   return res;        po[i][j][0]=(i==j ? 1.0 : 0.0);
 }      }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 /************** Inverse of matrix **************/    for(h=1; h <=nhstepm; h++){
 void ludcmp(double **a, int n, int *indx, double *d)      for(d=1; d <=hstepm; d++){
 {        newm=savm;
   int i,imax,j,k;        /* Covariates have to be included here again */
   double big,dum,sum,temp;        cov[1]=1.;
   double *vv;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
          for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   vv=vector(1,n);        for (k=1; k<=cptcovage;k++)
   *d=1.0;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   for (i=1;i<=n;i++) {        for (k=1; k<=cptcovprod;k++)
     big=0.0;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for (j=1;j<=n;j++)  
       if ((temp=fabs(a[i][j])) > big) big=temp;  
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     vv[i]=1.0/big;        /*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, 
   for (j=1;j<=n;j++) {                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1;i<j;i++) {        savm=oldm;
       sum=a[i][j];        oldm=newm;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      }
       a[i][j]=sum;      for(i=1; i<=nlstate+ndeath; i++)
     }        for(j=1;j<=nlstate+ndeath;j++) {
     big=0.0;          po[i][j][h]=newm[i][j];
     for (i=j;i<=n;i++) {          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
       sum=a[i][j];           */
       for (k=1;k<j;k++)        }
         sum -= a[i][k]*a[k][j];    } /* end h */
       a[i][j]=sum;    return po;
       if ( (dum=vv[i]*fabs(sum)) >= big) {  }
         big=dum;  
         imax=i;  
       }  /*************** log-likelihood *************/
     }  double func( double *x)
     if (j != imax) {  {
       for (k=1;k<=n;k++) {    int i, ii, j, k, mi, d, kk;
         dum=a[imax][k];    double l, ll[NLSTATEMAX], cov[NCOVMAX];
         a[imax][k]=a[j][k];    double **out;
         a[j][k]=dum;    double sw; /* Sum of weights */
       }    double lli; /* Individual log likelihood */
       *d = -(*d);    int s1, s2;
       vv[imax]=vv[j];    double bbh, survp;
     }    long ipmx;
     indx[j]=imax;    /*extern weight */
     if (a[j][j] == 0.0) a[j][j]=TINY;    /* We are differentiating ll according to initial status */
     if (j != n) {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       dum=1.0/(a[j][j]);    /*for(i=1;i<imx;i++) 
       for (i=j+1;i<=n;i++) a[i][j] *= dum;      printf(" %d\n",s[4][i]);
     }    */
   }    cov[1]=1.;
   free_vector(vv,1,n);  /* Doesn't work */  
 ;    for(k=1; k<=nlstate; k++) ll[k]=0.;
 }  
     if(mle==1){
 void lubksb(double **a, int n, int *indx, double b[])      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   int i,ii=0,ip,j;        for(mi=1; mi<= wav[i]-1; mi++){
   double sum;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=n;i++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     ip=indx[i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     sum=b[ip];            }
     b[ip]=b[i];          for(d=0; d<dh[mi][i]; d++){
     if (ii)            newm=savm;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     else if (sum) ii=i;            for (kk=1; kk<=cptcovage;kk++) {
     b[i]=sum;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   for (i=n;i>=1;i--) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     sum=b[i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            savm=oldm;
     b[i]=sum/a[i][i];            oldm=newm;
   }          } /* end mult */
 }        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 /************ Frequencies ********************/          /* But now since version 0.9 we anticipate for bias and large stepm.
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 {  /* Some frequencies */           * (in months) between two waves is not a multiple of stepm, we rounded to 
             * the nearest (and in case of equal distance, to the lowest) interval but now
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   double ***freq; /* Frequencies */           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   double *pp;           * probability in order to take into account the bias as a fraction of the way
   double pos;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   FILE *ficresp;           * -stepm/2 to stepm/2 .
   char fileresp[FILENAMELENGTH];           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
   pp=vector(1,nlstate);           */
           s1=s[mw[mi][i]][i];
   strcpy(fileresp,"p");          s2=s[mw[mi+1][i]][i];
   strcat(fileresp,fileres);          bbh=(double)bh[mi][i]/(double)stepm; 
   if((ficresp=fopen(fileresp,"w"))==NULL) {          /* bias is positive if real duration
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * is higher than the multiple of stepm and negative otherwise.
     exit(0);           */
   }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          if( s2 > nlstate){ 
   j1=0;            /* 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 
   j=cptcovn;               step unit time, which is also the differences between probability to die before dh 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}               and probability to die before dh-stepm . 
                In version up to 0.92 likelihood was computed
   for(k1=1; k1<=j;k1++){          as if date of death was unknown. Death was treated as any other
    for(i1=1; i1<=ncodemax[k1];i1++){          health state: the date of the interview describes the actual state
        j1++;          and not the date of a change in health state. The former idea was
           to consider that at each interview the state was recorded
         for (i=-1; i<=nlstate+ndeath; i++)            (healthy, disable or death) and IMaCh was corrected; but when we
          for (jk=-1; jk<=nlstate+ndeath; jk++)            introduced the exact date of death then we should have modified
            for(m=agemin; m <= agemax+3; m++)          the contribution of an exact death to the likelihood. This new
              freq[i][jk][m]=0;          contribution is smaller and very dependent of the step unit
                  stepm. It is no more the probability to die between last interview
        for (i=1; i<=imx; i++) {          and month of death but the probability to survive from last
          bool=1;          interview up to one month before death multiplied by the
          if  (cptcovn>0) {          probability to die within a month. Thanks to Chris
            for (z1=1; z1<=cptcovn; z1++)          Jackson for correcting this bug.  Former versions increased
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;          mortality artificially. The bad side is that we add another loop
          }          which slows down the processing. The difference can be up to 10%
           if (bool==1) {          lower mortality.
            for(m=firstpass; m<=lastpass-1; m++){            */
              if(agev[m][i]==0) agev[m][i]=agemax+1;            lli=log(out[s1][s2] - savm[s1][s2]);
              if(agev[m][i]==1) agev[m][i]=agemax+2;          }else{
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
            }          } 
          }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        }          /*if(lli ==000.0)*/
         if  (cptcovn>0) {          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
          fprintf(ficresp, "\n#Variable");          ipmx +=1;
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);          sw += weight[i];
        }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
        fprintf(ficresp, "\n#");        } /* end of wave */
        for(i=1; i<=nlstate;i++)      } /* end of individual */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    }  else if(mle==2){
        fprintf(ficresp, "\n");      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(i=(int)agemin; i <= (int)agemax+3; i++){        for(mi=1; mi<= wav[i]-1; mi++){
     if(i==(int)agemax+3)          for (ii=1;ii<=nlstate+ndeath;ii++)
       printf("Total");            for (j=1;j<=nlstate+ndeath;j++){
     else              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       printf("Age %d", i);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){            }
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          for(d=0; d<=dh[mi][i]; d++){
         pp[jk] += freq[jk][m][i];            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(jk=1; jk <=nlstate ; jk++){            for (kk=1; kk<=cptcovage;kk++) {
       for(m=-1, pos=0; m <=0 ; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         pos += freq[jk][m][i];            }
       if(pp[jk]>=1.e-10)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       else            savm=oldm;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            oldm=newm;
     }          } /* end mult */
     for(jk=1; jk <=nlstate ; jk++){        
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         pp[jk] += freq[jk][m][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 
     for(jk=1,pos=0; jk <=nlstate ; jk++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
       pos += pp[jk];           * the nearest (and in case of equal distance, to the lowest) interval but now
     for(jk=1; jk <=nlstate ; jk++){           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       if(pos>=1.e-5)           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);           * probability in order to take into account the bias as a fraction of the way
       else           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);           * -stepm/2 to stepm/2 .
       if( i <= (int) agemax){           * For stepm=1 the results are the same as for previous versions of Imach.
         if(pos>=1.e-5)           * For stepm > 1 the results are less biased than in previous versions. 
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);           */
       else          s1=s[mw[mi][i]][i];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          s2=s[mw[mi+1][i]][i];
       }          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
     for(jk=-1; jk <=nlstate+ndeath; jk++)           * is higher than the multiple of stepm and negative otherwise.
       for(m=-1; m <=nlstate+ndeath; m++)           */
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     if(i <= (int) agemax)          /* 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 */
     printf("\n");          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     }          /*if(lli ==000.0)*/
     }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
  }          ipmx +=1;
            sw += weight[i];
   fclose(ficresp);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        } /* end of wave */
   free_vector(pp,1,nlstate);      } /* end of individual */
     }  else if(mle==3){  /* exponential inter-extrapolation */
 }  /* End of Freq */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 /************* Waves Concatenation ***************/        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            for (j=1;j<=nlstate+ndeath;j++){
 {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      Death is a valid wave (if date is known).            }
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          for(d=0; d<dh[mi][i]; d++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]            newm=savm;
      and mw[mi+1][i]. dh depends on stepm.            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
      */            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int i, mi, m;            }
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 float sum=0.;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   for(i=1; i<=imx; i++){            oldm=newm;
     mi=0;          } /* end mult */
     m=firstpass;        
     while(s[m][i] <= nlstate){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       if(s[m][i]>=1)          /* But now since version 0.9 we anticipate for bias and large stepm.
         mw[++mi][i]=m;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       if(m >=lastpass)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         break;           * the nearest (and in case of equal distance, to the lowest) interval but now
       else           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         m++;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     }/* end while */           * probability in order to take into account the bias as a fraction of the way
     if (s[m][i] > nlstate){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       mi++;     /* Death is another wave */           * -stepm/2 to stepm/2 .
       /* if(mi==0)  never been interviewed correctly before death */           * For stepm=1 the results are the same as for previous versions of Imach.
          /* Only death is a correct wave */           * For stepm > 1 the results are less biased than in previous versions. 
       mw[mi][i]=m;           */
     }          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
     wav[i]=mi;          bbh=(double)bh[mi][i]/(double)stepm; 
     if(mi==0)          /* bias is positive if real duration
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);           * 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 */
   for(i=1; i<=imx; i++){          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 */
     for(mi=1; mi<wav[i];mi++){          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       if (stepm <=0)          /*if(lli ==000.0)*/
         dh[mi][i]=1;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
       else{          ipmx +=1;
         if (s[mw[mi+1][i]][i] > nlstate) {          sw += weight[i];
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           if(j=0) j=1;  /* Survives at least one month after exam */        } /* end of wave */
         }      } /* end of individual */
         else{    }else if (mle==4){  /* ml=4 no inter-extrapolation */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           k=k+1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           if (j >= jmax) jmax=j;        for(mi=1; mi<= wav[i]-1; mi++){
           else if (j <= jmin)jmin=j;          for (ii=1;ii<=nlstate+ndeath;ii++)
           sum=sum+j;            for (j=1;j<=nlstate+ndeath;j++){
         }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         jk= j/stepm;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         jl= j -jk*stepm;            }
         ju= j -(jk+1)*stepm;          for(d=0; d<dh[mi][i]; d++){
         if(jl <= -ju)            newm=savm;
           dh[mi][i]=jk;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         else            for (kk=1; kk<=cptcovage;kk++) {
           dh[mi][i]=jk+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(dh[mi][i]==0)            }
           dh[mi][i]=1; /* At least one step */          
       }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   }            savm=oldm;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);            oldm=newm;
 }          } /* end mult */
 /*********** Tricode ****************************/        
 void tricode(int *Tvar, int **nbcode, int imx)          s1=s[mw[mi][i]][i];
 {          s2=s[mw[mi+1][i]][i];
   int Ndum[80],ij=1, k, j, i, Ntvar[20];          if( s2 > nlstate){ 
   int cptcode=0;            lli=log(out[s1][s2] - savm[s1][s2]);
   for (k=0; k<79; k++) Ndum[k]=0;          }else{
   for (k=1; k<=7; k++) ncodemax[k]=0;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           }
   for (j=1; j<=cptcovn; j++) {          ipmx +=1;
     for (i=1; i<=imx; i++) {          sw += weight[i];
       ij=(int)(covar[Tvar[j]][i]);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       Ndum[ij]++;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       if (ij > cptcode) cptcode=ij;        } /* end of wave */
     }      } /* end of individual */
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     for (i=0; i<=cptcode; i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if(Ndum[i]!=0) ncodemax[j]++;        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++)
     ij=1;            for (j=1;j<=nlstate+ndeath;j++){
     for (i=1; i<=ncodemax[j]; i++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (k=0; k<=79; k++) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         if (Ndum[k] != 0) {            }
           nbcode[Tvar[j]][ij]=k;          for(d=0; d<dh[mi][i]; d++){
           ij++;            newm=savm;
         }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if (ij > ncodemax[j]) break;            for (kk=1; kk<=cptcovage;kk++) {
       }                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     }            }
   }            
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 /*********** Health Expectancies ****************/            oldm=newm;
           } /* end mult */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        
 {          s1=s[mw[mi][i]][i];
   /* Health expectancies */          s2=s[mw[mi+1][i]][i];
   int i, j, nhstepm, hstepm, h;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   double age, agelim,hf;          ipmx +=1;
   double ***p3mat;          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   fprintf(ficreseij,"# Health expectancies\n");          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
   fprintf(ficreseij,"# Age");        } /* end of wave */
   for(i=1; i<=nlstate;i++)      } /* end of individual */
     for(j=1; j<=nlstate;j++)    } /* End of if */
       fprintf(ficreseij," %1d-%1d",i,j);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   fprintf(ficreseij,"\n");    /* 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 */
   hstepm=1*YEARM; /*  Every j years of age (in month) */    return -l;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  }
   
   agelim=AGESUP;  /*************** log-likelihood *************/
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  double funcone( double *x)
     /* nhstepm age range expressed in number of stepm */  {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    /* Same as likeli but slower because of a lot of printf and if */
     /* Typically if 20 years = 20*12/6=40 stepm */    int i, ii, j, k, mi, d, kk;
     if (stepm >= YEARM) hstepm=1;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    double **out;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double lli; /* Individual log likelihood */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    double llt;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    int s1, s2;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      double bbh, survp;
     /*extern weight */
     /* We are differentiating ll according to initial status */
     for(i=1; i<=nlstate;i++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       for(j=1; j<=nlstate;j++)    /*for(i=1;i<imx;i++) 
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      printf(" %d\n",s[4][i]);
           eij[i][j][(int)age] +=p3mat[i][j][h];    */
         }    cov[1]=1.;
      
     hf=1;    for(k=1; k<=nlstate; k++) ll[k]=0.;
     if (stepm >= YEARM) hf=stepm/YEARM;  
     fprintf(ficreseij,"%.0f",age );    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(i=1; i<=nlstate;i++)      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(j=1; j<=nlstate;j++){      for(mi=1; mi<= wav[i]-1; mi++){
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        for (ii=1;ii<=nlstate+ndeath;ii++)
       }          for (j=1;j<=nlstate+ndeath;j++){
     fprintf(ficreseij,"\n");            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }          }
 }        for(d=0; d<dh[mi][i]; d++){
           newm=savm;
 /************ Variance ******************/          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)          for (kk=1; kk<=cptcovage;kk++) {
 {            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   /* Variance of health expectancies */          }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double **newm;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double **dnewm,**doldm;          savm=oldm;
   int i, j, nhstepm, hstepm, h;          oldm=newm;
   int k, cptcode;        } /* end mult */
    double *xp;        
   double **gp, **gm;        s1=s[mw[mi][i]][i];
   double ***gradg, ***trgradg;        s2=s[mw[mi+1][i]][i];
   double ***p3mat;        bbh=(double)bh[mi][i]/(double)stepm; 
   double age,agelim;        /* bias is positive if real duration
   int theta;         * is higher than the multiple of stepm and negative otherwise.
          */
    fprintf(ficresvij,"# Covariances of life expectancies\n");        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   fprintf(ficresvij,"# Age");          lli=log(out[s1][s2] - savm[s1][s2]);
   for(i=1; i<=nlstate;i++)        } else if (mle==1){
     for(j=1; j<=nlstate;j++)          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        } else if(mle==2){
   fprintf(ficresvij,"\n");          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         } else if(mle==3){  /* exponential inter-extrapolation */
   xp=vector(1,npar);          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 */
   dnewm=matrix(1,nlstate,1,npar);        } else if (mle==4){  /* mle=4 no inter-extrapolation */
   doldm=matrix(1,nlstate,1,nlstate);          lli=log(out[s1][s2]); /* Original formula */
          } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   hstepm=1*YEARM; /* Every year of age */          lli=log(out[s1][s2]); /* Original formula */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        } /* End of if */
   agelim = AGESUP;        ipmx +=1;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        sw += weight[i];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     if (stepm >= YEARM) hstepm=1;  /*       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]); */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        if(globpr){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);   %10.6f %10.6f %10.6f ", \
     gp=matrix(0,nhstepm,1,nlstate);                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     gm=matrix(0,nhstepm,1,nlstate);                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     for(theta=1; theta <=npar; theta++){            llt +=ll[k]*gipmx/gsw;
       for(i=1; i<=npar; i++){ /* Computes gradient */            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          }
       }          fprintf(ficresilk," %10.6f\n", -llt);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      } /* end of wave */
       for(j=1; j<= nlstate; j++){    } /* end of individual */
         for(h=0; h<=nhstepm; h++){    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         }    if(globpr==0){ /* First time we count the contributions and weights */
       }      gipmx=ipmx;
          gsw=sw;
       for(i=1; i<=npar; i++) /* Computes gradient */    }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    return -l;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(j=1; j<= nlstate; j++){  char *subdirf(char fileres[])
         for(h=0; h<=nhstepm; h++){  {
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    /* Caution optionfilefiname is hidden */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    strcpy(tmpout,optionfilefiname);
         }    strcat(tmpout,"/"); /* Add to the right */
       }    strcat(tmpout,fileres);
       for(j=1; j<= nlstate; j++)    return tmpout;
         for(h=0; h<=nhstepm; h++){  }
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  
         }  char *subdirf2(char fileres[], char *preop)
     } /* End theta */  {
     
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
     for(h=0; h<=nhstepm; h++)    strcat(tmpout,preop);
       for(j=1; j<=nlstate;j++)    strcat(tmpout,fileres);
         for(theta=1; theta <=npar; theta++)    return tmpout;
           trgradg[h][j][theta]=gradg[h][theta][j];  }
   char *subdirf3(char fileres[], char *preop, char *preop2)
     for(i=1;i<=nlstate;i++)  {
       for(j=1;j<=nlstate;j++)    
         vareij[i][j][(int)age] =0.;    strcpy(tmpout,optionfilefiname);
     for(h=0;h<=nhstepm;h++){    strcat(tmpout,"/");
       for(k=0;k<=nhstepm;k++){    strcat(tmpout,preop);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    strcat(tmpout,preop2);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    strcat(tmpout,fileres);
         for(i=1;i<=nlstate;i++)    return tmpout;
           for(j=1;j<=nlstate;j++)  }
             vareij[i][j][(int)age] += doldm[i][j];  
       }  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     }  {
     h=1;    /* This routine should help understanding what is done with 
     if (stepm >= YEARM) h=stepm/YEARM;       the selection of individuals/waves and
     fprintf(ficresvij,"%.0f ",age );       to check the exact contribution to the likelihood.
     for(i=1; i<=nlstate;i++)       Plotting could be done.
       for(j=1; j<=nlstate;j++){     */
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    int k;
       }  
     fprintf(ficresvij,"\n");    if(*globpri !=0){ /* Just counts and sums, no printings */
     free_matrix(gp,0,nhstepm,1,nlstate);      strcpy(fileresilk,"ilk"); 
     free_matrix(gm,0,nhstepm,1,nlstate);      strcat(fileresilk,fileres);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        printf("Problem with resultfile: %s\n", fileresilk);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   } /* End age */      }
        fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
   free_vector(xp,1,npar);      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   free_matrix(doldm,1,nlstate,1,npar);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   free_matrix(dnewm,1,nlstate,1,nlstate);      for(k=1; k<=nlstate; k++) 
         fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 }      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     }
 /************ 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)    *fretone=(*funcone)(p);
 {    if(*globpri !=0){
   /* Variance of prevalence limit */      fclose(ficresilk);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   double **newm;      fflush(fichtm); 
   double **dnewm,**doldm;    } 
   int i, j, nhstepm, hstepm;    return;
   int k, cptcode;  }
   double *xp;  
   double *gp, *gm;  
   double **gradg, **trgradg;  /*********** Maximum Likelihood Estimation ***************/
   double age,agelim;  
   int theta;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
      {
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    int i,j, iter;
   fprintf(ficresvpl,"# Age");    double **xi;
   for(i=1; i<=nlstate;i++)    double fret;
       fprintf(ficresvpl," %1d-%1d",i,i);    double fretone; /* Only one call to likelihood */
   fprintf(ficresvpl,"\n");    char filerespow[FILENAMELENGTH];
     xi=matrix(1,npar,1,npar);
   xp=vector(1,npar);    for (i=1;i<=npar;i++)
   dnewm=matrix(1,nlstate,1,npar);      for (j=1;j<=npar;j++)
   doldm=matrix(1,nlstate,1,nlstate);        xi[i][j]=(i==j ? 1.0 : 0.0);
      printf("Powell\n");  fprintf(ficlog,"Powell\n");
   hstepm=1*YEARM; /* Every year of age */    strcpy(filerespow,"pow"); 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    strcat(filerespow,fileres);
   agelim = AGESUP;    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      printf("Problem with resultfile: %s\n", filerespow);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     if (stepm >= YEARM) hstepm=1;    }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     gradg=matrix(1,npar,1,nlstate);    for (i=1;i<=nlstate;i++)
     gp=vector(1,nlstate);      for(j=1;j<=nlstate+ndeath;j++)
     gm=vector(1,nlstate);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     fprintf(ficrespow,"\n");
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */    powell(p,xi,npar,ftol,&iter,&fret,func);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }    fclose(ficrespow);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       for(i=1;i<=nlstate;i++)    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         gp[i] = prlim[i][i];    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
      
       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);  /**** 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 []))
         gm[i] = prlim[i][i];  {
     double  **a,**y,*x,pd;
       for(i=1;i<=nlstate;i++)    double **hess;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    int i, j,jk;
     } /* End theta */    int *indx;
   
     trgradg =matrix(1,nlstate,1,npar);    double hessii(double p[], double delta, int theta, double delti[]);
     double hessij(double p[], double delti[], int i, int j);
     for(j=1; j<=nlstate;j++)    void lubksb(double **a, int npar, int *indx, double b[]) ;
       for(theta=1; theta <=npar; theta++)    void ludcmp(double **a, int npar, int *indx, double *d) ;
         trgradg[j][theta]=gradg[theta][j];  
     hess=matrix(1,npar,1,npar);
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] =0.;    printf("\nCalculation of the hessian matrix. Wait...\n");
     matprod2(dnewm,trgradg,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);    for (i=1;i<=npar;i++){
     for(i=1;i<=nlstate;i++)      printf("%d",i);fflush(stdout);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      fprintf(ficlog,"%d",i);fflush(ficlog);
       hess[i][i]=hessii(p,ftolhess,i,delti);
     fprintf(ficresvpl,"%.0f ",age );      /*printf(" %f ",p[i]);*/
     for(i=1; i<=nlstate;i++)      /*printf(" %lf ",hess[i][i]);*/
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    }
     fprintf(ficresvpl,"\n");    
     free_vector(gp,1,nlstate);    for (i=1;i<=npar;i++) {
     free_vector(gm,1,nlstate);      for (j=1;j<=npar;j++)  {
     free_matrix(gradg,1,npar,1,nlstate);        if (j>i) { 
     free_matrix(trgradg,1,nlstate,1,npar);          printf(".%d%d",i,j);fflush(stdout);
   } /* End age */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j);
   free_vector(xp,1,npar);          hess[j][i]=hess[i][j];    
   free_matrix(doldm,1,nlstate,1,npar);          /*printf(" %lf ",hess[i][j]);*/
   free_matrix(dnewm,1,nlstate,1,nlstate);        }
       }
 }    }
     printf("\n");
     fprintf(ficlog,"\n");
   
 /***********************************************/    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 /**************** Main Program *****************/    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 /***********************************************/    
     a=matrix(1,npar,1,npar);
 /*int main(int argc, char *argv[])*/    y=matrix(1,npar,1,npar);
 int main()    x=vector(1,npar);
 {    indx=ivector(1,npar);
     for (i=1;i<=npar;i++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   double agedeb, agefin,hf;    ludcmp(a,npar,indx,&pd);
   double agemin=1.e20, agemax=-1.e20;  
     for (j=1;j<=npar;j++) {
   double fret;      for (i=1;i<=npar;i++) x[i]=0;
   double **xi,tmp,delta;      x[j]=1;
       lubksb(a,npar,indx,x);
   double dum; /* Dummy variable */      for (i=1;i<=npar;i++){ 
   double ***p3mat;        matcov[i][j]=x[i];
   int *indx;      }
   char line[MAXLINE], linepar[MAXLINE];    }
   char title[MAXLINE];  
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    printf("\n#Hessian matrix#\n");
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    fprintf(ficlog,"\n#Hessian matrix#\n");
   char filerest[FILENAMELENGTH];    for (i=1;i<=npar;i++) { 
   char fileregp[FILENAMELENGTH];      for (j=1;j<=npar;j++) { 
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        printf("%.3e ",hess[i][j]);
   int firstobs=1, lastobs=10;        fprintf(ficlog,"%.3e ",hess[i][j]);
   int sdeb, sfin; /* Status at beginning and end */      }
   int c,  h , cpt,l;      printf("\n");
   int ju,jl, mi;      fprintf(ficlog,"\n");
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;    }
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  
      /* Recompute Inverse */
   int hstepm, nhstepm;    for (i=1;i<=npar;i++)
   double bage, fage, age, agelim, agebase;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double ftolpl=FTOL;    ludcmp(a,npar,indx,&pd);
   double **prlim;  
   double *severity;    /*  printf("\n#Hessian matrix recomputed#\n");
   double ***param; /* Matrix of parameters */  
   double  *p;    for (j=1;j<=npar;j++) {
   double **matcov; /* Matrix of covariance */      for (i=1;i<=npar;i++) x[i]=0;
   double ***delti3; /* Scale */      x[j]=1;
   double *delti; /* Scale */      lubksb(a,npar,indx,x);
   double ***eij, ***vareij;      for (i=1;i<=npar;i++){ 
   double **varpl; /* Variances of prevalence limits by age */        y[i][j]=x[i];
   double *epj, vepp;        printf("%.3e ",y[i][j]);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";        fprintf(ficlog,"%.3e ",y[i][j]);
   char *alph[]={"a","a","b","c","d","e"}, str[4];      }
       printf("\n");
   char z[1]="c", occ;      fprintf(ficlog,"\n");
 #include <sys/time.h>    }
 #include <time.h>    */
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];  
   /* long total_usecs;    free_matrix(a,1,npar,1,npar);
   struct timeval start_time, end_time;    free_matrix(y,1,npar,1,npar);
      free_vector(x,1,npar);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    free_ivector(indx,1,npar);
     free_matrix(hess,1,npar,1,npar);
   
   printf("\nIMACH, Version 0.64a");  
   printf("\nEnter the parameter file name: ");  }
   
 #ifdef windows  /*************** hessian matrix ****************/
   scanf("%s",pathtot);  double hessii( double x[], double delta, int theta, double delti[])
   getcwd(pathcd, size);  {
   /*cygwin_split_path(pathtot,path,optionfile);    int i;
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    int l=1, lmax=20;
   /* cutv(path,optionfile,pathtot,'\\');*/    double k1,k2;
     double p2[NPARMAX+1];
 split(pathtot, path,optionfile);    double res;
   chdir(path);    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   replace(pathc,path);    double fx;
 #endif    int k=0,kmax=10;
 #ifdef unix    double l1;
   scanf("%s",optionfile);  
 #endif    fx=func(x);
     for (i=1;i<=npar;i++) p2[i]=x[i];
 /*-------- arguments in the command line --------*/    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   strcpy(fileres,"r");      delts=delt;
   strcat(fileres, optionfile);      for(k=1 ; k <kmax; k=k+1){
         delt = delta*(l1*k);
   /*---------arguments file --------*/        p2[theta]=x[theta] +delt;
         k1=func(p2)-fx;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        p2[theta]=x[theta]-delt;
     printf("Problem with optionfile %s\n",optionfile);        k2=func(p2)-fx;
     goto end;        /*res= (k1-2.0*fx+k2)/delt/delt; */
   }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
   strcpy(filereso,"o");  #ifdef DEBUG
   strcat(filereso,fileres);        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   if((ficparo=fopen(filereso,"w"))==NULL) {        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);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  #endif
   }        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   /* Reads comments: lines beginning with '#' */          k=kmax;
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     fgets(line, MAXLINE, ficpar);          k=kmax; l=lmax*10.;
     puts(line);        }
     fputs(line,ficparo);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   }          delts=delt;
   ungetc(c,ficpar);        }
       }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    }
   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);    delti[theta]=delts;
   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);    return res; 
     
   covar=matrix(0,NCOVMAX,1,n);      }
   if (strlen(model)<=1) cptcovn=0;  
   else {  double hessij( double x[], double delti[], int thetai,int thetaj)
     j=0;  {
     j=nbocc(model,'+');    int i;
     cptcovn=j+1;    int l=1, l1, lmax=20;
   }    double k1,k2,k3,k4,res,fx;
     double p2[NPARMAX+1];
   ncovmodel=2+cptcovn;    int k;
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  
      fx=func(x);
   /* Read guess parameters */    for (k=1; k<=2; k++) {
   /* Reads comments: lines beginning with '#' */      for (i=1;i<=npar;i++) p2[i]=x[i];
   while((c=getc(ficpar))=='#' && c!= EOF){      p2[thetai]=x[thetai]+delti[thetai]/k;
     ungetc(c,ficpar);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     fgets(line, MAXLINE, ficpar);      k1=func(p2)-fx;
     puts(line);    
     fputs(line,ficparo);      p2[thetai]=x[thetai]+delti[thetai]/k;
   }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   ungetc(c,ficpar);      k2=func(p2)-fx;
      
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      p2[thetai]=x[thetai]-delti[thetai]/k;
     for(i=1; i <=nlstate; i++)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for(j=1; j <=nlstate+ndeath-1; j++){      k3=func(p2)-fx;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    
       fprintf(ficparo,"%1d%1d",i1,j1);      p2[thetai]=x[thetai]-delti[thetai]/k;
       printf("%1d%1d",i,j);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(k=1; k<=ncovmodel;k++){      k4=func(p2)-fx;
         fscanf(ficpar," %lf",&param[i][j][k]);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         printf(" %lf",param[i][j][k]);  #ifdef DEBUG
         fprintf(ficparo," %lf",param[i][j][k]);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       }      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);
       fscanf(ficpar,"\n");  #endif
       printf("\n");    }
       fprintf(ficparo,"\n");    return res;
     }  }
    
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  /************** Inverse of matrix **************/
   p=param[1][1];  void ludcmp(double **a, int n, int *indx, double *d) 
    { 
   /* Reads comments: lines beginning with '#' */    int i,imax,j,k; 
   while((c=getc(ficpar))=='#' && c!= EOF){    double big,dum,sum,temp; 
     ungetc(c,ficpar);    double *vv; 
     fgets(line, MAXLINE, ficpar);   
     puts(line);    vv=vector(1,n); 
     fputs(line,ficparo);    *d=1.0; 
   }    for (i=1;i<=n;i++) { 
   ungetc(c,ficpar);      big=0.0; 
       for (j=1;j<=n;j++) 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        if ((temp=fabs(a[i][j])) > big) big=temp; 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   for(i=1; i <=nlstate; i++){      vv[i]=1.0/big; 
     for(j=1; j <=nlstate+ndeath-1; j++){    } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);    for (j=1;j<=n;j++) { 
       printf("%1d%1d",i,j);      for (i=1;i<j;i++) { 
       fprintf(ficparo,"%1d%1d",i1,j1);        sum=a[i][j]; 
       for(k=1; k<=ncovmodel;k++){        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);        a[i][j]=sum; 
         printf(" %le",delti3[i][j][k]);      } 
         fprintf(ficparo," %le",delti3[i][j][k]);      big=0.0; 
       }      for (i=j;i<=n;i++) { 
       fscanf(ficpar,"\n");        sum=a[i][j]; 
       printf("\n");        for (k=1;k<j;k++) 
       fprintf(ficparo,"\n");          sum -= a[i][k]*a[k][j]; 
     }        a[i][j]=sum; 
   }        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   delti=delti3[1][1];          big=dum; 
            imax=i; 
   /* Reads comments: lines beginning with '#' */        } 
   while((c=getc(ficpar))=='#' && c!= EOF){      } 
     ungetc(c,ficpar);      if (j != imax) { 
     fgets(line, MAXLINE, ficpar);        for (k=1;k<=n;k++) { 
     puts(line);          dum=a[imax][k]; 
     fputs(line,ficparo);          a[imax][k]=a[j][k]; 
   }          a[j][k]=dum; 
   ungetc(c,ficpar);        } 
          *d = -(*d); 
   matcov=matrix(1,npar,1,npar);        vv[imax]=vv[j]; 
   for(i=1; i <=npar; i++){      } 
     fscanf(ficpar,"%s",&str);      indx[j]=imax; 
     printf("%s",str);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     fprintf(ficparo,"%s",str);      if (j != n) { 
     for(j=1; j <=i; j++){        dum=1.0/(a[j][j]); 
       fscanf(ficpar," %le",&matcov[i][j]);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       printf(" %.5le",matcov[i][j]);      } 
       fprintf(ficparo," %.5le",matcov[i][j]);    } 
     }    free_vector(vv,1,n);  /* Doesn't work */
     fscanf(ficpar,"\n");  ;
     printf("\n");  } 
     fprintf(ficparo,"\n");  
   }  void lubksb(double **a, int n, int *indx, double b[]) 
   for(i=1; i <=npar; i++)  { 
     for(j=i+1;j<=npar;j++)    int i,ii=0,ip,j; 
       matcov[i][j]=matcov[j][i];    double sum; 
       
   printf("\n");    for (i=1;i<=n;i++) { 
       ip=indx[i]; 
       sum=b[ip]; 
     /*-------- data file ----------*/      b[ip]=b[i]; 
     if((ficres =fopen(fileres,"w"))==NULL) {      if (ii) 
       printf("Problem with resultfile: %s\n", fileres);goto end;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     }      else if (sum) ii=i; 
     fprintf(ficres,"#%s\n",version);      b[i]=sum; 
        } 
     if((fic=fopen(datafile,"r"))==NULL)    {    for (i=n;i>=1;i--) { 
       printf("Problem with datafile: %s\n", datafile);goto end;      sum=b[i]; 
     }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       b[i]=sum/a[i][i]; 
     n= lastobs;    } 
     severity = vector(1,maxwav);  } 
     outcome=imatrix(1,maxwav+1,1,n);  
     num=ivector(1,n);  /************ Frequencies ********************/
     moisnais=vector(1,n);  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)
     annais=vector(1,n);  {  /* Some frequencies */
     moisdc=vector(1,n);    
     andc=vector(1,n);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     agedc=vector(1,n);    int first;
     cod=ivector(1,n);    double ***freq; /* Frequencies */
     weight=vector(1,n);    double *pp, **prop;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     mint=matrix(1,maxwav,1,n);    FILE *ficresp;
     anint=matrix(1,maxwav,1,n);    char fileresp[FILENAMELENGTH];
     s=imatrix(1,maxwav+1,1,n);    
     adl=imatrix(1,maxwav+1,1,n);        pp=vector(1,nlstate);
     tab=ivector(1,NCOVMAX);    prop=matrix(1,nlstate,iagemin,iagemax+3);
     ncodemax=ivector(1,8);    strcpy(fileresp,"p");
     strcat(fileresp,fileres);
     i=1;    if((ficresp=fopen(fileresp,"w"))==NULL) {
     while (fgets(line, MAXLINE, fic) != NULL)    {      printf("Problem with prevalence resultfile: %s\n", fileresp);
       if ((i >= firstobs) && (i <=lastobs)) {      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
              exit(0);
         for (j=maxwav;j>=1;j--){    }
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
           strcpy(line,stra);    j1=0;
           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);    j=cptcoveff;
         }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
          
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    first=1;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);  
     for(k1=1; k1<=j;k1++){
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      for(i1=1; i1<=ncodemax[k1];i1++){
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        j1++;
         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          scanf("%d", i);*/
         for (j=ncov;j>=1;j--){        for (i=-1; i<=nlstate+ndeath; i++)  
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
         }            for(m=iagemin; m <= iagemax+3; m++)
         num[i]=atol(stra);              freq[i][jk][m]=0;
   
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
         i=i+1;          prop[i][m]=0;
       }        
     }        dateintsum=0;
         k2cpt=0;
     /*scanf("%d",i);*/        for (i=1; i<=imx; i++) {
   imx=i-1; /* Number of individuals */          bool=1;
           if  (cptcovn>0) {
   /* Calculation of the number of parameter from char model*/            for (z1=1; z1<=cptcoveff; z1++) 
   Tvar=ivector(1,15);                  if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   Tage=ivector(1,15);                      bool=0;
              }
   if (strlen(model) >1){          if (bool==1){
     j=0, j1=0;            for(m=firstpass; m<=lastpass; m++){
     j=nbocc(model,'+');              k2=anint[m][i]+(mint[m][i]/12.);
     j1=nbocc(model,'*');              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     cptcovn=j+1;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
     strcpy(modelsav,model);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     if (j==0) {                if (m<lastpass) {
       if (j1==0){                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
        cutv(stra,strb,modelsav,'V');                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
        Tvar[1]=atoi(strb);                }
       }                
       else if (j1==1) {                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
        cutv(stra,strb,modelsav,'*');                  dateintsum=dateintsum+k2;
        /*      printf("stra=%s strb=%s modelsav=%s ",stra,strb,modelsav);*/                  k2cpt++;
        Tage[1]=1; cptcovage++;                }
        if (strcmp(stra,"age")==0) {                /*}*/
          cutv(strd,strc,strb,'V');            }
          Tvar[1]=atoi(strc);          }
        }        }
        else if (strcmp(strb,"age")==0) {         
          cutv(strd,strc,stra,'V');        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
          Tvar[1]=atoi(strc);  
        }        if  (cptcovn>0) {
        else {printf("Error"); exit(0);}          fprintf(ficresp, "\n#********** Variable "); 
       }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     }          fprintf(ficresp, "**********\n#");
     else {        }
       for(i=j; i>=1;i--){        for(i=1; i<=nlstate;i++) 
         cutv(stra,strb,modelsav,'+');          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         /*printf("%s %s %s\n", stra,strb,modelsav);*/        fprintf(ficresp, "\n");
         if (strchr(strb,'*')) {        
           cutv(strd,strc,strb,'*');        for(i=iagemin; i <= iagemax+3; i++){
           if (strcmp(strc,"age")==0) {          if(i==iagemax+3){
             cutv(strb,stre,strd,'V');            fprintf(ficlog,"Total");
             Tvar[i+1]=atoi(stre);          }else{
             cptcovage++;            if(first==1){
             Tage[cptcovage]=i+1;              first=0;
             printf("stre=%s ", stre);              printf("See log file for details...\n");
           }            }
           else if (strcmp(strd,"age")==0) {            fprintf(ficlog,"Age %d", i);
             cutv(strb,stre,strc,'V');          }
             Tvar[i+1]=atoi(stre);          for(jk=1; jk <=nlstate ; jk++){
             cptcovage++;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             Tage[cptcovage]=i+1;              pp[jk] += freq[jk][m][i]; 
           }          }
           else {          for(jk=1; jk <=nlstate ; jk++){
             cutv(strb,stre,strc,'V');            for(m=-1, pos=0; m <=0 ; m++)
             Tvar[i+1]=ncov+1;              pos += freq[jk][m][i];
             cutv(strb,strc,strd,'V');            if(pp[jk]>=1.e-10){
             for (k=1; k<=lastobs;k++)              if(first==1){
               covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           }              }
         }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         else {            }else{
           cutv(strd,strc,strb,'V');              if(first==1)
           /* printf("%s %s %s", strd,strc,strb);*/                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
         Tvar[i+1]=atoi(strc);            }
         }          }
         strcpy(modelsav,stra);    
       }          for(jk=1; jk <=nlstate ; jk++){
       cutv(strd,strc,stra,'V');            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
       Tvar[1]=atoi(strc);              pp[jk] += freq[jk][m][i];
     }          }       
   }          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             pos += pp[jk];
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);            posprop += prop[jk][i];
      scanf("%d ",i);*/          }
     fclose(fic);          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
    if(mle==1){              if(first==1)
     if (weightopt != 1) { /* Maximisation without weights*/                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       for(i=1;i<=n;i++) weight[i]=1.0;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     }            }else{
     /*-calculation of age at interview from date of interview and age at death -*/              if(first==1)
     agev=matrix(1,maxwav,1,imx);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                  fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     for (i=1; i<=imx; i++)  {            }
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            if( i <= iagemax){
       for(m=1; (m<= maxwav); m++){              if(pos>=1.e-5){
         if(s[m][i] >0){                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
           if (s[m][i] == nlstate+1) {                /*probs[i][jk][j1]= pp[jk]/pos;*/
             if(agedc[i]>0)                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               if(moisdc[i]!=99 && andc[i]!=9999)              }
               agev[m][i]=agedc[i];              else
             else{                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);            }
               agev[m][i]=-1;          }
             }          
           }          for(jk=-1; jk <=nlstate+ndeath; jk++)
           else if(s[m][i] !=9){ /* Should no more exist */            for(m=-1; m <=nlstate+ndeath; m++)
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);              if(freq[jk][m][i] !=0 ) {
             if(mint[m][i]==99 || anint[m][i]==9999)              if(first==1)
               agev[m][i]=1;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
             else if(agev[m][i] <agemin){                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               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);*/          if(i <= iagemax)
             }            fprintf(ficresp,"\n");
             else if(agev[m][i] >agemax){          if(first==1)
               agemax=agev[m][i];            printf("Others in log...\n");
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          fprintf(ficlog,"\n");
             }        }
             /*agev[m][i]=anint[m][i]-annais[i];*/      }
             /*   agev[m][i] = age[i]+2*m;*/    }
           }    dateintmean=dateintsum/k2cpt; 
           else { /* =9 */   
             agev[m][i]=1;    fclose(ficresp);
             s[m][i]=-1;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
           }    free_vector(pp,1,nlstate);
         }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
         else /*= 0 Unknown */    /* End of Freq */
           agev[m][i]=1;  }
       }  
      /************ 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)
     for (i=1; i<=imx; i++)  {  {  
       for(m=1; (m<= maxwav); m++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         if (s[m][i] > (nlstate+ndeath)) {       in each health status at the date of interview (if between dateprev1 and dateprev2).
           printf("Error: Wrong value in nlstate or ndeath\n");         We still use firstpass and lastpass as another selection.
           goto end;    */
         }   
       }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     }    double ***freq; /* Frequencies */
     double *pp, **prop;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    double pos,posprop; 
     double  y2; /* in fractional years */
     free_vector(severity,1,maxwav);    int iagemin, iagemax;
     free_imatrix(outcome,1,maxwav+1,1,n);  
     free_vector(moisnais,1,n);    iagemin= (int) agemin;
     free_vector(annais,1,n);    iagemax= (int) agemax;
     free_matrix(mint,1,maxwav,1,n);    /*pp=vector(1,nlstate);*/
     free_matrix(anint,1,maxwav,1,n);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     free_vector(moisdc,1,n);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     free_vector(andc,1,n);    j1=0;
     
        j=cptcoveff;
     wav=ivector(1,imx);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    for(k1=1; k1<=j;k1++){
          for(i1=1; i1<=ncodemax[k1];i1++){
     /* Concatenates waves */        j1++;
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        
         for (i=1; i<=nlstate; i++)  
           for(m=iagemin; m <= iagemax+3; m++)
       Tcode=ivector(1,100);            prop[i][m]=0.0;
    nbcode=imatrix(1,nvar,1,8);         
    ncodemax[1]=1;        for (i=1; i<=imx; i++) { /* Each individual */
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);          bool=1;
            if  (cptcovn>0) {
    codtab=imatrix(1,100,1,10);            for (z1=1; z1<=cptcoveff; z1++) 
    h=0;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
    m=pow(2,cptcovn);                bool=0;
            } 
    for(k=1;k<=cptcovn; k++){          if (bool==1) { 
      for(i=1; i <=(m/pow(2,k));i++){            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
        for(j=1; j <= ncodemax[k]; j++){              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
            h++;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
            if (h>m) h=1;codtab[h][k]=j;                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) { 
      }                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
    }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
    /* for(i=1; i <=m ;i++){                } 
      for(k=1; k <=cptcovn; k++){              }
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);            } /* end selection of waves */
      }          }
      printf("\n");        }
    }        for(i=iagemin; i <= iagemax+3; i++){  
    scanf("%d",i);*/          
              for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
    /* Calculates basic frequencies. Computes observed prevalence at single age            posprop += prop[jk][i]; 
        and prints on file fileres'p'. */          } 
    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);  
           for(jk=1; jk <=nlstate ; jk++){     
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if( i <=  iagemax){ 
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              if(posprop>=1.e-5){ 
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                probs[i][jk][j1]= prop[jk][i]/posprop;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              } 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            } 
              }/* end jk */ 
     /* For Powell, parameters are in a vector p[] starting at p[1]        }/* end i */ 
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      } /* end i1 */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    } /* end k1 */
        
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     /*free_vector(pp,1,nlstate);*/
        free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     /*--------- results files --------------*/  }  /* End of prevalence */
     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);  
      /************* Waves Concatenation ***************/
    jk=1;  
    fprintf(ficres,"# Parameters\n");  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
    printf("# Parameters\n");  {
    for(i=1,jk=1; i <=nlstate; i++){    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
      for(k=1; k <=(nlstate+ndeath); k++){       Death is a valid wave (if date is known).
        if (k != i)       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
          {       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
            printf("%d%d ",i,k);       and mw[mi+1][i]. dh depends on stepm.
            fprintf(ficres,"%1d%1d ",i,k);       */
            for(j=1; j <=ncovmodel; j++){  
              printf("%f ",p[jk]);    int i, mi, m;
              fprintf(ficres,"%f ",p[jk]);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
              jk++;       double sum=0., jmean=0.;*/
            }    int first;
            printf("\n");    int j, k=0,jk, ju, jl;
            fprintf(ficres,"\n");    double sum=0.;
          }    first=0;
      }    jmin=1e+5;
    }    jmax=-1;
     jmean=0.;
     /* Computing hessian and covariance matrix */    for(i=1; i<=imx; i++){
     ftolhess=ftol; /* Usually correct */      mi=0;
     hesscov(matcov, p, npar, delti, ftolhess, func);      m=firstpass;
     fprintf(ficres,"# Scales\n");      while(s[m][i] <= nlstate){
     printf("# Scales\n");        if(s[m][i]>=1)
      for(i=1,jk=1; i <=nlstate; i++){          mw[++mi][i]=m;
       for(j=1; j <=nlstate+ndeath; j++){        if(m >=lastpass)
         if (j!=i) {          break;
           fprintf(ficres,"%1d%1d",i,j);        else
           printf("%1d%1d",i,j);          m++;
           for(k=1; k<=ncovmodel;k++){      }/* end while */
             printf(" %.5e",delti[jk]);      if (s[m][i] > nlstate){
             fprintf(ficres," %.5e",delti[jk]);        mi++;     /* Death is another wave */
             jk++;        /* if(mi==0)  never been interviewed correctly before death */
           }           /* Only death is a correct wave */
           printf("\n");        mw[mi][i]=m;
           fprintf(ficres,"\n");      }
         }  
       }      wav[i]=mi;
       }      if(mi==0){
            nbwarn++;
     k=1;        if(first==0){
     fprintf(ficres,"# Covariance\n");          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     printf("# Covariance\n");          first=1;
     for(i=1;i<=npar;i++){        }
       /*  if (k>nlstate) k=1;        if(first==1){
       i1=(i-1)/(ncovmodel*nlstate)+1;          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        }
       printf("%s%d%d",alph[k],i1,tab[i]);*/      } /* end mi==0 */
       fprintf(ficres,"%3d",i);    } /* End individuals */
       printf("%3d",i);  
       for(j=1; j<=i;j++){    for(i=1; i<=imx; i++){
         fprintf(ficres," %.5e",matcov[i][j]);      for(mi=1; mi<wav[i];mi++){
         printf(" %.5e",matcov[i][j]);        if (stepm <=0)
       }          dh[mi][i]=1;
       fprintf(ficres,"\n");        else{
       printf("\n");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       k++;            if (agedc[i] < 2*AGESUP) {
     }              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                  if(j==0) j=1;  /* Survives at least one month after exam */
     while((c=getc(ficpar))=='#' && c!= EOF){              else if(j<0){
       ungetc(c,ficpar);                nberr++;
       fgets(line, MAXLINE, ficpar);                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]);
       puts(line);                j=1; /* Temporary Dangerous patch */
       fputs(line,ficparo);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     }                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     ungetc(c,ficpar);                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);
                }
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              k=k+1;
                  if (j >= jmax) jmax=j;
     if (fage <= 2) {              if (j <= jmin) jmin=j;
       bage = agemin;              sum=sum+j;
       fage = agemax;              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     }              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             }
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");          }
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          else{
 /*------------ gnuplot -------------*/            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 chdir(pathcd);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   if((ficgp=fopen("graph.plt","w"))==NULL) {            k=k+1;
     printf("Problem with file graph.gp");goto end;            if (j >= jmax) jmax=j;
   }            else if (j <= jmin)jmin=j;
 #ifdef windows            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   fprintf(ficgp,"cd \"%s\" \n",pathc);            /*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]);*/
 #endif            if(j<0){
 m=pow(2,cptcovn);              nberr++;
                printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
  /* 1eme*/              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   for (cpt=1; cpt<= nlstate ; cpt ++) {            }
    for (k1=1; k1<= m ; k1 ++) {            sum=sum+j;
           }
 #ifdef windows          jk= j/stepm;
     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);          jl= j -jk*stepm;
 #endif          ju= j -(jk+1)*stepm;
 #ifdef unix          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);            if(jl==0){
 #endif              dh[mi][i]=jk;
               bh[mi][i]=0;
 for (i=1; i<= nlstate ; i ++) {            }else{ /* We want a negative bias in order to only have interpolation ie
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                    * at the price of an extra matrix product in likelihood */
   else fprintf(ficgp," \%%*lf (\%%*lf)");              dh[mi][i]=jk+1;
 }              bh[mi][i]=ju;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);            }
     for (i=1; i<= nlstate ; i ++) {          }else{
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            if(jl <= -ju){
   else fprintf(ficgp," \%%*lf (\%%*lf)");              dh[mi][i]=jk;
 }              bh[mi][i]=jl;       /* bias is positive if real duration
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);                                   * is higher than the multiple of stepm and negative otherwise.
      for (i=1; i<= nlstate ; i ++) {                                   */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            }
   else fprintf(ficgp," \%%*lf (\%%*lf)");            else{
 }                dh[mi][i]=jk+1;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));              bh[mi][i]=ju;
 #ifdef unix            }
 fprintf(ficgp,"\nset ter gif small size 400,300");            if(dh[mi][i]==0){
 #endif              dh[mi][i]=1; /* At least one step */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              bh[mi][i]=ju; /* At least one step */
    }              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
   }            }
   /*2 eme*/          } /* end if mle */
         }
   for (k1=1; k1<= m ; k1 ++) {      } /* end wave */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    }
        jmean=sum/k;
     for (i=1; i<= nlstate+1 ; i ++) {    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       k=2*i;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       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)");  /*********** Tricode ****************************/
   else fprintf(ficgp," \%%*lf (\%%*lf)");  void tricode(int *Tvar, int **nbcode, int imx)
 }    {
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    int Ndum[20],ij=1, k, j, i, maxncov=19;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    int cptcode=0;
       for (j=1; j<= nlstate+1 ; j ++) {    cptcoveff=0; 
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   
         else fprintf(ficgp," \%%*lf (\%%*lf)");    for (k=0; k<maxncov; k++) Ndum[k]=0;
 }      for (k=1; k<=7; k++) ncodemax[k]=0;
       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<=(cptcovn+2*cptcovprod); j++) {
       for (j=1; j<= nlstate+1 ; j ++) {      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                                 modality*/ 
   else fprintf(ficgp," \%%*lf (\%%*lf)");        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 }          Ndum[ij]++; /*store the modality */
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       else fprintf(ficgp,"\" t\"\" w l 0,");        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     }                                         Tvar[j]. If V=sex and male is 0 and 
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);                                         female is 1, then  cptcode=1.*/
   }      }
    
   /*3eme*/      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 (k1=1; k1<= m ; k1 ++) {      }
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);      ij=1; 
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);      for (i=1; i<=ncodemax[j]; i++) {
       for (i=1; i< nlstate ; i ++) {        for (k=0; k<= maxncov; k++) {
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);          if (Ndum[k] != 0) {
       }            nbcode[Tvar[j]][ij]=k; 
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            /* 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; */
     }            
   }            ij++;
            }
   /* CV preval stat */          if (ij > ncodemax[j]) break; 
   for (k1=1; k1<= m ; k1 ++) {        }  
     for (cpt=1; cpt<nlstate ; cpt ++) {      } 
       k=3;    }  
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  
       for (i=1; i< nlstate ; i ++)   for (k=0; k< maxncov; k++) Ndum[k]=0;
         fprintf(ficgp,"+$%d",k+i+1);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);   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.*/
       l=3+(nlstate+ndeath)*cpt;     ij=Tvar[i];
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);     Ndum[ij]++;
       for (i=1; i< nlstate ; i ++) {   }
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);   ij=1;
       }   for (i=1; i<= maxncov; i++) {
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);       if((Ndum[i]!=0) && (i<=ncovcol)){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       Tvaraff[ij]=i; /*For printing */
     }       ij++;
   }     }
    }
   /* proba elementaires */   
    for(i=1,jk=1; i <=nlstate; i++){   cptcoveff=ij-1; /*Number of simple covariates*/
     for(k=1; k <=(nlstate+ndeath); k++){  }
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){  /*********** Health Expectancies ****************/
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);  
           jk++;  {
           fprintf(ficgp,"\n");    /* Health expectancies */
         }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       }    double age, agelim, hf;
     }    double ***p3mat,***varhe;
     }    double **dnewm,**doldm;
     double *xp;
   for(jk=1; jk <=m; jk++) {    double **gp, **gm;
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    double ***gradg, ***trgradg;
    i=1;    int theta;
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      for(k=1; k<=(nlstate+ndeath); k++) {    xp=vector(1,npar);
        if (k != k2){    dnewm=matrix(1,nlstate*nlstate,1,npar);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
         for(j=3; j <=ncovmodel; j++)    fprintf(ficreseij,"# Health expectancies\n");
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    fprintf(ficreseij,"# Age");
         fprintf(ficgp,")/(1");    for(i=1; i<=nlstate;i++)
              for(j=1; j<=nlstate;j++)
         for(k1=1; k1 <=nlstate; k1++){          fprintf(ficreseij," %1d-%1d (SE)",i,j);
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    fprintf(ficreseij,"\n");
           for(j=3; j <=ncovmodel; j++)  
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    if(estepm < stepm){
           fprintf(ficgp,")");      printf ("Problem %d lower than %d\n",estepm, stepm);
         }    }
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    else  hstepm=estepm;   
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    /* We compute the life expectancy from trapezoids spaced every estepm months
         i=i+ncovmodel;     * This is mainly to measure the difference between two models: for example
        }     * if stepm=24 months pijx are given only every 2 years and by summing them
      }     * we are calculating an estimate of the Life Expectancy assuming a linear 
    }     * progression in between and thus overestimating or underestimating according
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);     * to the curvature of the survival function. If, for the same date, we 
   }     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         * to compare the new estimate of Life expectancy with the same linear 
   fclose(ficgp);     * hypothesis. A more precise result, taking into account a more precise
         * curvature will be obtained if estepm is as small as stepm. */
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);    /* For example we decided to compute the life expectancy with the smallest unit */
     free_ivector(wav,1,imx);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);       nhstepm is the number of hstepm from age to agelim 
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);       nstepm is the number of stepm from age to agelin. 
           Look at hpijx to understand the reason of that which relies in memory size
     free_imatrix(s,1,maxwav+1,1,n);       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
     free_ivector(num,1,n);       means that if the survival funtion is printed only each two years of age and if
     free_vector(agedc,1,n);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     free_vector(weight,1,n);       results. So we changed our mind and took the option of the best precision.
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    */
     fclose(ficparo);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     fclose(ficres);  
    }    agelim=AGESUP;
        for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
    /*________fin mle=1_________*/      /* 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;*/
     /* No more information from the sample is required now */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   /* Reads comments: lines beginning with '#' */      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   while((c=getc(ficpar))=='#' && c!= EOF){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     ungetc(c,ficpar);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     fgets(line, MAXLINE, ficpar);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
     puts(line);  
     fputs(line,ficparo);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   ungetc(c,ficpar);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
 /*--------- index.htm --------*/      /* Computing Variances of health expectancies */
   
   if((fichtm=fopen("index.htm","w"))==NULL)    {       for(theta=1; theta <=npar; theta++){
     printf("Problem with index.htm \n");goto end;        for(i=1; i<=npar; i++){ 
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        cptj=0;
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        for(j=1; j<= nlstate; j++){
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          for(i=1; i<=nlstate; i++){
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>            cptj=cptj+1;
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            }
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);          }
         }
  fprintf(fichtm," <li>Graphs</li>\n<p>");       
        
  m=cptcovn;        for(i=1; i<=npar; i++) 
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  j1=0;        
  for(k1=1; k1<=m;k1++){        cptj=0;
    for(i1=1; i1<=ncodemax[k1];i1++){        for(j=1; j<= nlstate; j++){
        j1++;          for(i=1;i<=nlstate;i++){
        if (cptcovn > 0) {            cptj=cptj+1;
          fprintf(fichtm,"<hr>************ Results for covariates");            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
          for (cpt=1; cpt<=cptcovn;cpt++)  
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
          fprintf(fichtm," ************\n<hr>");            }
        }          }
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        }
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            for(j=1; j<= nlstate*nlstate; j++)
        for(cpt=1; cpt<nlstate;cpt++){          for(h=0; h<=nhstepm-1; h++){
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          }
        }       } 
     for(cpt=1; cpt<=nlstate;cpt++) {     
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  /* End theta */
 interval) in state (%d): v%s%d%d.gif <br>  
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);         trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
      }  
      for(cpt=1; cpt<=nlstate;cpt++) {       for(h=0; h<=nhstepm-1; h++)
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        for(j=1; j<=nlstate*nlstate;j++)
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(theta=1; theta <=npar; theta++)
      }            trgradg[h][j][theta]=gradg[h][theta][j];
      fprintf(fichtm,"\n<br>- Total life expectancy by age and       
 health expectancies in states (1) and (2): e%s%d.gif<br>  
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);       for(i=1;i<=nlstate*nlstate;i++)
 fprintf(fichtm,"\n</body>");        for(j=1;j<=nlstate*nlstate;j++)
    }          varhe[i][j][(int)age] =0.;
  }  
 fclose(fichtm);       printf("%d|",(int)age);fflush(stdout);
        fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   /*--------------- Prevalence limit --------------*/       for(h=0;h<=nhstepm-1;h++){
          for(k=0;k<=nhstepm-1;k++){
   strcpy(filerespl,"pl");          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   strcat(filerespl,fileres);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {          for(i=1;i<=nlstate*nlstate;i++)
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;            for(j=1;j<=nlstate*nlstate;j++)
   }              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        }
   fprintf(ficrespl,"#Prevalence limit\n");      }
   fprintf(ficrespl,"#Age ");      /* Computing expectancies */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      for(i=1; i<=nlstate;i++)
   fprintf(ficrespl,"\n");        for(j=1; j<=nlstate;j++)
            for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   prlim=matrix(1,nlstate,1,nlstate);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /* 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]);*/
   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 */  
   k=0;      fprintf(ficreseij,"%3.0f",age );
   agebase=agemin;      cptj=0;
   agelim=agemax;      for(i=1; i<=nlstate;i++)
   ftolpl=1.e-10;        for(j=1; j<=nlstate;j++){
   i1=cptcovn;          cptj++;
   if (cptcovn < 1){i1=1;}          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         }
   for(cptcov=1;cptcov<=i1;cptcov++){      fprintf(ficreseij,"\n");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){     
         k=k+1;      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         fprintf(ficrespl,"\n#******");      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         for(j=1;j<=cptcovn;j++)      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           fprintf(ficrespl," V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fprintf(ficrespl,"******\n");    }
            printf("\n");
         for (age=agebase; age<=agelim; age++){    fprintf(ficlog,"\n");
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );    free_vector(xp,1,npar);
           for(i=1; i<=nlstate;i++)    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
           fprintf(ficrespl," %.5f", prlim[i][i]);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
           fprintf(ficrespl,"\n");    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         }  }
       }  
     }  /************ Variance ******************/
   fclose(ficrespl);  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)
   /*------------- h Pij x at various ages ------------*/  {
      /* Variance of health expectancies */
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    /* double **newm;*/
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    double **dnewm,**doldm;
   }    double **dnewmp,**doldmp;
   printf("Computing pij: result on file '%s' \n", filerespij);    int i, j, nhstepm, hstepm, h, nstepm ;
      int k, cptcode;
   stepsize=(int) (stepm+YEARM-1)/YEARM;    double *xp;
   if (stepm<=24) stepsize=2;    double **gp, **gm;  /* for var eij */
     double ***gradg, ***trgradg; /*for var eij */
   agelim=AGESUP;    double **gradgp, **trgradgp; /* for var p point j */
   hstepm=stepsize*YEARM; /* Every year of age */    double *gpp, *gmp; /* for var p point j */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
      double ***p3mat;
   k=0;    double age,agelim, hf;
   for(cptcov=1;cptcov<=i1;cptcov++){    double ***mobaverage;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    int theta;
       k=k+1;    char digit[4];
         fprintf(ficrespij,"\n#****** ");    char digitp[25];
         for(j=1;j<=cptcovn;j++)  
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    char fileresprobmorprev[FILENAMELENGTH];
         fprintf(ficrespij,"******\n");  
            if(popbased==1){
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      if(mobilav!=0)
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        strcpy(digitp,"-populbased-mobilav-");
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      else strcpy(digitp,"-populbased-nomobil-");
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
           oldm=oldms;savm=savms;    else 
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);        strcpy(digitp,"-stablbased-");
           fprintf(ficrespij,"# Age");  
           for(i=1; i<=nlstate;i++)    if (mobilav!=0) {
             for(j=1; j<=nlstate+ndeath;j++)      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
               fprintf(ficrespij," %1d-%1d",i,j);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficrespij,"\n");        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           for (h=0; h<=nhstepm; h++){        printf(" Error in movingaverage mobilav=%d\n",mobilav);
             fprintf(ficrespij,"%d %.0f %.0f",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]);    strcpy(fileresprobmorprev,"prmorprev"); 
             fprintf(ficrespij,"\n");    sprintf(digit,"%-d",ij);
           }    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
           fprintf(ficrespij,"\n");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         }    strcat(fileresprobmorprev,fileres);
     }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   }      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   fclose(ficrespij);    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   /*---------- Health expectancies and variances ------------*/    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
   strcpy(filerest,"t");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
   strcat(filerest,fileres);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   if((ficrest=fopen(filerest,"w"))==NULL) {      fprintf(ficresprobmorprev," p.%-d SE",j);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      for(i=1; i<=nlstate;i++)
   }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    }  
     fprintf(ficresprobmorprev,"\n");
     fprintf(ficgp,"\n# Routine varevsij");
   strcpy(filerese,"e");    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");
   strcat(filerese,fileres);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   if((ficreseij=fopen(filerese,"w"))==NULL) {  /*   } */
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   }  
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
     fprintf(ficresvij,"# Age");
  strcpy(fileresv,"v");    for(i=1; i<=nlstate;i++)
   strcat(fileresv,fileres);      for(j=1; j<=nlstate;j++)
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    fprintf(ficresvij,"\n");
   }  
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   k=0;    doldm=matrix(1,nlstate,1,nlstate);
   for(cptcov=1;cptcov<=i1;cptcov++){    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       k=k+1;  
       fprintf(ficrest,"\n#****** ");    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
       for(j=1;j<=cptcovn;j++)    gpp=vector(nlstate+1,nlstate+ndeath);
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    gmp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficrest,"******\n");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
       fprintf(ficreseij,"\n#****** ");    if(estepm < stepm){
       for(j=1;j<=cptcovn;j++)      printf ("Problem %d lower than %d\n",estepm, stepm);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    }
       fprintf(ficreseij,"******\n");    else  hstepm=estepm;   
     /* For example we decided to compute the life expectancy with the smallest unit */
       fprintf(ficresvij,"\n#****** ");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       for(j=1;j<=cptcovn;j++)       nhstepm is the number of hstepm from age to agelim 
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);       nstepm is the number of stepm from age to agelin. 
       fprintf(ficresvij,"******\n");       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like k years */
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       oldm=oldms;savm=savms;       survival function given by stepm (the optimization length). Unfortunately it
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);         means that if the survival funtion is printed every two years of age and if
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       oldm=oldms;savm=savms;       results. So we changed our mind and took the option of the best precision.
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    */
          hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    agelim = AGESUP;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       fprintf(ficrest,"\n");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
              nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       hf=1;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       if (stepm >= YEARM) hf=stepm/YEARM;      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       epj=vector(1,nlstate+1);      gp=matrix(0,nhstepm,1,nlstate);
       for(age=bage; age <=fage ;age++){      gm=matrix(0,nhstepm,1,nlstate);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      for(theta=1; theta <=npar; theta++){
           for(i=1, epj[j]=0.;i <=nlstate;i++) {        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           }        }
           epj[nlstate+1] +=epj[j];        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1, vepp=0.;i <=nlstate;i++)  
           for(j=1;j <=nlstate;j++)        if (popbased==1) {
             vepp += vareij[i][j][(int)age];          if(mobilav ==0){
         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]=probs[(int)age][i][ij];
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          }else{ /* mobilav */ 
         }            for(i=1; i<=nlstate;i++)
         fprintf(ficrest,"\n");              prlim[i][i]=mobaverage[(int)age][i][ij];
       }          }
     }        }
   }    
                for(j=1; j<= nlstate; j++){
  fclose(ficreseij);          for(h=0; h<=nhstepm; h++){
  fclose(ficresvij);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   fclose(ficrest);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   fclose(ficpar);          }
   free_vector(epj,1,nlstate+1);        }
   /*  scanf("%d ",i); */        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
   /*------- Variance limit prevalence------*/             as a weighted average of prlim.
         */
 strcpy(fileresvpl,"vpl");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   strcat(fileresvpl,fileres);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {            gpp[j] += prlim[i][i]*p3mat[i][j][1];
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);        }    
     exit(0);        /* end probability of death */
   }  
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
  k=0;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  for(cptcov=1;cptcov<=i1;cptcov++){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){   
      k=k+1;        if (popbased==1) {
      fprintf(ficresvpl,"\n#****** ");          if(mobilav ==0){
      for(j=1;j<=cptcovn;j++)            for(i=1; i<=nlstate;i++)
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);              prlim[i][i]=probs[(int)age][i][ij];
      fprintf(ficresvpl,"******\n");          }else{ /* mobilav */ 
                  for(i=1; i<=nlstate;i++)
      varpl=matrix(1,nlstate,(int) bage, (int) fage);              prlim[i][i]=mobaverage[(int)age][i][ij];
      oldm=oldms;savm=savms;          }
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        }
    }  
  }        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
   fclose(ficresvpl);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
   /*---------- End : free ----------------*/          }
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);        }
          /* This for computing probability of death (h=1 means
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);           computed over hstepm matrices product = hstepm*stepm months) 
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);           as a weighted average of prlim.
          */
          for(j=nlstate+1;j<=nlstate+ndeath;j++){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        }    
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        /* end probability of death */
    
   free_matrix(matcov,1,npar,1,npar);        for(j=1; j<= nlstate; j++) /* vareij */
   free_vector(delti,1,npar);          for(h=0; h<=nhstepm; h++){
              gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);          }
   
   printf("End of Imach\n");        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
          }
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  
   /*printf("Total time was %d uSec.\n", total_usecs);*/      } /* End theta */
   /*------ End -----------*/  
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
  end:  
 #ifdef windows      for(h=0; h<=nhstepm; h++) /* veij */
  chdir(pathcd);        for(j=1; j<=nlstate;j++)
 #endif          for(theta=1; theta <=npar; theta++)
  system("wgnuplot graph.plt");            trgradg[h][j][theta]=gradg[h][theta][j];
   
 #ifdef windows      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   while (z[0] != 'q') {        for(theta=1; theta <=npar; theta++)
     chdir(pathcd);          trgradgp[j][theta]=gradgp[theta][j];
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     else if (z[0] == 'e') {      for(i=1;i<=nlstate;i++)
       chdir(path);        for(j=1;j<=nlstate;j++)
       system("index.htm");          vareij[i][j][(int)age] =0.;
     }  
     else if (z[0] == 'q') exit(0);      for(h=0;h<=nhstepm;h++){
   }        for(k=0;k<=nhstepm;k++){
 #endif          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\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 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* 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;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(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(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*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=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    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=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   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): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** 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, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     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;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* 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){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     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);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- 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);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.6  
changed lines
  Added in v.1.92


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