Diff for /imach/src/imach.c between versions 1.23 and 1.96

version 1.23, 2002/02/22 18:08:30 version 1.96, 2003/07/15 15:38:55
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolate Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.96  2003/07/15 15:38:55  brouard
      * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   This program computes Healthy Life Expectancies from    rewritten within the same printf. Workaround: many printfs.
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a  
   first survey ("cross") where individuals from different ages are    Revision 1.95  2003/07/08 07:54:34  brouard
   interviewed on their health status or degree of disability (in the    * imach.c (Repository):
   case of a health survey which is our main interest) -2- at least a    (Repository): Using imachwizard code to output a more meaningful covariance
   second wave of interviews ("longitudinal") which measure each change    matrix (cov(a12,c31) instead of numbers.
   (if any) in individual health status.  Health expectancies are  
   computed from the time spent in each health state according to a    Revision 1.94  2003/06/27 13:00:02  brouard
   model. More health states you consider, more time is necessary to reach the    Just cleaning
   Maximum Likelihood of the parameters involved in the model.  The  
   simplest model is the multinomial logistic model where pij is the    Revision 1.93  2003/06/25 16:33:55  brouard
   probabibility to be observed in state j at the second wave    (Module): On windows (cygwin) function asctime_r doesn't
   conditional to be observed in state i at the first wave. Therefore    exist so I changed back to asctime which exists.
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where    (Module): Version 0.96b
   'age' is age and 'sex' is a covariate. If you want to have a more  
   complex model than "constant and age", you should modify the program    Revision 1.92  2003/06/25 16:30:45  brouard
   where the markup *Covariates have to be included here again* invites    (Module): On windows (cygwin) function asctime_r doesn't
   you to do it.  More covariates you add, slower the    exist so I changed back to asctime which exists.
   convergence.  
     Revision 1.91  2003/06/25 15:30:29  brouard
   The advantage of this computer programme, compared to a simple    * imach.c (Repository): Duplicated warning errors corrected.
   multinomial logistic model, is clear when the delay between waves is not    (Repository): Elapsed time after each iteration is now output. It
   identical for each individual. Also, if a individual missed an    helps to forecast when convergence will be reached. Elapsed time
   intermediate interview, the information is lost, but taken into    is stamped in powell.  We created a new html file for the graphs
   account using an interpolation or extrapolation.      concerning matrix of covariance. It has extension -cov.htm.
   
   hPijx is the probability to be observed in state i at age x+h    Revision 1.90  2003/06/24 12:34:15  brouard
   conditional to the observed state i at age x. The delay 'h' can be    (Module): Some bugs corrected for windows. Also, when
   split into an exact number (nh*stepm) of unobserved intermediate    mle=-1 a template is output in file "or"mypar.txt with the design
   states. This elementary transition (by month or quarter trimester,    of the covariance matrix to be input.
   semester or year) is model as a multinomial logistic.  The hPx  
   matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.89  2003/06/24 12:30:52  brouard
   and the contribution of each individual to the likelihood is simply    (Module): Some bugs corrected for windows. Also, when
   hPijx.    mle=-1 a template is output in file "or"mypar.txt with the design
     of the covariance matrix to be input.
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Revision 1.88  2003/06/23 17:54:56  brouard
      * 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.
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.87  2003/06/18 12:26:01  brouard
   This software have been partly granted by Euro-REVES, a concerted action    Version 0.96
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Revision 1.86  2003/06/17 20:04:08  brouard
   software can be distributed freely for non commercial use. Latest version    (Module): Change position of html and gnuplot routines and added
   can be accessed at http://euroreves.ined.fr/imach .    routine fileappend.
   **********************************************************************/  
      Revision 1.85  2003/06/17 13:12:43  brouard
 #include <math.h>    * imach.c (Repository): Check when date of death was earlier that
 #include <stdio.h>    current date of interview. It may happen when the death was just
 #include <stdlib.h>    prior to the death. In this case, dh was negative and likelihood
 #include <unistd.h>    was wrong (infinity). We still send an "Error" but patch by
     assuming that the date of death was just one stepm after the
 #define MAXLINE 256    interview.
 #define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"    (Repository): Because some people have very long ID (first column)
 #define FILENAMELENGTH 80    we changed int to long in num[] and we added a new lvector for
 /*#define DEBUG*/    memory allocation. But we also truncated to 8 characters (left
 #define windows    truncation)
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    (Repository): No more line truncation errors.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     Revision 1.84  2003/06/13 21:44:43  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    * imach.c (Repository): Replace "freqsummary" at a correct
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
 #define NINTERVMAX 8    parcimony.
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.83  2003/06/10 13:39:11  lievre
 #define MAXN 20000    *** empty log message ***
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.82  2003/06/05 15:57:20  brouard
 #define AGEBASE 40    Add log in  imach.c and  fullversion number is now printed.
   
   */
 int erreur; /* Error number */  /*
 int nvar;     Interpolated Markov Chain
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  
 int npar=NPARMAX;    Short summary of the programme:
 int nlstate=2; /* Number of live states */    
 int ndeath=1; /* Number of dead states */    This program computes Healthy Life Expectancies from
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int popbased=0;    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
 int *wav; /* Number of waves for this individuual 0 is possible */    case of a health survey which is our main interest) -2- at least a
 int maxwav; /* Maxim number of waves */    second wave of interviews ("longitudinal") which measure each change
 int jmin, jmax; /* min, max spacing between 2 waves */    (if any) in individual health status.  Health expectancies are
 int mle, weightopt;    computed from the time spent in each health state according to a
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    model. More health states you consider, more time is necessary to reach the
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    Maximum Likelihood of the parameters involved in the model.  The
 double jmean; /* Mean space between 2 waves */    simplest model is the multinomial logistic model where pij is the
 double **oldm, **newm, **savm; /* Working pointers to matrices */    probability to be observed in state j at the second wave
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    conditional to be observed in state i at the first wave. Therefore
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    'age' is age and 'sex' is a covariate. If you want to have a more
 FILE *ficreseij;    complex model than "constant and age", you should modify the program
   char filerese[FILENAMELENGTH];    where the markup *Covariates have to be included here again* invites
  FILE  *ficresvij;    you to do it.  More covariates you add, slower the
   char fileresv[FILENAMELENGTH];    convergence.
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 #define NR_END 1    identical for each individual. Also, if a individual missed an
 #define FREE_ARG char*    intermediate interview, the information is lost, but taken into
 #define FTOL 1.0e-10    account using an interpolation or extrapolation.  
   
 #define NRANSI    hPijx is the probability to be observed in state i at age x+h
 #define ITMAX 200    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
 #define TOL 2.0e-4    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 #define CGOLD 0.3819660    matrix is simply the matrix product of nh*stepm elementary matrices
 #define ZEPS 1.0e-10    and the contribution of each individual to the likelihood is simply
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    hPijx.
   
 #define GOLD 1.618034    Also this programme outputs the covariance matrix of the parameters but also
 #define GLIMIT 100.0    of the life expectancies. It also computes the stable prevalence. 
 #define TINY 1.0e-20    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 static double maxarg1,maxarg2;             Institut national d'études démographiques, Paris.
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    This software have been partly granted by Euro-REVES, a concerted action
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    from the European Union.
      It is copyrighted identically to a GNU software product, ie programme and
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    software can be distributed freely for non commercial use. Latest version
 #define rint(a) floor(a+0.5)    can be accessed at http://euroreves.ined.fr/imach .
   
 static double sqrarg;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    
     **********************************************************************/
 int imx;  /*
 int stepm;    main
 /* Stepm, step in month: minimum step interpolation*/    read parameterfile
     read datafile
 int m,nb;    concatwav
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    freqsummary
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    if (mle >= 1)
 double **pmmij, ***probs, ***mobaverage;      mlikeli
 double dateintmean=0;    print results files
     if mle==1 
 double *weight;       computes hessian
 int **s; /* Status */    read end of parameter file: agemin, agemax, bage, fage, estepm
 double *agedc, **covar, idx;        begin-prev-date,...
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    open gnuplot file
     open html file
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    stable prevalence
 double ftolhess; /* Tolerance for computing hessian */     for age prevalim()
     h Pij x
 /**************** split *************************/    variance of p varprob
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )    forecasting if prevfcast==1 prevforecast call prevalence()
 {    health expectancies
    char *s;                             /* pointer */    Variance-covariance of DFLE
    int  l1, l2;                         /* length counters */    prevalence()
      movingaverage()
    l1 = strlen( path );                 /* length of path */    varevsij() 
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    if popbased==1 varevsij(,popbased)
 #ifdef windows    total life expectancies
    s = strrchr( path, '\\' );           /* find last / */    Variance of stable prevalence
 #else   end
    s = strrchr( path, '/' );            /* find last / */  */
 #endif  
    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 */  /* #include <libintl.h> */
    } else {                             /* strip direcotry from path */  /* #define _(String) gettext (String) */
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  #define MAXLINE 256
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define GNUPLOTPROGRAM "gnuplot"
       strcpy( name, s );                /* save file name */  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define FILENAMELENGTH 132
       dirc[l1-l2] = 0;                  /* add zero */  /*#define DEBUG*/
    }  /*#define windows*/
    l1 = strlen( dirc );                 /* length of directory */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #ifdef windows  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
 #else  #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 */
 #endif  
    s = strrchr( name, '.' );            /* find last / */  #define NINTERVMAX 8
    s++;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    strcpy(ext,s);                       /* save extension */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    l1= strlen( name);  #define NCOVMAX 8 /* Maximum number of covariates */
    l2= strlen( s)+1;  #define MAXN 20000
    strncpy( finame, name, l1-l2);  #define YEARM 12. /* Number of months per year */
    finame[l1-l2]= 0;  #define AGESUP 130
    return( 0 );                         /* we're done */  #define AGEBASE 40
 }  #ifdef unix
   #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 /******************************************/  #else
   #define DIRSEPARATOR '\\'
 void replace(char *s, char*t)  #define ODIRSEPARATOR '/'
 {  #endif
   int i;  
   int lg=20;  /* $Id$ */
   i=0;  /* $State$ */
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  char version[]="Imach version 0.96c, July 2003, INED-EUROREVES ";
     (s[i] = t[i]);  char fullversion[]="$Revision$ $Date$"; 
     if (t[i]== '\\') s[i]='/';  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   }  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 int nbocc(char *s, char occ)  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
   int i,j=0;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int lg=20;  int popbased=0;
   i=0;  
   lg=strlen(s);  int *wav; /* Number of waves for this individuual 0 is possible */
   for(i=0; i<= lg; i++) {  int maxwav; /* Maxim number of waves */
   if  (s[i] == occ ) j++;  int jmin, jmax; /* min, max spacing between 2 waves */
   }  int gipmx, gsw; /* Global variables on the number of contributions 
   return j;                     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 */
 void cutv(char *u,char *v, char*t, char occ)  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   int i,lg,j,p=0;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   i=0;  double jmean; /* Mean space between 2 waves */
   for(j=0; j<=strlen(t)-1; j++) {  double **oldm, **newm, **savm; /* Working pointers to matrices */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   }  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
   lg=strlen(t);  int globpr; /* Global variable for printing or not */
   for(j=0; j<p; j++) {  double fretone; /* Only one call to likelihood */
     (u[j] = t[j]);  long ipmx; /* Number of contributions */
   }  double sw; /* Sum of weights */
      u[p]='\0';  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   FILE *ficresilk;
    for(j=0; j<= lg; j++) {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE *ficresprobmorprev;
   }  FILE *fichtm, *fichtmcov; /* Html File */
 }  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
 /********************** nrerror ********************/  FILE  *ficresvij;
   char fileresv[FILENAMELENGTH];
 void nrerror(char error_text[])  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   fprintf(stderr,"ERREUR ...\n");  char title[MAXLINE];
   fprintf(stderr,"%s\n",error_text);  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   exit(1);  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 }  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
 /*********************** vector *******************/  char command[FILENAMELENGTH];
 double *vector(int nl, int nh)  int  outcmd=0;
 {  
   double *v;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  char filelog[FILENAMELENGTH]; /* Log file */
   return v-nl+NR_END;  char filerest[FILENAMELENGTH];
 }  char fileregp[FILENAMELENGTH];
   char popfile[FILENAMELENGTH];
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 {  
   free((FREE_ARG)(v+nl-NR_END));  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 }  struct timezone tzp;
   extern int gettimeofday();
 /************************ivector *******************************/  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 int *ivector(long nl,long nh)  long time_value;
 {  extern long time();
   int *v;  char strcurr[80], strfor[80];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  #define NR_END 1
   return v-nl+NR_END;  #define FREE_ARG char*
 }  #define FTOL 1.0e-10
   
 /******************free ivector **************************/  #define NRANSI 
 void free_ivector(int *v, long nl, long nh)  #define ITMAX 200 
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define TOL 2.0e-4 
 }  
   #define CGOLD 0.3819660 
 /******************* imatrix *******************************/  #define ZEPS 1.0e-10 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #define GOLD 1.618034 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define GLIMIT 100.0 
   int **m;  #define TINY 1.0e-20 
    
   /* allocate pointers to rows */  static double maxarg1,maxarg2;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   if (!m) nrerror("allocation failure 1 in matrix()");  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   m += NR_END;    
   m -= nrl;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    #define rint(a) floor(a+0.5)
    
   /* allocate rows and set pointers to them */  static double sqrarg;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  int imx; 
    int stepm;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  /* Stepm, step in month: minimum step interpolation*/
    
   /* return pointer to array of pointers to rows */  int estepm;
   return m;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 }  
   int m,nb;
 /****************** free_imatrix *************************/  long *num;
 void free_imatrix(m,nrl,nrh,ncl,nch)  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
       int **m;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
       long nch,ncl,nrh,nrl;  double **pmmij, ***probs;
      /* free an int matrix allocated by imatrix() */  double dateintmean=0;
 {  
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double *weight;
   free((FREE_ARG) (m+nrl-NR_END));  int **s; /* Status */
 }  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  /**************** split *************************/
   static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  {
   if (!m) nrerror("allocation failure 1 in matrix()");    char  *ss;                            /* pointer */
   m += NR_END;    int   l1, l2;                         /* length counters */
   m -= nrl;  
     l1 = strlen(path );                   /* length of path */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   m[nrl] += NR_END;    if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl] -= ncl;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      /* get current working directory */
   return m;      /*    extern  char* getcwd ( char *buf , int len);*/
 }      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
         return( GLOCK_ERROR_GETCWD );
 /*************************free matrix ************************/      }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      strcpy( name, path );               /* we've got it */
 {    } else {                              /* strip direcotry from path */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      ss++;                               /* after this, the filename */
   free((FREE_ARG)(m+nrl-NR_END));      l2 = strlen( ss );                  /* length of filename */
 }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       strcpy( name, ss );         /* save file name */
 /******************* ma3x *******************************/      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      dirc[l1-l2] = 0;                    /* add zero */
 {    }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    l1 = strlen( dirc );                  /* length of directory */
   double ***m;    /*#ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #else
   if (!m) nrerror("allocation failure 1 in matrix()");    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m += NR_END;  #endif
   m -= nrl;    */
     ss = strrchr( name, '.' );            /* find last / */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    ss++;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    strcpy(ext,ss);                       /* save extension */
   m[nrl] += NR_END;    l1= strlen( name);
   m[nrl] -= ncl;    l2= strlen(ss)+1;
     strncpy( finame, name, l1-l2);
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    finame[l1-l2]= 0;
     return( 0 );                          /* we're done */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  }
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  /******************************************/
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  void replace_back_to_slash(char *s, char*t)
    {
   for (i=nrl+1; i<=nrh; i++) {    int i;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    int lg=0;
     for (j=ncl+1; j<=nch; j++)    i=0;
       m[i][j]=m[i][j-1]+nlay;    lg=strlen(t);
   }    for(i=0; i<= lg; i++) {
   return m;      (s[i] = t[i]);
 }      if (t[i]== '\\') s[i]='/';
     }
 /*************************free ma3x ************************/  }
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  int nbocc(char *s, char occ)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int i,j=0;
   free((FREE_ARG)(m+nrl-NR_END));    int lg=20;
 }    i=0;
     lg=strlen(s);
 /***************** f1dim *************************/    for(i=0; i<= lg; i++) {
 extern int ncom;    if  (s[i] == occ ) j++;
 extern double *pcom,*xicom;    }
 extern double (*nrfunc)(double []);    return j;
    }
 double f1dim(double x)  
 {  void cutv(char *u,char *v, char*t, char occ)
   int j;  {
   double f;    /* cuts string t into u and v where u is ended by char occ excluding it
   double *xt;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
         gives u="abcedf" and v="ghi2j" */
   xt=vector(1,ncom);    int i,lg,j,p=0;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    i=0;
   f=(*nrfunc)(xt);    for(j=0; j<=strlen(t)-1; j++) {
   free_vector(xt,1,ncom);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   return f;    }
 }  
     lg=strlen(t);
 /*****************brent *************************/    for(j=0; j<p; j++) {
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)      (u[j] = t[j]);
 {    }
   int iter;       u[p]='\0';
   double a,b,d,etemp;  
   double fu,fv,fw,fx;     for(j=0; j<= lg; j++) {
   double ftemp;      if (j>=(p+1))(v[j-p-1] = t[j]);
   double p,q,r,tol1,tol2,u,v,w,x,xm;    }
   double e=0.0;  }
    
   a=(ax < cx ? ax : cx);  /********************** nrerror ********************/
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  void nrerror(char error_text[])
   fw=fv=fx=(*f)(x);  {
   for (iter=1;iter<=ITMAX;iter++) {    fprintf(stderr,"ERREUR ...\n");
     xm=0.5*(a+b);    fprintf(stderr,"%s\n",error_text);
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    exit(EXIT_FAILURE);
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  }
     printf(".");fflush(stdout);  /*********************** vector *******************/
 #ifdef DEBUG  double *vector(int nl, int nh)
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    double *v;
 #endif    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    if (!v) nrerror("allocation failure in vector");
       *xmin=x;    return v-nl+NR_END;
       return fx;  }
     }  
     ftemp=fu;  /************************ free vector ******************/
     if (fabs(e) > tol1) {  void free_vector(double*v, int nl, int nh)
       r=(x-w)*(fx-fv);  {
       q=(x-v)*(fx-fw);    free((FREE_ARG)(v+nl-NR_END));
       p=(x-v)*q-(x-w)*r;  }
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;  /************************ivector *******************************/
       q=fabs(q);  int *ivector(long nl,long nh)
       etemp=e;  {
       e=d;    int *v;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    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");
       else {    return v-nl+NR_END;
         d=p/q;  }
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)  /******************free ivector **************************/
           d=SIGN(tol1,xm-x);  void free_ivector(int *v, long nl, long nh)
       }  {
     } else {    free((FREE_ARG)(v+nl-NR_END));
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /************************lvector *******************************/
     fu=(*f)(u);  long *lvector(long nl,long nh)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    long *v;
       SHFT(v,w,x,u)    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
         SHFT(fv,fw,fx,fu)    if (!v) nrerror("allocation failure in ivector");
         } else {    return v-nl+NR_END;
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  
             v=w;  /******************free lvector **************************/
             w=u;  void free_lvector(long *v, long nl, long nh)
             fv=fw;  {
             fw=fu;    free((FREE_ARG)(v+nl-NR_END));
           } else if (fu <= fv || v == x || v == w) {  }
             v=u;  
             fv=fu;  /******************* imatrix *******************************/
           }  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         }       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   }  { 
   nrerror("Too many iterations in brent");    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   *xmin=x;    int **m; 
   return fx;    
 }    /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 /****************** mnbrak ***********************/    if (!m) nrerror("allocation failure 1 in matrix()"); 
     m += NR_END; 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m -= nrl; 
             double (*func)(double))    
 {    
   double ulim,u,r,q, dum;    /* allocate rows and set pointers to them */ 
   double fu;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
      if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   *fa=(*func)(*ax);    m[nrl] += NR_END; 
   *fb=(*func)(*bx);    m[nrl] -= ncl; 
   if (*fb > *fa) {    
     SHFT(dum,*ax,*bx,dum)    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       SHFT(dum,*fb,*fa,dum)    
       }    /* return pointer to array of pointers to rows */ 
   *cx=(*bx)+GOLD*(*bx-*ax);    return m; 
   *fc=(*func)(*cx);  } 
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);  /****************** free_imatrix *************************/
     q=(*bx-*cx)*(*fb-*fa);  void free_imatrix(m,nrl,nrh,ncl,nch)
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/        int **m;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));        long nch,ncl,nrh,nrl; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);       /* free an int matrix allocated by imatrix() */ 
     if ((*bx-u)*(u-*cx) > 0.0) {  { 
       fu=(*func)(u);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free((FREE_ARG) (m+nrl-NR_END)); 
       fu=(*func)(u);  } 
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /******************* matrix *******************************/
           SHFT(*fb,*fc,fu,(*func)(u))  double **matrix(long nrl, long nrh, long ncl, long nch)
           }  {
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       u=ulim;    double **m;
       fu=(*func)(u);  
     } else {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       u=(*cx)+GOLD*(*cx-*bx);    if (!m) nrerror("allocation failure 1 in matrix()");
       fu=(*func)(u);    m += NR_END;
     }    m -= nrl;
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 }    m[nrl] += NR_END;
     m[nrl] -= ncl;
 /*************** linmin ************************/  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 int ncom;    return m;
 double *pcom,*xicom;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 double (*nrfunc)(double []);     */
    }
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  
 {  /*************************free matrix ************************/
   double brent(double ax, double bx, double cx,  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
                double (*f)(double), double tol, double *xmin);  {
   double f1dim(double x);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    free((FREE_ARG)(m+nrl-NR_END));
               double *fc, double (*func)(double));  }
   int j;  
   double xx,xmin,bx,ax;  /******************* ma3x *******************************/
   double fx,fb,fa;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
    {
   ncom=n;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   pcom=vector(1,n);    double ***m;
   xicom=vector(1,n);  
   nrfunc=func;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   for (j=1;j<=n;j++) {    if (!m) nrerror("allocation failure 1 in matrix()");
     pcom[j]=p[j];    m += NR_END;
     xicom[j]=xi[j];    m -= nrl;
   }  
   ax=0.0;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   xx=1.0;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m[nrl] += NR_END;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m[nrl] -= ncl;
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 #endif  
   for (j=1;j<=n;j++) {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     xi[j] *= xmin;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     p[j] += xi[j];    m[nrl][ncl] += NR_END;
   }    m[nrl][ncl] -= nll;
   free_vector(xicom,1,n);    for (j=ncl+1; j<=nch; j++) 
   free_vector(pcom,1,n);      m[nrl][j]=m[nrl][j-1]+nlay;
 }    
     for (i=nrl+1; i<=nrh; i++) {
 /*************** powell ************************/      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,      for (j=ncl+1; j<=nch; j++) 
             double (*func)(double []))        m[i][j]=m[i][j-1]+nlay;
 {    }
   void linmin(double p[], double xi[], int n, double *fret,    return m; 
               double (*func)(double []));    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   int i,ibig,j;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   double del,t,*pt,*ptt,*xit;    */
   double fp,fptt;  }
   double *xits;  
   pt=vector(1,n);  /*************************free ma3x ************************/
   ptt=vector(1,n);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   xit=vector(1,n);  {
   xits=vector(1,n);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   *fret=(*func)(p);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   for (j=1;j<=n;j++) pt[j]=p[j];    free((FREE_ARG)(m+nrl-NR_END));
   for (*iter=1;;++(*iter)) {  }
     fp=(*fret);  
     ibig=0;  /*************** function subdirf ***********/
     del=0.0;  char *subdirf(char fileres[])
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  {
     for (i=1;i<=n;i++)    /* Caution optionfilefiname is hidden */
       printf(" %d %.12f",i, p[i]);    strcpy(tmpout,optionfilefiname);
     printf("\n");    strcat(tmpout,"/"); /* Add to the right */
     for (i=1;i<=n;i++) {    strcat(tmpout,fileres);
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    return tmpout;
       fptt=(*fret);  }
 #ifdef DEBUG  
       printf("fret=%lf \n",*fret);  /*************** function subdirf2 ***********/
 #endif  char *subdirf2(char fileres[], char *preop)
       printf("%d",i);fflush(stdout);  {
       linmin(p,xit,n,fret,func);    
       if (fabs(fptt-(*fret)) > del) {    /* Caution optionfilefiname is hidden */
         del=fabs(fptt-(*fret));    strcpy(tmpout,optionfilefiname);
         ibig=i;    strcat(tmpout,"/");
       }    strcat(tmpout,preop);
 #ifdef DEBUG    strcat(tmpout,fileres);
       printf("%d %.12e",i,(*fret));    return tmpout;
       for (j=1;j<=n;j++) {  }
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  /*************** function subdirf3 ***********/
       }  char *subdirf3(char fileres[], char *preop, char *preop2)
       for(j=1;j<=n;j++)  {
         printf(" p=%.12e",p[j]);    
       printf("\n");    /* Caution optionfilefiname is hidden */
 #endif    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/");
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    strcat(tmpout,preop);
 #ifdef DEBUG    strcat(tmpout,preop2);
       int k[2],l;    strcat(tmpout,fileres);
       k[0]=1;    return tmpout;
       k[1]=-1;  }
       printf("Max: %.12e",(*func)(p));  
       for (j=1;j<=n;j++)  /***************** f1dim *************************/
         printf(" %.12e",p[j]);  extern int ncom; 
       printf("\n");  extern double *pcom,*xicom;
       for(l=0;l<=1;l++) {  extern double (*nrfunc)(double []); 
         for (j=1;j<=n;j++) {   
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  double f1dim(double x) 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  { 
         }    int j; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    double f;
       }    double *xt; 
 #endif   
     xt=vector(1,ncom); 
     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       free_vector(xit,1,n);    f=(*nrfunc)(xt); 
       free_vector(xits,1,n);    free_vector(xt,1,ncom); 
       free_vector(ptt,1,n);    return f; 
       free_vector(pt,1,n);  } 
       return;  
     }  /*****************brent *************************/
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     for (j=1;j<=n;j++) {  { 
       ptt[j]=2.0*p[j]-pt[j];    int iter; 
       xit[j]=p[j]-pt[j];    double a,b,d,etemp;
       pt[j]=p[j];    double fu,fv,fw,fx;
     }    double ftemp;
     fptt=(*func)(ptt);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     if (fptt < fp) {    double e=0.0; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);   
       if (t < 0.0) {    a=(ax < cx ? ax : cx); 
         linmin(p,xit,n,fret,func);    b=(ax > cx ? ax : cx); 
         for (j=1;j<=n;j++) {    x=w=v=bx; 
           xi[j][ibig]=xi[j][n];    fw=fv=fx=(*f)(x); 
           xi[j][n]=xit[j];    for (iter=1;iter<=ITMAX;iter++) { 
         }      xm=0.5*(a+b); 
 #ifdef DEBUG      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
         for(j=1;j<=n;j++)      printf(".");fflush(stdout);
           printf(" %.12e",xit[j]);      fprintf(ficlog,".");fflush(ficlog);
         printf("\n");  #ifdef DEBUG
 #endif      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       }      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     }      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   }  #endif
 }      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         *xmin=x; 
 /**** Prevalence limit ****************/        return fx; 
       } 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)      ftemp=fu;
 {      if (fabs(e) > tol1) { 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit        r=(x-w)*(fx-fv); 
      matrix by transitions matrix until convergence is reached */        q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
   int i, ii,j,k;        q=2.0*(q-r); 
   double min, max, maxmin, maxmax,sumnew=0.;        if (q > 0.0) p = -p; 
   double **matprod2();        q=fabs(q); 
   double **out, cov[NCOVMAX], **pmij();        etemp=e; 
   double **newm;        e=d; 
   double agefin, delaymax=50 ; /* Max number of years to converge */        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
           d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   for (ii=1;ii<=nlstate+ndeath;ii++)        else { 
     for (j=1;j<=nlstate+ndeath;j++){          d=p/q; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);          u=x+d; 
     }          if (u-a < tol2 || b-u < tol2) 
             d=SIGN(tol1,xm-x); 
    cov[1]=1.;        } 
        } else { 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      } 
     newm=savm;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     /* Covariates have to be included here again */      fu=(*f)(u); 
      cov[2]=agefin;      if (fu <= fx) { 
          if (u >= x) a=x; else b=x; 
       for (k=1; k<=cptcovn;k++) {        SHFT(v,w,x,u) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          SHFT(fv,fw,fx,fu) 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/          } else { 
       }            if (u < x) a=u; else b=u; 
       for (k=1; k<=cptcovage;k++)            if (fu <= fw || w == x) { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];              v=w; 
       for (k=1; k<=cptcovprod;k++)              w=u; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];              fv=fw; 
               fw=fu; 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/            } else if (fu <= fv || v == x || v == w) { 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/              v=u; 
               fv=fu; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);            } 
           } 
     savm=oldm;    } 
     oldm=newm;    nrerror("Too many iterations in brent"); 
     maxmax=0.;    *xmin=x; 
     for(j=1;j<=nlstate;j++){    return fx; 
       min=1.;  } 
       max=0.;  
       for(i=1; i<=nlstate; i++) {  /****************** mnbrak ***********************/
         sumnew=0;  
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         prlim[i][j]= newm[i][j]/(1-sumnew);              double (*func)(double)) 
         max=FMAX(max,prlim[i][j]);  { 
         min=FMIN(min,prlim[i][j]);    double ulim,u,r,q, dum;
       }    double fu; 
       maxmin=max-min;   
       maxmax=FMAX(maxmax,maxmin);    *fa=(*func)(*ax); 
     }    *fb=(*func)(*bx); 
     if(maxmax < ftolpl){    if (*fb > *fa) { 
       return prlim;      SHFT(dum,*ax,*bx,dum) 
     }        SHFT(dum,*fb,*fa,dum) 
   }        } 
 }    *cx=(*bx)+GOLD*(*bx-*ax); 
     *fc=(*func)(*cx); 
 /*************** transition probabilities ***************/    while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      q=(*bx-*cx)*(*fb-*fa); 
 {      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   double s1, s2;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   /*double t34;*/      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   int i,j,j1, nc, ii, jj;      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
     for(i=1; i<= nlstate; i++){      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for(j=1; j<i;j++){        fu=(*func)(u); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        if (fu < *fc) { 
         /*s2 += param[i][j][nc]*cov[nc];*/          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];            SHFT(*fb,*fc,fu,(*func)(u)) 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       ps[i][j]=s2;        u=ulim; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        fu=(*func)(u); 
     }      } else { 
     for(j=i+1; j<=nlstate+ndeath;j++){        u=(*cx)+GOLD*(*cx-*bx); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        fu=(*func)(u); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      } 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      SHFT(*ax,*bx,*cx,u) 
       }        SHFT(*fa,*fb,*fc,fu) 
       ps[i][j]=s2;        } 
     }  } 
   }  
     /*ps[3][2]=1;*/  /*************** linmin ************************/
   
   for(i=1; i<= nlstate; i++){  int ncom; 
      s1=0;  double *pcom,*xicom;
     for(j=1; j<i; j++)  double (*nrfunc)(double []); 
       s1+=exp(ps[i][j]);   
     for(j=i+1; j<=nlstate+ndeath; j++)  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       s1+=exp(ps[i][j]);  { 
     ps[i][i]=1./(s1+1.);    double brent(double ax, double bx, double cx, 
     for(j=1; j<i; j++)                 double (*f)(double), double tol, double *xmin); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    double f1dim(double x); 
     for(j=i+1; j<=nlstate+ndeath; j++)    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       ps[i][j]= exp(ps[i][j])*ps[i][i];                double *fc, double (*func)(double)); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    int j; 
   } /* end i */    double xx,xmin,bx,ax; 
     double fx,fb,fa;
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){   
     for(jj=1; jj<= nlstate+ndeath; jj++){    ncom=n; 
       ps[ii][jj]=0;    pcom=vector(1,n); 
       ps[ii][ii]=1;    xicom=vector(1,n); 
     }    nrfunc=func; 
   }    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
       xicom[j]=xi[j]; 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    } 
     for(jj=1; jj<= nlstate+ndeath; jj++){    ax=0.0; 
      printf("%lf ",ps[ii][jj]);    xx=1.0; 
    }    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     printf("\n ");    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     }  #ifdef DEBUG
     printf("\n ");printf("%lf ",cov[2]);*/    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /*    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  #endif
   goto end;*/    for (j=1;j<=n;j++) { 
     return ps;      xi[j] *= xmin; 
 }      p[j] += xi[j]; 
     } 
 /**************** Product of 2 matrices ******************/    free_vector(xicom,1,n); 
     free_vector(pcom,1,n); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  } 
 {  
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  char *asc_diff_time(long time_sec, char ascdiff[])
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  {
   /* in, b, out are matrice of pointers which should have been initialized    long sec_left, days, hours, minutes;
      before: only the contents of out is modified. The function returns    days = (time_sec) / (60*60*24);
      a pointer to pointers identical to out */    sec_left = (time_sec) % (60*60*24);
   long i, j, k;    hours = (sec_left) / (60*60) ;
   for(i=nrl; i<= nrh; i++)    sec_left = (sec_left) %(60*60);
     for(k=ncolol; k<=ncoloh; k++)    minutes = (sec_left) /60;
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    sec_left = (sec_left) % (60);
         out[i][k] +=in[i][j]*b[j][k];    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     return ascdiff;
   return out;  }
 }  
   /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 /************* Higher Matrix Product ***************/              double (*func)(double [])) 
   { 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    void linmin(double p[], double xi[], int n, double *fret, 
 {                double (*func)(double [])); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    int i,ibig,j; 
      duration (i.e. until    double del,t,*pt,*ptt,*xit;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    double fp,fptt;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    double *xits;
      (typically every 2 years instead of every month which is too big).    int niterf, itmp;
      Model is determined by parameters x and covariates have to be  
      included manually here.    pt=vector(1,n); 
     ptt=vector(1,n); 
      */    xit=vector(1,n); 
     xits=vector(1,n); 
   int i, j, d, h, k;    *fret=(*func)(p); 
   double **out, cov[NCOVMAX];    for (j=1;j<=n;j++) pt[j]=p[j]; 
   double **newm;    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
   /* Hstepm could be zero and should return the unit matrix */      ibig=0; 
   for (i=1;i<=nlstate+ndeath;i++)      del=0.0; 
     for (j=1;j<=nlstate+ndeath;j++){      last_time=curr_time;
       oldm[i][j]=(i==j ? 1.0 : 0.0);      (void) gettimeofday(&curr_time,&tzp);
       po[i][j][0]=(i==j ? 1.0 : 0.0);      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);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   for(h=1; h <=nhstepm; h++){      for (i=1;i<=n;i++) {
     for(d=1; d <=hstepm; d++){        printf(" %d %.12f",i, p[i]);
       newm=savm;        fprintf(ficlog," %d %.12lf",i, p[i]);
       /* Covariates have to be included here again */        fprintf(ficrespow," %.12lf", p[i]);
       cov[1]=1.;      }
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      printf("\n");
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      fprintf(ficlog,"\n");
       for (k=1; k<=cptcovage;k++)      fprintf(ficrespow,"\n");fflush(ficrespow);
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      if(*iter <=3){
       for (k=1; k<=cptcovprod;k++)        tm = *localtime(&curr_time.tv_sec);
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        strcpy(strcurr,asctime(&tmf));
   /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time;
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        itmp = strlen(strcurr);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        if(strcurr[itmp-1]=='\n')
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          strcurr[itmp-1]='\0';
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       savm=oldm;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       oldm=newm;        for(niterf=10;niterf<=30;niterf+=10){
     }          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
     for(i=1; i<=nlstate+ndeath; i++)          tmf = *localtime(&forecast_time.tv_sec);
       for(j=1;j<=nlstate+ndeath;j++) {  /*      asctime_r(&tmf,strfor); */
         po[i][j][h]=newm[i][j];          strcpy(strfor,asctime(&tmf));
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          itmp = strlen(strfor);
          */          if(strfor[itmp-1]=='\n')
       }          strfor[itmp-1]='\0';
   } /* end h */          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);
   return po;          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);
 }        }
       }
       for (i=1;i<=n;i++) { 
 /*************** log-likelihood *************/        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 double func( double *x)        fptt=(*fret); 
 {  #ifdef DEBUG
   int i, ii, j, k, mi, d, kk;        printf("fret=%lf \n",*fret);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        fprintf(ficlog,"fret=%lf \n",*fret);
   double **out;  #endif
   double sw; /* Sum of weights */        printf("%d",i);fflush(stdout);
   double lli; /* Individual log likelihood */        fprintf(ficlog,"%d",i);fflush(ficlog);
   long ipmx;        linmin(p,xit,n,fret,func); 
   /*extern weight */        if (fabs(fptt-(*fret)) > del) { 
   /* We are differentiating ll according to initial status */          del=fabs(fptt-(*fret)); 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/          ibig=i; 
   /*for(i=1;i<imx;i++)        } 
     printf(" %d\n",s[4][i]);  #ifdef DEBUG
   */        printf("%d %.12e",i,(*fret));
   cov[1]=1.;        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
   for(k=1; k<=nlstate; k++) ll[k]=0.;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          printf(" x(%d)=%.12e",j,xit[j]);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     for(mi=1; mi<= wav[i]-1; mi++){        }
       for (ii=1;ii<=nlstate+ndeath;ii++)        for(j=1;j<=n;j++) {
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          printf(" p=%.12e",p[j]);
       for(d=0; d<dh[mi][i]; d++){          fprintf(ficlog," p=%.12e",p[j]);
         newm=savm;        }
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        printf("\n");
         for (kk=1; kk<=cptcovage;kk++) {        fprintf(ficlog,"\n");
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];  #endif
         }      } 
              if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  #ifdef DEBUG
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        int k[2],l;
         savm=oldm;        k[0]=1;
         oldm=newm;        k[1]=-1;
                printf("Max: %.12e",(*func)(p));
                fprintf(ficlog,"Max: %.12e",(*func)(p));
       } /* end mult */        for (j=1;j<=n;j++) {
                printf(" %.12e",p[j]);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);          fprintf(ficlog," %.12e",p[j]);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        }
       ipmx +=1;        printf("\n");
       sw += weight[i];        fprintf(ficlog,"\n");
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        for(l=0;l<=1;l++) {
     } /* end of wave */          for (j=1;j<=n;j++) {
   } /* end of individual */            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
             printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   /* printf("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 */          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   return -l;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 }        }
   #endif
   
 /*********** Maximum Likelihood Estimation ***************/  
         free_vector(xit,1,n); 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        free_vector(xits,1,n); 
 {        free_vector(ptt,1,n); 
   int i,j, iter;        free_vector(pt,1,n); 
   double **xi,*delti;        return; 
   double fret;      } 
   xi=matrix(1,npar,1,npar);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   for (i=1;i<=npar;i++)      for (j=1;j<=n;j++) { 
     for (j=1;j<=npar;j++)        ptt[j]=2.0*p[j]-pt[j]; 
       xi[i][j]=(i==j ? 1.0 : 0.0);        xit[j]=p[j]-pt[j]; 
   printf("Powell\n");        pt[j]=p[j]; 
   powell(p,xi,npar,ftol,&iter,&fret,func);      } 
       fptt=(*func)(ptt); 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      if (fptt < fp) { 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));        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++) { 
 /**** Computes Hessian and covariance matrix ***/            xi[j][ibig]=xi[j][n]; 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))            xi[j][n]=xit[j]; 
 {          }
   double  **a,**y,*x,pd;  #ifdef DEBUG
   double **hess;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int i, j,jk;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int *indx;          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
   double hessii(double p[], double delta, int theta, double delti[]);            fprintf(ficlog," %.12e",xit[j]);
   double hessij(double p[], double delti[], int i, int j);          }
   void lubksb(double **a, int npar, int *indx, double b[]) ;          printf("\n");
   void ludcmp(double **a, int npar, int *indx, double *d) ;          fprintf(ficlog,"\n");
   #endif
   hess=matrix(1,npar,1,npar);        }
       } 
   printf("\nCalculation of the hessian matrix. Wait...\n");    } 
   for (i=1;i<=npar;i++){  } 
     printf("%d",i);fflush(stdout);  
     hess[i][i]=hessii(p,ftolhess,i,delti);  /**** Prevalence limit (stable prevalence)  ****************/
     /*printf(" %f ",p[i]);*/  
     /*printf(" %lf ",hess[i][i]);*/  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   }  {
      /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   for (i=1;i<=npar;i++) {       matrix by transitions matrix until convergence is reached */
     for (j=1;j<=npar;j++)  {  
       if (j>i) {    int i, ii,j,k;
         printf(".%d%d",i,j);fflush(stdout);    double min, max, maxmin, maxmax,sumnew=0.;
         hess[i][j]=hessij(p,delti,i,j);    double **matprod2();
         hess[j][i]=hess[i][j];        double **out, cov[NCOVMAX], **pmij();
         /*printf(" %lf ",hess[i][j]);*/    double **newm;
       }    double agefin, delaymax=50 ; /* Max number of years to converge */
     }  
   }    for (ii=1;ii<=nlstate+ndeath;ii++)
   printf("\n");      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      }
    
   a=matrix(1,npar,1,npar);     cov[1]=1.;
   y=matrix(1,npar,1,npar);   
   x=vector(1,npar);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   indx=ivector(1,npar);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   for (i=1;i<=npar;i++)      newm=savm;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      /* Covariates have to be included here again */
   ludcmp(a,npar,indx,&pd);       cov[2]=agefin;
     
   for (j=1;j<=npar;j++) {        for (k=1; k<=cptcovn;k++) {
     for (i=1;i<=npar;i++) x[i]=0;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     x[j]=1;          /*      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]]);*/
     lubksb(a,npar,indx,x);        }
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       matcov[i][j]=x[i];        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]]];
   }  
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   printf("\n#Hessian matrix#\n");        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   for (i=1;i<=npar;i++) {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     for (j=1;j<=npar;j++) {      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       printf("%.3e ",hess[i][j]);  
     }      savm=oldm;
     printf("\n");      oldm=newm;
   }      maxmax=0.;
       for(j=1;j<=nlstate;j++){
   /* Recompute Inverse */        min=1.;
   for (i=1;i<=npar;i++)        max=0.;
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        for(i=1; i<=nlstate; i++) {
   ludcmp(a,npar,indx,&pd);          sumnew=0;
           for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   /*  printf("\n#Hessian matrix recomputed#\n");          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
   for (j=1;j<=npar;j++) {          min=FMIN(min,prlim[i][j]);
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;        maxmin=max-min;
     lubksb(a,npar,indx,x);        maxmax=FMAX(maxmax,maxmin);
     for (i=1;i<=npar;i++){      }
       y[i][j]=x[i];      if(maxmax < ftolpl){
       printf("%.3e ",y[i][j]);        return prlim;
     }      }
     printf("\n");    }
   }  }
   */  
   /*************** transition probabilities ***************/ 
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   free_vector(x,1,npar);  {
   free_ivector(indx,1,npar);    double s1, s2;
   free_matrix(hess,1,npar,1,npar);    /*double t34;*/
     int i,j,j1, nc, ii, jj;
   
 }      for(i=1; i<= nlstate; i++){
       for(j=1; j<i;j++){
 /*************** hessian matrix ****************/        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 double hessii( double x[], double delta, int theta, double delti[])          /*s2 += param[i][j][nc]*cov[nc];*/
 {          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   int i;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   int l=1, lmax=20;        }
   double k1,k2;        ps[i][j]=s2;
   double p2[NPARMAX+1];        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   double res;      }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      for(j=i+1; j<=nlstate+ndeath;j++){
   double fx;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   int k=0,kmax=10;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   double l1;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
   fx=func(x);        ps[i][j]=s2;
   for (i=1;i<=npar;i++) p2[i]=x[i];      }
   for(l=0 ; l <=lmax; l++){    }
     l1=pow(10,l);      /*ps[3][2]=1;*/
     delts=delt;  
     for(k=1 ; k <kmax; k=k+1){    for(i=1; i<= nlstate; i++){
       delt = delta*(l1*k);       s1=0;
       p2[theta]=x[theta] +delt;      for(j=1; j<i; j++)
       k1=func(p2)-fx;        s1+=exp(ps[i][j]);
       p2[theta]=x[theta]-delt;      for(j=i+1; j<=nlstate+ndeath; j++)
       k2=func(p2)-fx;        s1+=exp(ps[i][j]);
       /*res= (k1-2.0*fx+k2)/delt/delt; */      ps[i][i]=1./(s1+1.);
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */      for(j=1; j<i; j++)
              ps[i][j]= exp(ps[i][j])*ps[i][i];
 #ifdef DEBUG      for(j=i+1; j<=nlstate+ndeath; j++)
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        ps[i][j]= exp(ps[i][j])*ps[i][i];
 #endif      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    } /* end i */
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){  
         k=kmax;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       }      for(jj=1; jj<= nlstate+ndeath; jj++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        ps[ii][jj]=0;
         k=kmax; l=lmax*10.;        ps[ii][ii]=1;
       }      }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    }
         delts=delt;  
       }  
     }    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   }      for(jj=1; jj<= nlstate+ndeath; jj++){
   delti[theta]=delts;       printf("%lf ",ps[ii][jj]);
   return res;     }
        printf("\n ");
 }      }
       printf("\n ");printf("%lf ",cov[2]);*/
 double hessij( double x[], double delti[], int thetai,int thetaj)  /*
 {    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   int i;    goto end;*/
   int l=1, l1, lmax=20;      return ps;
   double k1,k2,k3,k4,res,fx;  }
   double p2[NPARMAX+1];  
   int k;  /**************** Product of 2 matrices ******************/
   
   fx=func(x);  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   for (k=1; k<=2; k++) {  {
     for (i=1;i<=npar;i++) p2[i]=x[i];    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     p2[thetai]=x[thetai]+delti[thetai]/k;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    /* in, b, out are matrice of pointers which should have been initialized 
     k1=func(p2)-fx;       before: only the contents of out is modified. The function returns
         a pointer to pointers identical to out */
     p2[thetai]=x[thetai]+delti[thetai]/k;    long i, j, k;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    for(i=nrl; i<= nrh; i++)
     k2=func(p2)-fx;      for(k=ncolol; k<=ncoloh; k++)
          for(j=ncl,out[i][k]=0.; j<=nch; j++)
     p2[thetai]=x[thetai]-delti[thetai]/k;          out[i][k] +=in[i][j]*b[j][k];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;    return out;
    }
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k4=func(p2)-fx;  /************* Higher Matrix Product ***************/
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */  
 #ifdef DEBUG  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  {
 #endif    /* Computes the transition matrix starting at age 'age' over 
   }       'nhstepm*hstepm*stepm' months (i.e. until
   return res;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 }       nhstepm*hstepm matrices. 
        Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 /************** Inverse of matrix **************/       (typically every 2 years instead of every month which is too big 
 void ludcmp(double **a, int n, int *indx, double *d)       for the memory).
 {       Model is determined by parameters x and covariates have to be 
   int i,imax,j,k;       included manually here. 
   double big,dum,sum,temp;  
   double *vv;       */
    
   vv=vector(1,n);    int i, j, d, h, k;
   *d=1.0;    double **out, cov[NCOVMAX];
   for (i=1;i<=n;i++) {    double **newm;
     big=0.0;  
     for (j=1;j<=n;j++)    /* Hstepm could be zero and should return the unit matrix */
       if ((temp=fabs(a[i][j])) > big) big=temp;    for (i=1;i<=nlstate+ndeath;i++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      for (j=1;j<=nlstate+ndeath;j++){
     vv[i]=1.0/big;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   }        po[i][j][0]=(i==j ? 1.0 : 0.0);
   for (j=1;j<=n;j++) {      }
     for (i=1;i<j;i++) {    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       sum=a[i][j];    for(h=1; h <=nhstepm; h++){
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      for(d=1; d <=hstepm; d++){
       a[i][j]=sum;        newm=savm;
     }        /* Covariates have to be included here again */
     big=0.0;        cov[1]=1.;
     for (i=j;i<=n;i++) {        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
       sum=a[i][j];        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       for (k=1;k<j;k++)        for (k=1; k<=cptcovage;k++)
         sum -= a[i][k]*a[k][j];          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       a[i][j]=sum;        for (k=1; k<=cptcovprod;k++)
       if ( (dum=vv[i]*fabs(sum)) >= big) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         big=dum;  
         imax=i;  
       }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     if (j != imax) {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       for (k=1;k<=n;k++) {                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         dum=a[imax][k];        savm=oldm;
         a[imax][k]=a[j][k];        oldm=newm;
         a[j][k]=dum;      }
       }      for(i=1; i<=nlstate+ndeath; i++)
       *d = -(*d);        for(j=1;j<=nlstate+ndeath;j++) {
       vv[imax]=vv[j];          po[i][j][h]=newm[i][j];
     }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     indx[j]=imax;           */
     if (a[j][j] == 0.0) a[j][j]=TINY;        }
     if (j != n) {    } /* end h */
       dum=1.0/(a[j][j]);    return po;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  }
     }  
   }  
   free_vector(vv,1,n);  /* Doesn't work */  /*************** log-likelihood *************/
 ;  double func( double *x)
 }  {
     int i, ii, j, k, mi, d, kk;
 void lubksb(double **a, int n, int *indx, double b[])    double l, ll[NLSTATEMAX], cov[NCOVMAX];
 {    double **out;
   int i,ii=0,ip,j;    double sw; /* Sum of weights */
   double sum;    double lli; /* Individual log likelihood */
      int s1, s2;
   for (i=1;i<=n;i++) {    double bbh, survp;
     ip=indx[i];    long ipmx;
     sum=b[ip];    /*extern weight */
     b[ip]=b[i];    /* We are differentiating ll according to initial status */
     if (ii)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    /*for(i=1;i<imx;i++) 
     else if (sum) ii=i;      printf(" %d\n",s[4][i]);
     b[i]=sum;    */
   }    cov[1]=1.;
   for (i=n;i>=1;i--) {  
     sum=b[i];    for(k=1; k<=nlstate; k++) ll[k]=0.;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  
     b[i]=sum/a[i][i];    if(mle==1){
   }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
 /************ Frequencies ********************/          for (ii=1;ii<=nlstate+ndeath;ii++)
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2)            for (j=1;j<=nlstate+ndeath;j++){
 {  /* Some frequencies */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;            }
   double ***freq; /* Frequencies */          for(d=0; d<dh[mi][i]; d++){
   double *pp;            newm=savm;
   double pos, k2, dateintsum=0,k2cpt=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   FILE *ficresp;            for (kk=1; kk<=cptcovage;kk++) {
   char fileresp[FILENAMELENGTH];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
   pp=vector(1,nlstate);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   strcpy(fileresp,"p");            savm=oldm;
   strcat(fileresp,fileres);            oldm=newm;
   if((ficresp=fopen(fileresp,"w"))==NULL) {          } /* end mult */
     printf("Problem with prevalence resultfile: %s\n", fileresp);        
     exit(0);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   }          /* But now since version 0.9 we anticipate for bias and large stepm.
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   j1=0;           * (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
   j=cptcoveff;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
            * probability in order to take into account the bias as a fraction of the way
   for(k1=1; k1<=j;k1++){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
    for(i1=1; i1<=ncodemax[k1];i1++){           * -stepm/2 to stepm/2 .
        j1++;           * For stepm=1 the results are the same as for previous versions of Imach.
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);           * For stepm > 1 the results are less biased than in previous versions. 
          scanf("%d", i);*/           */
         for (i=-1; i<=nlstate+ndeath; i++)            s1=s[mw[mi][i]][i];
          for (jk=-1; jk<=nlstate+ndeath; jk++)            s2=s[mw[mi+1][i]][i];
            for(m=agemin; m <= agemax+3; m++)          bbh=(double)bh[mi][i]/(double)stepm; 
              freq[i][jk][m]=0;          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
         dateintsum=0;           */
         k2cpt=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]));*/
        for (i=1; i<=imx; i++) {          if( s2 > nlstate){ 
          bool=1;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
          if  (cptcovn>0) {               to the likelihood is the probability to die between last step unit time and current 
            for (z1=1; z1<=cptcoveff; z1++)               step unit time, which is also the differences between probability to die before dh 
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])               and probability to die before dh-stepm . 
                bool=0;               In version up to 0.92 likelihood was computed
          }          as if date of death was unknown. Death was treated as any other
          if (bool==1) {          health state: the date of the interview describes the actual state
            for(m=firstpass; m<=lastpass; m++){          and not the date of a change in health state. The former idea was
              k2=anint[m][i]+(mint[m][i]/12.);          to consider that at each interview the state was recorded
              if ((k2>=dateprev1) && (k2<=dateprev2)) {          (healthy, disable or death) and IMaCh was corrected; but when we
                if(agev[m][i]==0) agev[m][i]=agemax+1;          introduced the exact date of death then we should have modified
                if(agev[m][i]==1) agev[m][i]=agemax+2;          the contribution of an exact death to the likelihood. This new
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          contribution is smaller and very dependent of the step unit
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          stepm. It is no more the probability to die between last interview
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {          and month of death but the probability to survive from last
                  dateintsum=dateintsum+k2;          interview up to one month before death multiplied by the
                  k2cpt++;          probability to die within a month. Thanks to Chris
                }          Jackson for correcting this bug.  Former versions increased
           mortality artificially. The bad side is that we add another loop
              }          which slows down the processing. The difference can be up to 10%
            }          lower mortality.
          }            */
        }            lli=log(out[s1][s2] - savm[s1][s2]);
         if  (cptcovn>0) {          }else{
          fprintf(ficresp, "\n#********** Variable ");            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
        fprintf(ficresp, "**********\n#");          } 
         }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        for(i=1; i<=nlstate;i++)          /*if(lli ==000.0)*/
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
        fprintf(ficresp, "\n");          ipmx +=1;
                  sw += weight[i];
   for(i=(int)agemin; i <= (int)agemax+3; i++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     if(i==(int)agemax+3)        } /* end of wave */
       printf("Total");      } /* end of individual */
     else    }  else if(mle==2){
       printf("Age %d", i);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)        for(mi=1; mi<= wav[i]-1; mi++){
         pp[jk] += freq[jk][m][i];          for (ii=1;ii<=nlstate+ndeath;ii++)
     }            for (j=1;j<=nlstate+ndeath;j++){
     for(jk=1; jk <=nlstate ; jk++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(m=-1, pos=0; m <=0 ; m++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         pos += freq[jk][m][i];            }
       if(pp[jk]>=1.e-10)          for(d=0; d<=dh[mi][i]; d++){
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            newm=savm;
       else            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
      for(jk=1; jk <=nlstate ; jk++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         pp[jk] += freq[jk][m][i];            savm=oldm;
      }            oldm=newm;
           } /* end mult */
     for(jk=1,pos=0; jk <=nlstate ; jk++)        
       pos += pp[jk];          s1=s[mw[mi][i]][i];
     for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
       if(pos>=1.e-5)          bbh=(double)bh[mi][i]/(double)stepm; 
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          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          ipmx +=1;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          sw += weight[i];
       if( i <= (int) agemax){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if(pos>=1.e-5){        } /* end of wave */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      } /* end of individual */
           probs[i][jk][j1]= pp[jk]/pos;    }  else if(mle==3){  /* exponential inter-extrapolation */
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       else        for(mi=1; mi<= wav[i]-1; mi++){
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=-1; jk <=nlstate+ndeath; jk++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(m=-1; m <=nlstate+ndeath; m++)            }
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          for(d=0; d<dh[mi][i]; d++){
     if(i <= (int) agemax)            newm=savm;
       fprintf(ficresp,"\n");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     printf("\n");            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,
   dateintmean=dateintsum/k2cpt;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
   fclose(ficresp);            oldm=newm;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          } /* end mult */
   free_vector(pp,1,nlstate);        
           s1=s[mw[mi][i]][i];
   /* End of Freq */          s2=s[mw[mi+1][i]][i];
 }          bbh=(double)bh[mi][i]/(double)stepm; 
           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 */
 /************ Prevalence ********************/          ipmx +=1;
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)          sw += weight[i];
 {  /* Some frequencies */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;      } /* end of individual */
   double ***freq; /* Frequencies */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   double *pp;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double pos, k2;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
   pp=vector(1,nlstate);          for (ii=1;ii<=nlstate+ndeath;ii++)
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   j1=0;            }
            for(d=0; d<dh[mi][i]; d++){
   j=cptcoveff;            newm=savm;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
  for(k1=1; k1<=j;k1++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     for(i1=1; i1<=ncodemax[k1];i1++){            }
       j1++;          
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for (i=-1; i<=nlstate+ndeath; i++)                           1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         for (jk=-1; jk<=nlstate+ndeath; jk++)              savm=oldm;
           for(m=agemin; m <= agemax+3; m++)            oldm=newm;
             freq[i][jk][m]=0;          } /* end mult */
              
       for (i=1; i<=imx; i++) {          s1=s[mw[mi][i]][i];
         bool=1;          s2=s[mw[mi+1][i]][i];
         if  (cptcovn>0) {          if( s2 > nlstate){ 
           for (z1=1; z1<=cptcoveff; z1++)            lli=log(out[s1][s2] - savm[s1][s2]);
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          }else{
               bool=0;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         }          }
         if (bool==1) {          ipmx +=1;
           for(m=firstpass; m<=lastpass; m++){          sw += weight[i];
             k2=anint[m][i]+(mint[m][i]/12.);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
             if ((k2>=dateprev1) && (k2<=dateprev2)) {  /*      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(agev[m][i]==0) agev[m][i]=agemax+1;        } /* end of wave */
               if(agev[m][i]==1) agev[m][i]=agemax+2;      } /* end of individual */
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
             }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           }        for(mi=1; mi<= wav[i]-1; mi++){
         }          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
                    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         for(i=(int)agemin; i <= (int)agemax+3; 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];            }
         }          
                    out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          for(jk=1; jk <=nlstate ; jk++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)            savm=oldm;
              pp[jk] += freq[jk][m][i];            oldm=newm;
          }          } /* end mult */
                  
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
          for(jk=1; jk <=nlstate ; jk++){                    lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
            if( i <= (int) agemax){          ipmx +=1;
              if(pos>=1.e-5){          sw += weight[i];
                probs[i][jk][j1]= pp[jk]/pos;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
              }          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
            }        } /* end of wave */
          }      } /* end of individual */
              } /* End of if */
         }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     }    /* 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 */
      return -l;
    }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  
   free_vector(pp,1,nlstate);  /*************** log-likelihood *************/
    double funcone( double *x)
 }  /* End of Freq */  {
     /* Same as likeli but slower because of a lot of printf and if */
 /************* Waves Concatenation ***************/    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    double **out;
 {    double lli; /* Individual log likelihood */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    double llt;
      Death is a valid wave (if date is known).    int s1, s2;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    double bbh, survp;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    /*extern weight */
      and mw[mi+1][i]. dh depends on stepm.    /* We are differentiating ll according to initial status */
      */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
   int i, mi, m;      printf(" %d\n",s[4][i]);
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    */
      double sum=0., jmean=0.;*/    cov[1]=1.;
   
   int j, k=0,jk, ju, jl;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double sum=0.;  
   jmin=1e+5;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   jmax=-1;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   jmean=0.;      for(mi=1; mi<= wav[i]-1; mi++){
   for(i=1; i<=imx; i++){        for (ii=1;ii<=nlstate+ndeath;ii++)
     mi=0;          for (j=1;j<=nlstate+ndeath;j++){
     m=firstpass;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     while(s[m][i] <= nlstate){            savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(s[m][i]>=1)          }
         mw[++mi][i]=m;        for(d=0; d<dh[mi][i]; d++){
       if(m >=lastpass)          newm=savm;
         break;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       else          for (kk=1; kk<=cptcovage;kk++) {
         m++;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     }/* end while */          }
     if (s[m][i] > nlstate){          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       mi++;     /* Death is another wave */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       /* if(mi==0)  never been interviewed correctly before death */          savm=oldm;
          /* Only death is a correct wave */          oldm=newm;
       mw[mi][i]=m;        } /* end mult */
     }        
         s1=s[mw[mi][i]][i];
     wav[i]=mi;        s2=s[mw[mi+1][i]][i];
     if(mi==0)        bbh=(double)bh[mi][i]/(double)stepm; 
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        /* bias is positive if real duration
   }         * is higher than the multiple of stepm and negative otherwise.
          */
   for(i=1; i<=imx; i++){        if( s2 > nlstate && (mle <5) ){  /* Jackson */
     for(mi=1; mi<wav[i];mi++){          lli=log(out[s1][s2] - savm[s1][s2]);
       if (stepm <=0)        } else if (mle==1){
         dh[mi][i]=1;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       else{        } else if(mle==2){
         if (s[mw[mi+1][i]][i] > nlstate) {          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 (agedc[i] < 2*AGESUP) {        } else if(mle==3){  /* exponential inter-extrapolation */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          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 */
           if(j==0) j=1;  /* Survives at least one month after exam */        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           k=k+1;          lli=log(out[s1][s2]); /* Original formula */
           if (j >= jmax) jmax=j;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           if (j <= jmin) jmin=j;          lli=log(out[s1][s2]); /* Original formula */
           sum=sum+j;        } /* End of if */
           /* if (j<10) printf("j=%d num=%d ",j,i); */        ipmx +=1;
           }        sw += weight[i];
         }        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         else{  /*       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]); */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        if(globpr){
           k=k+1;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
           if (j >= jmax) jmax=j;   %10.6f %10.6f %10.6f ", \
           else if (j <= jmin)jmin=j;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           sum=sum+j;          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
         }            llt +=ll[k]*gipmx/gsw;
         jk= j/stepm;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
         jl= j -jk*stepm;          }
         ju= j -(jk+1)*stepm;          fprintf(ficresilk," %10.6f\n", -llt);
         if(jl <= -ju)        }
           dh[mi][i]=jk;      } /* end of wave */
         else    } /* end of individual */
           dh[mi][i]=jk+1;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         if(dh[mi][i]==0)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           dh[mi][i]=1; /* At least one step */    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;
   jmean=sum/k;    }
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    return -l;
  }  }
 /*********** Tricode ****************************/  
 void tricode(int *Tvar, int **nbcode, int imx)  
 {  /*************** function likelione ***********/
   int Ndum[20],ij=1, k, j, i;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   int cptcode=0;  {
   cptcoveff=0;    /* This routine should help understanding what is done with 
         the selection of individuals/waves and
   for (k=0; k<19; k++) Ndum[k]=0;       to check the exact contribution to the likelihood.
   for (k=1; k<=7; k++) ncodemax[k]=0;       Plotting could be done.
      */
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    int k;
     for (i=1; i<=imx; i++) {  
       ij=(int)(covar[Tvar[j]][i]);    if(*globpri !=0){ /* Just counts and sums, no printings */
       Ndum[ij]++;      strcpy(fileresilk,"ilk"); 
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/      strcat(fileresilk,fileres);
       if (ij > cptcode) cptcode=ij;      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     }        printf("Problem with resultfile: %s\n", fileresilk);
         fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     for (i=0; i<=cptcode; i++) {      }
       if(Ndum[i]!=0) ncodemax[j]++;      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     }      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     ij=1;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       for(k=1; k<=nlstate; k++) 
         fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     for (i=1; i<=ncodemax[j]; i++) {      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       for (k=0; k<=19; k++) {    }
         if (Ndum[k] != 0) {  
           nbcode[Tvar[j]][ij]=k;    *fretone=(*funcone)(p);
           ij++;    if(*globpri !=0){
         }      fclose(ficresilk);
         if (ij > ncodemax[j]) break;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       }        fflush(fichtm); 
     }    } 
   }      return;
   }
  for (k=0; k<19; k++) Ndum[k]=0;  
   
  for (i=1; i<=ncovmodel-2; i++) {  /*********** Maximum Likelihood Estimation ***************/
       ij=Tvar[i];  
       Ndum[ij]++;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     }  {
     int i,j, iter;
  ij=1;    double **xi;
  for (i=1; i<=10; i++) {    double fret;
    if((Ndum[i]!=0) && (i<=ncov)){    double fretone; /* Only one call to likelihood */
      Tvaraff[ij]=i;    char filerespow[FILENAMELENGTH];
      ij++;    xi=matrix(1,npar,1,npar);
    }    for (i=1;i<=npar;i++)
  }      for (j=1;j<=npar;j++)
          xi[i][j]=(i==j ? 1.0 : 0.0);
     cptcoveff=ij-1;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
 }    strcpy(filerespow,"pow"); 
     strcat(filerespow,fileres);
 /*********** Health Expectancies ****************/    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 {    }
   /* Health expectancies */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   int i, j, nhstepm, hstepm, h;    for (i=1;i<=nlstate;i++)
   double age, agelim,hf;      for(j=1;j<=nlstate+ndeath;j++)
   double ***p3mat;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
      fprintf(ficrespow,"\n");
   fprintf(ficreseij,"# Health expectancies\n");  
   fprintf(ficreseij,"# Age");    powell(p,xi,npar,ftol,&iter,&fret,func);
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    fclose(ficrespow);
       fprintf(ficreseij," %1d-%1d",i,j);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   fprintf(ficreseij,"\n");    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   hstepm=1*YEARM; /*  Every j years of age (in month) */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  }
   
   agelim=AGESUP;  /**** Computes Hessian and covariance matrix ***/
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     /* nhstepm age range expressed in number of stepm */  {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    double  **a,**y,*x,pd;
     /* Typically if 20 years = 20*12/6=40 stepm */    double **hess;
     if (stepm >= YEARM) hstepm=1;    int i, j,jk;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    int *indx;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    double hessii(double p[], double delta, int theta, double delti[]);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    double hessij(double p[], double delti[], int i, int j);
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
   
     for(i=1; i<=nlstate;i++)    hess=matrix(1,npar,1,npar);
       for(j=1; j<=nlstate;j++)  
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    printf("\nCalculation of the hessian matrix. Wait...\n");
           eij[i][j][(int)age] +=p3mat[i][j][h];    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
         }    for (i=1;i<=npar;i++){
          printf("%d",i);fflush(stdout);
     hf=1;      fprintf(ficlog,"%d",i);fflush(ficlog);
     if (stepm >= YEARM) hf=stepm/YEARM;      hess[i][i]=hessii(p,ftolhess,i,delti);
     fprintf(ficreseij,"%.0f",age );      /*printf(" %f ",p[i]);*/
     for(i=1; i<=nlstate;i++)      /*printf(" %lf ",hess[i][i]);*/
       for(j=1; j<=nlstate;j++){    }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    
       }    for (i=1;i<=npar;i++) {
     fprintf(ficreseij,"\n");      for (j=1;j<=npar;j++)  {
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        if (j>i) { 
   }          printf(".%d%d",i,j);fflush(stdout);
 }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j);
 /************ Variance ******************/          hess[j][i]=hess[i][j];    
 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)          /*printf(" %lf ",hess[i][j]);*/
 {        }
   /* Variance of health expectancies */      }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    }
   double **newm;    printf("\n");
   double **dnewm,**doldm;    fprintf(ficlog,"\n");
   int i, j, nhstepm, hstepm, h;  
   int k, cptcode;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   double *xp;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   double **gp, **gm;    
   double ***gradg, ***trgradg;    a=matrix(1,npar,1,npar);
   double ***p3mat;    y=matrix(1,npar,1,npar);
   double age,agelim;    x=vector(1,npar);
   int theta;    indx=ivector(1,npar);
     for (i=1;i<=npar;i++)
    fprintf(ficresvij,"# Covariances of life expectancies\n");      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   fprintf(ficresvij,"# Age");    ludcmp(a,npar,indx,&pd);
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    for (j=1;j<=npar;j++) {
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      for (i=1;i<=npar;i++) x[i]=0;
   fprintf(ficresvij,"\n");      x[j]=1;
       lubksb(a,npar,indx,x);
   xp=vector(1,npar);      for (i=1;i<=npar;i++){ 
   dnewm=matrix(1,nlstate,1,npar);        matcov[i][j]=x[i];
   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 */    printf("\n#Hessian matrix#\n");
   agelim = AGESUP;    fprintf(ficlog,"\n#Hessian matrix#\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    for (i=1;i<=npar;i++) { 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      for (j=1;j<=npar;j++) { 
     if (stepm >= YEARM) hstepm=1;        printf("%.3e ",hess[i][j]);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        fprintf(ficlog,"%.3e ",hess[i][j]);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      }
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);      printf("\n");
     gp=matrix(0,nhstepm,1,nlstate);      fprintf(ficlog,"\n");
     gm=matrix(0,nhstepm,1,nlstate);    }
   
     for(theta=1; theta <=npar; theta++){    /* Recompute Inverse */
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (i=1;i<=npar;i++)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
       }    ludcmp(a,npar,indx,&pd);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    /*  printf("\n#Hessian matrix recomputed#\n");
   
       if (popbased==1) {    for (j=1;j<=npar;j++) {
         for(i=1; i<=nlstate;i++)      for (i=1;i<=npar;i++) x[i]=0;
           prlim[i][i]=probs[(int)age][i][ij];      x[j]=1;
       }      lubksb(a,npar,indx,x);
            for (i=1;i<=npar;i++){ 
       for(j=1; j<= nlstate; j++){        y[i][j]=x[i];
         for(h=0; h<=nhstepm; h++){        printf("%.3e ",y[i][j]);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",y[i][j]);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      }
         }      printf("\n");
       }      fprintf(ficlog,"\n");
        }
       for(i=1; i<=npar; i++) /* Computes gradient */    */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      free_matrix(a,1,npar,1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
       if (popbased==1) {    free_ivector(indx,1,npar);
         for(i=1; i<=nlstate;i++)    free_matrix(hess,1,npar,1,npar);
           prlim[i][i]=probs[(int)age][i][ij];  
       }  
   }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){  /*************** hessian matrix ****************/
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  double hessii( double x[], double delta, int theta, double delti[])
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];  {
         }    int i;
       }    int l=1, lmax=20;
     double k1,k2;
       for(j=1; j<= nlstate; j++)    double p2[NPARMAX+1];
         for(h=0; h<=nhstepm; h++){    double res;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
         }    double fx;
     } /* End theta */    int k=0,kmax=10;
     double l1;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  
     fx=func(x);
     for(h=0; h<=nhstepm; h++)    for (i=1;i<=npar;i++) p2[i]=x[i];
       for(j=1; j<=nlstate;j++)    for(l=0 ; l <=lmax; l++){
         for(theta=1; theta <=npar; theta++)      l1=pow(10,l);
           trgradg[h][j][theta]=gradg[h][theta][j];      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
     for(i=1;i<=nlstate;i++)        delt = delta*(l1*k);
       for(j=1;j<=nlstate;j++)        p2[theta]=x[theta] +delt;
         vareij[i][j][(int)age] =0.;        k1=func(p2)-fx;
     for(h=0;h<=nhstepm;h++){        p2[theta]=x[theta]-delt;
       for(k=0;k<=nhstepm;k++){        k2=func(p2)-fx;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        /*res= (k1-2.0*fx+k2)/delt/delt; */
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         for(i=1;i<=nlstate;i++)        
           for(j=1;j<=nlstate;j++)  #ifdef DEBUG
             vareij[i][j][(int)age] += doldm[i][j];        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
       }        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     }  #endif
     h=1;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     if (stepm >= YEARM) h=stepm/YEARM;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     fprintf(ficresvij,"%.0f ",age );          k=kmax;
     for(i=1; i<=nlstate;i++)        }
       for(j=1; j<=nlstate;j++){        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);          k=kmax; l=lmax*10.;
       }        }
     fprintf(ficresvij,"\n");        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     free_matrix(gp,0,nhstepm,1,nlstate);          delts=delt;
     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);    delti[theta]=delts;
   } /* End age */    return res; 
      
   free_vector(xp,1,npar);  }
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);  double hessij( double x[], double delti[], int thetai,int thetaj)
   {
 }    int i;
     int l=1, l1, lmax=20;
 /************ Variance of prevlim ******************/    double k1,k2,k3,k4,res,fx;
 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)    double p2[NPARMAX+1];
 {    int k;
   /* Variance of prevalence limit */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    fx=func(x);
   double **newm;    for (k=1; k<=2; k++) {
   double **dnewm,**doldm;      for (i=1;i<=npar;i++) p2[i]=x[i];
   int i, j, nhstepm, hstepm;      p2[thetai]=x[thetai]+delti[thetai]/k;
   int k, cptcode;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   double *xp;      k1=func(p2)-fx;
   double *gp, *gm;    
   double **gradg, **trgradg;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double age,agelim;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   int theta;      k2=func(p2)-fx;
        
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
   fprintf(ficresvpl,"# Age");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   for(i=1; i<=nlstate;i++)      k3=func(p2)-fx;
       fprintf(ficresvpl," %1d-%1d",i,i);    
   fprintf(ficresvpl,"\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   xp=vector(1,npar);      k4=func(p2)-fx;
   dnewm=matrix(1,nlstate,1,npar);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   doldm=matrix(1,nlstate,1,nlstate);  #ifdef DEBUG
        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);
   hstepm=1*YEARM; /* Every year of age */      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  #endif
   agelim = AGESUP;    }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    return res;
     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 */  /************** Inverse of matrix **************/
     gradg=matrix(1,npar,1,nlstate);  void ludcmp(double **a, int n, int *indx, double *d) 
     gp=vector(1,nlstate);  { 
     gm=vector(1,nlstate);    int i,imax,j,k; 
     double big,dum,sum,temp; 
     for(theta=1; theta <=npar; theta++){    double *vv; 
       for(i=1; i<=npar; i++){ /* Computes gradient */   
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    vv=vector(1,n); 
       }    *d=1.0; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (i=1;i<=n;i++) { 
       for(i=1;i<=nlstate;i++)      big=0.0; 
         gp[i] = prlim[i][i];      for (j=1;j<=n;j++) 
            if ((temp=fabs(a[i][j])) > big) big=temp; 
       for(i=1; i<=npar; i++) /* Computes gradient */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      vv[i]=1.0/big; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    } 
       for(i=1;i<=nlstate;i++)    for (j=1;j<=n;j++) { 
         gm[i] = prlim[i][i];      for (i=1;i<j;i++) { 
         sum=a[i][j]; 
       for(i=1;i<=nlstate;i++)        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        a[i][j]=sum; 
     } /* End theta */      } 
       big=0.0; 
     trgradg =matrix(1,nlstate,1,npar);      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
     for(j=1; j<=nlstate;j++)        for (k=1;k<j;k++) 
       for(theta=1; theta <=npar; theta++)          sum -= a[i][k]*a[k][j]; 
         trgradg[j][theta]=gradg[theta][j];        a[i][j]=sum; 
         if ( (dum=vv[i]*fabs(sum)) >= big) { 
     for(i=1;i<=nlstate;i++)          big=dum; 
       varpl[i][(int)age] =0.;          imax=i; 
     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++)      if (j != imax) { 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        for (k=1;k<=n;k++) { 
           dum=a[imax][k]; 
     fprintf(ficresvpl,"%.0f ",age );          a[imax][k]=a[j][k]; 
     for(i=1; i<=nlstate;i++)          a[j][k]=dum; 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        } 
     fprintf(ficresvpl,"\n");        *d = -(*d); 
     free_vector(gp,1,nlstate);        vv[imax]=vv[j]; 
     free_vector(gm,1,nlstate);      } 
     free_matrix(gradg,1,npar,1,nlstate);      indx[j]=imax; 
     free_matrix(trgradg,1,nlstate,1,npar);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   } /* End age */      if (j != n) { 
         dum=1.0/(a[j][j]); 
   free_vector(xp,1,npar);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   free_matrix(doldm,1,nlstate,1,npar);      } 
   free_matrix(dnewm,1,nlstate,1,nlstate);    } 
     free_vector(vv,1,n);  /* Doesn't work */
 }  ;
   } 
 /************ Variance of one-step probabilities  ******************/  
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)  void lubksb(double **a, int n, int *indx, double b[]) 
 {  { 
   int i, j;    int i,ii=0,ip,j; 
   int k=0, cptcode;    double sum; 
   double **dnewm,**doldm;   
   double *xp;    for (i=1;i<=n;i++) { 
   double *gp, *gm;      ip=indx[i]; 
   double **gradg, **trgradg;      sum=b[ip]; 
   double age,agelim, cov[NCOVMAX];      b[ip]=b[i]; 
   int theta;      if (ii) 
   char fileresprob[FILENAMELENGTH];        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       else if (sum) ii=i; 
   strcpy(fileresprob,"prob");      b[i]=sum; 
   strcat(fileresprob,fileres);    } 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {    for (i=n;i>=1;i--) { 
     printf("Problem with resultfile: %s\n", fileresprob);      sum=b[i]; 
   }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);      b[i]=sum/a[i][i]; 
      } 
   } 
   xp=vector(1,npar);  
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  /************ Frequencies ********************/
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  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)
    {  /* Some frequencies */
   cov[1]=1;    
   for (age=bage; age<=fage; age ++){    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     cov[2]=age;    int first;
     gradg=matrix(1,npar,1,9);    double ***freq; /* Frequencies */
     trgradg=matrix(1,9,1,npar);    double *pp, **prop;
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    FILE *ficresp;
        char fileresp[FILENAMELENGTH];
     for(theta=1; theta <=npar; theta++){    
       for(i=1; i<=npar; i++)    pp=vector(1,nlstate);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    prop=matrix(1,nlstate,iagemin,iagemax+3);
          strcpy(fileresp,"p");
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    strcat(fileresp,fileres);
        if((ficresp=fopen(fileresp,"w"))==NULL) {
       k=0;      printf("Problem with prevalence resultfile: %s\n", fileresp);
       for(i=1; i<= (nlstate+ndeath); i++){      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
         for(j=1; j<=(nlstate+ndeath);j++){      exit(0);
            k=k+1;    }
           gp[k]=pmmij[i][j];    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
         }    j1=0;
       }    
     j=cptcoveff;
       for(i=1; i<=npar; i++)    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
        first=1;
   
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    for(k1=1; k1<=j;k1++){
       k=0;      for(i1=1; i1<=ncodemax[k1];i1++){
       for(i=1; i<=(nlstate+ndeath); i++){        j1++;
         for(j=1; j<=(nlstate+ndeath);j++){        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           k=k+1;          scanf("%d", i);*/
           gm[k]=pmmij[i][j];        for (i=-1; i<=nlstate+ndeath; i++)  
         }          for (jk=-1; jk<=nlstate+ndeath; jk++)  
       }            for(m=iagemin; m <= iagemax+3; m++)
                    freq[i][jk][m]=0;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)  
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];        for (i=1; i<=nlstate; i++)  
     }        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)        
       for(theta=1; theta <=npar; theta++)        dateintsum=0;
       trgradg[j][theta]=gradg[theta][j];        k2cpt=0;
          for (i=1; i<=imx; i++) {
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);          bool=1;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
      pmij(pmmij,cov,ncovmodel,x,nlstate);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                 bool=0;
      k=0;          }
      for(i=1; i<=(nlstate+ndeath); i++){          if (bool==1){
        for(j=1; j<=(nlstate+ndeath);j++){            for(m=firstpass; m<=lastpass; m++){
          k=k+1;              k2=anint[m][i]+(mint[m][i]/12.);
          gm[k]=pmmij[i][j];              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
         }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
      }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
      /*printf("\n%d ",(int)age);                if (m<lastpass) {
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                          freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));                
      }*/                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
   fprintf(ficresprob,"\n%d ",(int)age);                  k2cpt++;
                 }
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){                /*}*/
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            }
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);          }
   }        }
          
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));  
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        if  (cptcovn>0) {
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          fprintf(ficresp, "\n#********** Variable "); 
 }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
  free_vector(xp,1,npar);          fprintf(ficresp, "**********\n#");
 fclose(ficresprob);        }
  exit(0);        for(i=1; i<=nlstate;i++) 
 }          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
 /***********************************************/        
 /**************** Main Program *****************/        for(i=iagemin; i <= iagemax+3; i++){
 /***********************************************/          if(i==iagemax+3){
             fprintf(ficlog,"Total");
 int main(int argc, char *argv[])          }else{
 {            if(first==1){
               first=0;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;              printf("See log file for details...\n");
   double agedeb, agefin,hf;            }
   double agemin=1.e20, agemax=-1.e20;            fprintf(ficlog,"Age %d", i);
           }
   double fret;          for(jk=1; jk <=nlstate ; jk++){
   double **xi,tmp,delta;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
   double dum; /* Dummy variable */          }
   double ***p3mat;          for(jk=1; jk <=nlstate ; jk++){
   int *indx;            for(m=-1, pos=0; m <=0 ; m++)
   char line[MAXLINE], linepar[MAXLINE];              pos += freq[jk][m][i];
   char title[MAXLINE];            if(pp[jk]>=1.e-10){
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];              if(first==1){
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             }else{
   char filerest[FILENAMELENGTH];              if(first==1)
   char fileregp[FILENAMELENGTH];                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char popfile[FILENAMELENGTH];              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];            }
   int firstobs=1, lastobs=10;          }
   int sdeb, sfin; /* Status at beginning and end */  
   int c,  h , cpt,l;          for(jk=1; jk <=nlstate ; jk++){
   int ju,jl, mi;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;              pp[jk] += freq[jk][m][i];
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;          }       
   int mobilav=0,popforecast=0;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   int hstepm, nhstepm;            pos += pp[jk];
   int *popage;/*boolprev=0 if date and zero if wave*/            posprop += prop[jk][i];
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;          }
           for(jk=1; jk <=nlstate ; jk++){
   double bage, fage, age, agelim, agebase;            if(pos>=1.e-5){
   double ftolpl=FTOL;              if(first==1)
   double **prlim;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double *severity;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double ***param; /* Matrix of parameters */            }else{
   double  *p;              if(first==1)
   double **matcov; /* Matrix of covariance */                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   double ***delti3; /* Scale */              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   double *delti; /* Scale */            }
   double ***eij, ***vareij;            if( i <= iagemax){
   double **varpl; /* Variances of prevalence limits by age */              if(pos>=1.e-5){
   double *epj, vepp;                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   double kk1, kk2;                /*probs[i][jk][j1]= pp[jk]/pos;*/
   double *popeffectif,*popcount;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;              }
   double yp,yp1,yp2;              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   char version[80]="Imach version 0.7, February 2002, INED-EUROREVES ";            }
   char *alph[]={"a","a","b","c","d","e"}, str[4];          }
           
           for(jk=-1; jk <=nlstate+ndeath; jk++)
   char z[1]="c", occ;            for(m=-1; m <=nlstate+ndeath; m++)
 #include <sys/time.h>              if(freq[jk][m][i] !=0 ) {
 #include <time.h>              if(first==1)
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                  fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   /* long total_usecs;              }
   struct timeval start_time, end_time;          if(i <= iagemax)
              fprintf(ficresp,"\n");
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          if(first==1)
             printf("Others in log...\n");
           fprintf(ficlog,"\n");
   printf("\n%s",version);        }
   if(argc <=1){      }
     printf("\nEnter the parameter file name: ");    }
     scanf("%s",pathtot);    dateintmean=dateintsum/k2cpt; 
   }   
   else{    fclose(ficresp);
     strcpy(pathtot,argv[1]);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   }    free_vector(pp,1,nlstate);
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   /*cygwin_split_path(pathtot,path,optionfile);    /* End of Freq */
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/  }
   /* cutv(path,optionfile,pathtot,'\\');*/  
   /************ Prevalence ********************/
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);  {  
   chdir(path);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   replace(pathc,path);       in each health status at the date of interview (if between dateprev1 and dateprev2).
        We still use firstpass and lastpass as another selection.
 /*-------- arguments in the command line --------*/    */
    
   strcpy(fileres,"r");    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   strcat(fileres, optionfilefiname);    double ***freq; /* Frequencies */
   strcat(fileres,".txt");    /* Other files have txt extension */    double *pp, **prop;
     double pos,posprop; 
   /*---------arguments file --------*/    double  y2; /* in fractional years */
     int iagemin, iagemax;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  
     printf("Problem with optionfile %s\n",optionfile);    iagemin= (int) agemin;
     goto end;    iagemax= (int) agemax;
   }    /*pp=vector(1,nlstate);*/
     prop=matrix(1,nlstate,iagemin,iagemax+3); 
   strcpy(filereso,"o");    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   strcat(filereso,fileres);    j1=0;
   if((ficparo=fopen(filereso,"w"))==NULL) {    
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    j=cptcoveff;
   }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
   /* Reads comments: lines beginning with '#' */    for(k1=1; k1<=j;k1++){
   while((c=getc(ficpar))=='#' && c!= EOF){      for(i1=1; i1<=ncodemax[k1];i1++){
     ungetc(c,ficpar);        j1++;
     fgets(line, MAXLINE, ficpar);        
     puts(line);        for (i=1; i<=nlstate; i++)  
     fputs(line,ficparo);          for(m=iagemin; m <= iagemax+3; m++)
   }            prop[i][m]=0.0;
   ungetc(c,ficpar);       
         for (i=1; i<=imx; i++) { /* Each individual */
   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);          bool=1;
   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);          if  (cptcovn>0) {
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);            for (z1=1; z1<=cptcoveff; z1++) 
 while((c=getc(ficpar))=='#' && c!= EOF){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     ungetc(c,ficpar);                bool=0;
     fgets(line, MAXLINE, ficpar);          } 
     puts(line);          if (bool==1) { 
     fputs(line,ficparo);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   ungetc(c,ficpar);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                  if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
   covar=matrix(0,NCOVMAX,1,n);                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); 
   cptcovn=0;                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;                  /*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];
   ncovmodel=2+cptcovn;                  prop[s[m][i]][iagemax+3] += weight[i]; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */                } 
                }
   /* Read guess parameters */            } /* end selection of waves */
   /* Reads comments: lines beginning with '#' */          }
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);        for(i=iagemin; i <= iagemax+3; i++){  
     fgets(line, MAXLINE, ficpar);          
     puts(line);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     fputs(line,ficparo);            posprop += prop[jk][i]; 
   }          } 
   ungetc(c,ficpar);  
            for(jk=1; jk <=nlstate ; jk++){     
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);            if( i <=  iagemax){ 
     for(i=1; i <=nlstate; i++)              if(posprop>=1.e-5){ 
     for(j=1; j <=nlstate+ndeath-1; j++){                probs[i][jk][j1]= prop[jk][i]/posprop;
       fscanf(ficpar,"%1d%1d",&i1,&j1);              } 
       fprintf(ficparo,"%1d%1d",i1,j1);            } 
       printf("%1d%1d",i,j);          }/* end jk */ 
       for(k=1; k<=ncovmodel;k++){        }/* end i */ 
         fscanf(ficpar," %lf",&param[i][j][k]);      } /* end i1 */
         printf(" %lf",param[i][j][k]);    } /* end k1 */
         fprintf(ficparo," %lf",param[i][j][k]);    
       }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
       fscanf(ficpar,"\n");    /*free_vector(pp,1,nlstate);*/
       printf("\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       fprintf(ficparo,"\n");  }  /* End of prevalence */
     }  
    /************* Waves Concatenation ***************/
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  
   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)
   p=param[1][1];  {
      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
   /* Reads comments: lines beginning with '#' */       Death is a valid wave (if date is known).
   while((c=getc(ficpar))=='#' && c!= EOF){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     ungetc(c,ficpar);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     fgets(line, MAXLINE, ficpar);       and mw[mi+1][i]. dh depends on stepm.
     puts(line);       */
     fputs(line,ficparo);  
   }    int i, mi, m;
   ungetc(c,ficpar);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
        double sum=0., jmean=0.;*/
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int first;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    int j, k=0,jk, ju, jl;
   for(i=1; i <=nlstate; i++){    double sum=0.;
     for(j=1; j <=nlstate+ndeath-1; j++){    first=0;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    jmin=1e+5;
       printf("%1d%1d",i,j);    jmax=-1;
       fprintf(ficparo,"%1d%1d",i1,j1);    jmean=0.;
       for(k=1; k<=ncovmodel;k++){    for(i=1; i<=imx; i++){
         fscanf(ficpar,"%le",&delti3[i][j][k]);      mi=0;
         printf(" %le",delti3[i][j][k]);      m=firstpass;
         fprintf(ficparo," %le",delti3[i][j][k]);      while(s[m][i] <= nlstate){
       }        if(s[m][i]>=1)
       fscanf(ficpar,"\n");          mw[++mi][i]=m;
       printf("\n");        if(m >=lastpass)
       fprintf(ficparo,"\n");          break;
     }        else
   }          m++;
   delti=delti3[1][1];      }/* end while */
        if (s[m][i] > nlstate){
   /* Reads comments: lines beginning with '#' */        mi++;     /* Death is another wave */
   while((c=getc(ficpar))=='#' && c!= EOF){        /* if(mi==0)  never been interviewed correctly before death */
     ungetc(c,ficpar);           /* Only death is a correct wave */
     fgets(line, MAXLINE, ficpar);        mw[mi][i]=m;
     puts(line);      }
     fputs(line,ficparo);  
   }      wav[i]=mi;
   ungetc(c,ficpar);      if(mi==0){
          nbwarn++;
   matcov=matrix(1,npar,1,npar);        if(first==0){
   for(i=1; i <=npar; i++){          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     fscanf(ficpar,"%s",&str);          first=1;
     printf("%s",str);        }
     fprintf(ficparo,"%s",str);        if(first==1){
     for(j=1; j <=i; j++){          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
       fscanf(ficpar," %le",&matcov[i][j]);        }
       printf(" %.5le",matcov[i][j]);      } /* end mi==0 */
       fprintf(ficparo," %.5le",matcov[i][j]);    } /* End individuals */
     }  
     fscanf(ficpar,"\n");    for(i=1; i<=imx; i++){
     printf("\n");      for(mi=1; mi<wav[i];mi++){
     fprintf(ficparo,"\n");        if (stepm <=0)
   }          dh[mi][i]=1;
   for(i=1; i <=npar; i++)        else{
     for(j=i+1;j<=npar;j++)          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       matcov[i][j]=matcov[j][i];            if (agedc[i] < 2*AGESUP) {
                  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   printf("\n");              if(j==0) j=1;  /* Survives at least one month after exam */
               else if(j<0){
                 nberr++;
     /*-------- data file ----------*/                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]);
     if((ficres =fopen(fileres,"w"))==NULL) {                j=1; /* Temporary Dangerous patch */
       printf("Problem with resultfile: %s\n", fileres);goto end;                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]);
     fprintf(ficres,"#%s\n",version);                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);
                  }
     if((fic=fopen(datafile,"r"))==NULL)    {              k=k+1;
       printf("Problem with datafile: %s\n", datafile);goto end;              if (j >= jmax) jmax=j;
     }              if (j <= jmin) jmin=j;
               sum=sum+j;
     n= lastobs;              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     severity = vector(1,maxwav);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     outcome=imatrix(1,maxwav+1,1,n);            }
     num=ivector(1,n);          }
     moisnais=vector(1,n);          else{
     annais=vector(1,n);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     moisdc=vector(1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     andc=vector(1,n);            k=k+1;
     agedc=vector(1,n);            if (j >= jmax) jmax=j;
     cod=ivector(1,n);            else if (j <= jmin)jmin=j;
     weight=vector(1,n);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */            /*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]);*/
     mint=matrix(1,maxwav,1,n);            if(j<0){
     anint=matrix(1,maxwav,1,n);              nberr++;
     s=imatrix(1,maxwav+1,1,n);              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]);
     adl=imatrix(1,maxwav+1,1,n);                  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]);
     tab=ivector(1,NCOVMAX);            }
     ncodemax=ivector(1,8);            sum=sum+j;
           }
     i=1;          jk= j/stepm;
     while (fgets(line, MAXLINE, fic) != NULL)    {          jl= j -jk*stepm;
       if ((i >= firstobs) && (i <=lastobs)) {          ju= j -(jk+1)*stepm;
                  if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
         for (j=maxwav;j>=1;j--){            if(jl==0){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              dh[mi][i]=jk;
           strcpy(line,stra);              bh[mi][i]=0;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            }else{ /* We want a negative bias in order to only have interpolation ie
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                    * at the price of an extra matrix product in likelihood */
         }              dh[mi][i]=jk+1;
                      bh[mi][i]=ju;
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
             if(jl <= -ju){
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk;
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=jl;       /* bias is positive if real duration
                                    * is higher than the multiple of stepm and negative otherwise.
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);                                   */
         for (j=ncov;j>=1;j--){            }
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            else{
         }              dh[mi][i]=jk+1;
         num[i]=atol(stra);              bh[mi][i]=ju;
                    }
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){            if(dh[mi][i]==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])); ij=ij+1;}*/              dh[mi][i]=1; /* At least one step */
               bh[mi][i]=ju; /* At least one step */
         i=i+1;              /*  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);*/
       }            }
     }          } /* end if mle */
     /* printf("ii=%d", ij);        }
        scanf("%d",i);*/      } /* end wave */
   imx=i-1; /* Number of individuals */    }
     jmean=sum/k;
   /* for (i=1; i<=imx; i++){    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     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;  
     }  /*********** Tricode ****************************/
   void tricode(int *Tvar, int **nbcode, int imx)
     for (i=1; i<=imx; i++)  {
     if (covar[1][i]==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]));*/    
     int Ndum[20],ij=1, k, j, i, maxncov=19;
   /* Calculation of the number of parameter from char model*/    int cptcode=0;
   Tvar=ivector(1,15);    cptcoveff=0; 
   Tprod=ivector(1,15);   
   Tvaraff=ivector(1,15);    for (k=0; k<maxncov; k++) Ndum[k]=0;
   Tvard=imatrix(1,15,1,2);    for (k=1; k<=7; k++) ncodemax[k]=0;
   Tage=ivector(1,15);        
        for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
   if (strlen(model) >1){      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     j=0, j1=0, k1=1, k2=1;                                 modality*/ 
     j=nbocc(model,'+');        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     j1=nbocc(model,'*');        Ndum[ij]++; /*store the modality */
     cptcovn=j+1;        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     cptcovprod=j1;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
                                             Tvar[j]. If V=sex and male is 0 and 
                                             female is 1, then  cptcode=1.*/
     strcpy(modelsav,model);      }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){  
       printf("Error. Non available option model=%s ",model);      for (i=0; i<=cptcode; i++) {
       goto end;        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
     }      }
      
     for(i=(j+1); i>=1;i--){      ij=1; 
       cutv(stra,strb,modelsav,'+');      for (i=1; i<=ncodemax[j]; i++) {
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);        for (k=0; k<= maxncov; k++) {
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/          if (Ndum[k] != 0) {
       /*scanf("%d",i);*/            nbcode[Tvar[j]][ij]=k; 
       if (strchr(strb,'*')) {            /* 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; */
         cutv(strd,strc,strb,'*');            
         if (strcmp(strc,"age")==0) {            ij++;
           cptcovprod--;          }
           cutv(strb,stre,strd,'V');          if (ij > ncodemax[j]) break; 
           Tvar[i]=atoi(stre);        }  
           cptcovage++;      } 
             Tage[cptcovage]=i;    }  
             /*printf("stre=%s ", stre);*/  
         }   for (k=0; k< maxncov; k++) Ndum[k]=0;
         else if (strcmp(strd,"age")==0) {  
           cptcovprod--;   for (i=1; i<=ncovmodel-2; i++) { 
           cutv(strb,stre,strc,'V');     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
           Tvar[i]=atoi(stre);     ij=Tvar[i];
           cptcovage++;     Ndum[ij]++;
           Tage[cptcovage]=i;   }
         }  
         else {   ij=1;
           cutv(strb,stre,strc,'V');   for (i=1; i<= maxncov; i++) {
           Tvar[i]=ncov+k1;     if((Ndum[i]!=0) && (i<=ncovcol)){
           cutv(strb,strc,strd,'V');       Tvaraff[ij]=i; /*For printing */
           Tprod[k1]=i;       ij++;
           Tvard[k1][1]=atoi(strc);     }
           Tvard[k1][2]=atoi(stre);   }
           Tvar[cptcovn+k2]=Tvard[k1][1];   
           Tvar[cptcovn+k2+1]=Tvard[k1][2];   cptcoveff=ij-1; /*Number of simple covariates*/
           for (k=1; k<=lastobs;k++)  }
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  
           k1++;  /*********** Health Expectancies ****************/
           k2=k2+2;  
         }  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
       }  
       else {  {
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    /* Health expectancies */
        /*  scanf("%d",i);*/    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       cutv(strd,strc,strb,'V');    double age, agelim, hf;
       Tvar[i]=atoi(strc);    double ***p3mat,***varhe;
       }    double **dnewm,**doldm;
       strcpy(modelsav,stra);      double *xp;
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    double **gp, **gm;
         scanf("%d",i);*/    double ***gradg, ***trgradg;
     }    int theta;
 }  
      varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    xp=vector(1,npar);
   printf("cptcovprod=%d ", cptcovprod);    dnewm=matrix(1,nlstate*nlstate,1,npar);
   scanf("%d ",i);*/    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     fclose(fic);    
     fprintf(ficreseij,"# Health expectancies\n");
     /*  if(mle==1){*/    fprintf(ficreseij,"# Age");
     if (weightopt != 1) { /* Maximisation without weights*/    for(i=1; i<=nlstate;i++)
       for(i=1;i<=n;i++) weight[i]=1.0;      for(j=1; j<=nlstate;j++)
     }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     /*-calculation of age at interview from date of interview and age at death -*/    fprintf(ficreseij,"\n");
     agev=matrix(1,maxwav,1,imx);  
     if(estepm < stepm){
    for (i=1; i<=imx; i++)      printf ("Problem %d lower than %d\n",estepm, stepm);
      for(m=2; (m<= maxwav); m++)    }
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    else  hstepm=estepm;   
          anint[m][i]=9999;    /* We compute the life expectancy from trapezoids spaced every estepm months
          s[m][i]=-1;     * 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 
     for (i=1; i<=imx; i++)  {     * progression in between and thus overestimating or underestimating according
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);     * to the curvature of the survival function. If, for the same date, we 
       for(m=1; (m<= maxwav); m++){     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         if(s[m][i] >0){     * to compare the new estimate of Life expectancy with the same linear 
           if (s[m][i] == nlstate+1) {     * hypothesis. A more precise result, taking into account a more precise
             if(agedc[i]>0)     * curvature will be obtained if estepm is as small as stepm. */
               if(moisdc[i]!=99 && andc[i]!=9999)  
               agev[m][i]=agedc[i];    /* For example we decided to compute the life expectancy with the smallest unit */
             else {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
               if (andc[i]!=9999){       nhstepm is the number of hstepm from age to agelim 
               printf("Warning negative age at death: %d line:%d\n",num[i],i);       nstepm is the number of stepm from age to agelin. 
               agev[m][i]=-1;       Look at hpijx to understand the reason of that which relies in memory size
               }       and note for a fixed period like estepm months */
             }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           }       survival function given by stepm (the optimization length). Unfortunately it
           else if(s[m][i] !=9){ /* Should no more exist */       means that if the survival funtion is printed only each two years of age and if
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
             if(mint[m][i]==99 || anint[m][i]==9999)       results. So we changed our mind and took the option of the best precision.
               agev[m][i]=1;    */
             else if(agev[m][i] <agemin){    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
               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);*/    agelim=AGESUP;
             }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
             else if(agev[m][i] >agemax){      /* nhstepm age range expressed in number of stepm */
               agemax=agev[m][i];      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
             }      /* if (stepm >= YEARM) hstepm=1;*/
             /*agev[m][i]=anint[m][i]-annais[i];*/      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
             /*   agev[m][i] = age[i]+2*m;*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
           else { /* =9 */      gp=matrix(0,nhstepm,1,nlstate*nlstate);
             agev[m][i]=1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
             s[m][i]=-1;  
           }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         else /*= 0 Unknown */      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
           agev[m][i]=1;   
       }  
          hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     }  
     for (i=1; i<=imx; i++)  {      /* Computing  Variances of health expectancies */
       for(m=1; (m<= maxwav); m++){  
         if (s[m][i] > (nlstate+ndeath)) {       for(theta=1; theta <=npar; theta++){
           printf("Error: Wrong value in nlstate or ndeath\n");          for(i=1; i<=npar; i++){ 
           goto end;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }        }
       }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     }    
         cptj=0;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
     free_vector(severity,1,maxwav);            cptj=cptj+1;
     free_imatrix(outcome,1,maxwav+1,1,n);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     free_vector(moisnais,1,n);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     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);       
         for(i=1; i<=npar; i++) 
              xp[i] = x[i] - (i==theta ?delti[theta]:0);
     wav=ivector(1,imx);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        cptj=0;
            for(j=1; j<= nlstate; j++){
     /* Concatenates waves */          for(i=1;i<=nlstate;i++){
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);            cptj=cptj+1;
             for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   
       Tcode=ivector(1,100);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);            }
       ncodemax[1]=1;          }
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);        }
              for(j=1; j<= nlstate*nlstate; j++)
    codtab=imatrix(1,100,1,10);          for(h=0; h<=nhstepm-1; h++){
    h=0;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
    m=pow(2,cptcoveff);          }
         } 
    for(k=1;k<=cptcoveff; k++){     
      for(i=1; i <=(m/pow(2,k));i++){  /* End theta */
        for(j=1; j <= ncodemax[k]; j++){  
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            h++;  
            if (h>m) h=1;codtab[h][k]=j;       for(h=0; h<=nhstepm-1; h++)
          }        for(j=1; j<=nlstate*nlstate;j++)
        }          for(theta=1; theta <=npar; theta++)
      }            trgradg[h][j][theta]=gradg[h][theta][j];
    }       
   
        for(i=1;i<=nlstate*nlstate;i++)
    /*for(i=1; i <=m ;i++){        for(j=1;j<=nlstate*nlstate;j++)
      for(k=1; k <=cptcovn; k++){          varhe[i][j][(int)age] =0.;
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);  
      }       printf("%d|",(int)age);fflush(stdout);
      printf("\n");       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    }       for(h=0;h<=nhstepm-1;h++){
    scanf("%d",i);*/        for(k=0;k<=nhstepm-1;k++){
              matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
    /* Calculates basic frequencies. Computes observed prevalence at single age          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
        and prints on file fileres'p'. */          for(i=1;i<=nlstate*nlstate;i++)
             for(j=1;j<=nlstate*nlstate;j++)
                  varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
            }
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      /* Computing expectancies */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(i=1; i<=nlstate;i++)
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<=nlstate;j++)
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
                  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     /* For Powell, parameters are in a vector p[] starting at p[1]            
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */  /* if((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]);*/
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */  
           }
     if(mle==1){  
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      fprintf(ficreseij,"%3.0f",age );
     }      cptj=0;
          for(i=1; i<=nlstate;i++)
     /*--------- results files --------------*/        for(j=1; j<=nlstate;j++){
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);          cptj++;
            fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         }
    jk=1;      fprintf(ficreseij,"\n");
    fprintf(ficres,"# Parameters\n");     
    printf("# Parameters\n");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
    for(i=1,jk=1; i <=nlstate; i++){      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
      for(k=1; k <=(nlstate+ndeath); k++){      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
        if (k != i)      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
          {      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
            printf("%d%d ",i,k);    }
            fprintf(ficres,"%1d%1d ",i,k);    printf("\n");
            for(j=1; j <=ncovmodel; j++){    fprintf(ficlog,"\n");
              printf("%f ",p[jk]);  
              fprintf(ficres,"%f ",p[jk]);    free_vector(xp,1,npar);
              jk++;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
            }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
            printf("\n");    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
            fprintf(ficres,"\n");  }
          }  
      }  /************ Variance ******************/
    }  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
  if(mle==1){  {
     /* Computing hessian and covariance matrix */    /* Variance of health expectancies */
     ftolhess=ftol; /* Usually correct */    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     hesscov(matcov, p, npar, delti, ftolhess, func);    /* double **newm;*/
  }    double **dnewm,**doldm;
     fprintf(ficres,"# Scales\n");    double **dnewmp,**doldmp;
     printf("# Scales\n");    int i, j, nhstepm, hstepm, h, nstepm ;
      for(i=1,jk=1; i <=nlstate; i++){    int k, cptcode;
       for(j=1; j <=nlstate+ndeath; j++){    double *xp;
         if (j!=i) {    double **gp, **gm;  /* for var eij */
           fprintf(ficres,"%1d%1d",i,j);    double ***gradg, ***trgradg; /*for var eij */
           printf("%1d%1d",i,j);    double **gradgp, **trgradgp; /* for var p point j */
           for(k=1; k<=ncovmodel;k++){    double *gpp, *gmp; /* for var p point j */
             printf(" %.5e",delti[jk]);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
             fprintf(ficres," %.5e",delti[jk]);    double ***p3mat;
             jk++;    double age,agelim, hf;
           }    double ***mobaverage;
           printf("\n");    int theta;
           fprintf(ficres,"\n");    char digit[4];
         }    char digitp[25];
       }  
      }    char fileresprobmorprev[FILENAMELENGTH];
      
     k=1;    if(popbased==1){
     fprintf(ficres,"# Covariance\n");      if(mobilav!=0)
     printf("# Covariance\n");        strcpy(digitp,"-populbased-mobilav-");
     for(i=1;i<=npar;i++){      else strcpy(digitp,"-populbased-nomobil-");
       /*  if (k>nlstate) k=1;    }
       i1=(i-1)/(ncovmodel*nlstate)+1;    else 
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      strcpy(digitp,"-stablbased-");
       printf("%s%d%d",alph[k],i1,tab[i]);*/  
       fprintf(ficres,"%3d",i);    if (mobilav!=0) {
       printf("%3d",i);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(j=1; j<=i;j++){      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficres," %.5e",matcov[i][j]);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" %.5e",matcov[i][j]);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }      }
       fprintf(ficres,"\n");    }
       printf("\n");  
       k++;    strcpy(fileresprobmorprev,"prmorprev"); 
     }    sprintf(digit,"%-d",ij);
        /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     while((c=getc(ficpar))=='#' && c!= EOF){    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       ungetc(c,ficpar);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
       fgets(line, MAXLINE, ficpar);    strcat(fileresprobmorprev,fileres);
       puts(line);    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       fputs(line,ficparo);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
     }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     ungetc(c,ficpar);    }
      printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
        fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     if (fage <= 2) {    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       bage = agemin;    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fage = agemax;      fprintf(ficresprobmorprev," p.%-d SE",j);
     }      for(i=1; i<=nlstate;i++)
            fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    }  
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    fprintf(ficresprobmorprev,"\n");
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    fprintf(ficgp,"\n# Routine varevsij");
      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");
     while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     ungetc(c,ficpar);  /*   } */
     fgets(line, MAXLINE, ficpar);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     puts(line);  
     fputs(line,ficparo);    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");
   ungetc(c,ficpar);    for(i=1; i<=nlstate;i++)
        for(j=1; j<=nlstate;j++)
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    fprintf(ficresvij,"\n");
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);  
          xp=vector(1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){    dnewm=matrix(1,nlstate,1,npar);
     ungetc(c,ficpar);    doldm=matrix(1,nlstate,1,nlstate);
     fgets(line, MAXLINE, ficpar);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     puts(line);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     fputs(line,ficparo);  
   }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   ungetc(c,ficpar);    gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
    dateprev1=anprev1+mprev1/12.+jprev1/365.;    
    dateprev2=anprev2+mprev2/12.+jprev2/365.;    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
   fscanf(ficpar,"pop_based=%d\n",&popbased);    }
    fprintf(ficparo,"pop_based=%d\n",popbased);      else  hstepm=estepm;   
    fprintf(ficres,"pop_based=%d\n",popbased);      /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   while((c=getc(ficpar))=='#' && c!= EOF){       nhstepm is the number of hstepm from age to agelim 
     ungetc(c,ficpar);       nstepm is the number of stepm from age to agelin. 
     fgets(line, MAXLINE, ficpar);       Look at hpijx to understand the reason of that which relies in memory size
     puts(line);       and note for a fixed period like k years */
     fputs(line,ficparo);    /* 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
   ungetc(c,ficpar);       means that if the survival funtion is printed every two years of age and if
   fscanf(ficpar,"popforecast=%d popfile=%s starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&popforecast,popfile,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 fprintf(ficparo,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);       results. So we changed our mind and took the option of the best precision.
 fprintf(ficres,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
          nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     /*------------ gnuplot -------------*/      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     /*chdir(pathcd);*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     strcpy(optionfilegnuplot,optionfilefiname);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     strcat(optionfilegnuplot,".plt");      gp=matrix(0,nhstepm,1,nlstate);
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {      gm=matrix(0,nhstepm,1,nlstate);
       printf("Problem with file %s",optionfilegnuplot);goto end;  
     }  
 #ifdef windows      for(theta=1; theta <=npar; theta++){
     fprintf(ficgp,"cd \"%s\" \n",pathc);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 #endif          xp[i] = x[i] + (i==theta ?delti[theta]:0);
 m=pow(2,cptcoveff);        }
          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  /* 1eme*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
    for (k1=1; k1<= m ; k1 ++) {        if (popbased==1) {
           if(mobilav ==0){
 #ifdef windows            for(i=1; i<=nlstate;i++)
     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);              prlim[i][i]=probs[(int)age][i][ij];
 #endif          }else{ /* mobilav */ 
 #ifdef unix            for(i=1; i<=nlstate;i++)
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              prlim[i][i]=mobaverage[(int)age][i][ij];
 #endif          }
         }
 for (i=1; i<= nlstate ; i ++) {    
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(j=1; j<= nlstate; j++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(h=0; h<=nhstepm; h++){
 }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
     for (i=1; i<= nlstate ; i ++) {          }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");        /* This for computing probability of death (h=1 means
 }           computed over hstepm matrices product = hstepm*stepm months) 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);           as a weighted average of prlim.
      for (i=1; i<= nlstate ; i ++) {        */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(i=1,gpp[j]=0.; i<= nlstate; i++)
 }              gpp[j] += prlim[i][i]*p3mat[i][j][1];
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));        }    
 #ifdef unix        /* end probability of death */
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
    }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   /*2 eme*/   
         if (popbased==1) {
   for (k1=1; k1<= m ; k1 ++) {          if(mobilav ==0){
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);            for(i=1; i<=nlstate;i++)
                  prlim[i][i]=probs[(int)age][i][ij];
     for (i=1; i<= nlstate+1 ; i ++) {          }else{ /* mobilav */ 
       k=2*i;            for(i=1; i<=nlstate;i++)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);              prlim[i][i]=mobaverage[(int)age][i][ij];
       for (j=1; j<= nlstate+1 ; j ++) {          }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }          for(j=1; j<= nlstate; j++){
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          for(h=0; h<=nhstepm; h++){
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       for (j=1; j<= nlstate+1 ; j ++) {          }
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
         else fprintf(ficgp," \%%*lf (\%%*lf)");        /* This for computing probability of death (h=1 means
 }             computed over hstepm matrices product = hstepm*stepm months) 
       fprintf(ficgp,"\" t\"\" w l 0,");           as a weighted average of prlim.
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);        */
       for (j=1; j<= nlstate+1 ; j ++) {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          for(i=1,gmp[j]=0.; i<= nlstate; i++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");           gmp[j] += prlim[i][i]*p3mat[i][j][1];
 }          }    
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        /* end probability of death */
       else fprintf(ficgp,"\" t\"\" w l 0,");  
     }        for(j=1; j<= nlstate; j++) /* vareij */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);          for(h=0; h<=nhstepm; h++){
   }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   /*3eme*/  
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   for (k1=1; k1<= m ; k1 ++) {          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     for (cpt=1; cpt<= nlstate ; cpt ++) {        }
       k=2+nlstate*(cpt-1);  
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);      } /* End theta */
       for (i=1; i< nlstate ; i ++) {  
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
       }  
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      for(h=0; h<=nhstepm; h++) /* veij */
     }        for(j=1; j<=nlstate;j++)
   }          for(theta=1; theta <=npar; theta++)
              trgradg[h][j][theta]=gradg[h][theta][j];
   /* CV preval stat */  
   for (k1=1; k1<= m ; k1 ++) {      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
     for (cpt=1; cpt<nlstate ; cpt ++) {        for(theta=1; theta <=npar; theta++)
       k=3;          trgradgp[j][theta]=gradgp[theta][j];
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    
       for (i=1; i< nlstate ; i ++)  
         fprintf(ficgp,"+$%d",k+i+1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);      for(i=1;i<=nlstate;i++)
              for(j=1;j<=nlstate;j++)
       l=3+(nlstate+ndeath)*cpt;          vareij[i][j][(int)age] =0.;
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {      for(h=0;h<=nhstepm;h++){
         l=3+(nlstate+ndeath)*cpt;        for(k=0;k<=nhstepm;k++){
         fprintf(ficgp,"+$%d",l+i+1);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
       }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            for(i=1;i<=nlstate;i++)
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            for(j=1;j<=nlstate;j++)
     }              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   }          }
       }
   /* proba elementaires */    
    for(i=1,jk=1; i <=nlstate; i++){      /* pptj */
     for(k=1; k <=(nlstate+ndeath); k++){      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       if (k != i) {      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
         for(j=1; j <=ncovmodel; j++){      for(j=nlstate+1;j<=nlstate+ndeath;j++)
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           /*fprintf(ficgp,"%s",alph[1]);*/          varppt[j][i]=doldmp[j][i];
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);      /* end ppptj */
           jk++;      /*  x centered again */
           fprintf(ficgp,"\n");      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++)
   for(jk=1; jk <=m; jk++) {            prlim[i][i]=probs[(int)age][i][ij];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        }else{ /* mobilav */ 
    i=1;          for(i=1; i<=nlstate;i++)
    for(k2=1; k2<=nlstate; k2++) {            prlim[i][i]=mobaverage[(int)age][i][ij];
      k3=i;        }
      for(k=1; k<=(nlstate+ndeath); k++) {      }
        if (k != k2){               
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      /* This for computing probability of death (h=1 means
 ij=1;         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
         for(j=3; j <=ncovmodel; j++) {         as a weighted average of prlim.
           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]]]);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
             ij++;        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
           else      }    
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      /* end probability of death */
         }  
           fprintf(ficgp,")/(1");      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
              for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         for(k1=1; k1 <=nlstate; k1++){          fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);        for(i=1; i<=nlstate;i++){
 ij=1;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][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]]]);      fprintf(ficresprobmorprev,"\n");
             ij++;  
           }      fprintf(ficresvij,"%.0f ",age );
           else      for(i=1; i<=nlstate;i++)
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(j=1; j<=nlstate;j++){
           }          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
           fprintf(ficgp,")");        }
         }      fprintf(ficresvij,"\n");
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      free_matrix(gp,0,nhstepm,1,nlstate);
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      free_matrix(gm,0,nhstepm,1,nlstate);
         i=i+ncovmodel;      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 */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    free_vector(gpp,nlstate+1,nlstate+ndeath);
   }    free_vector(gmp,nlstate+1,nlstate+ndeath);
        free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   fclose(ficgp);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   /* end gnuplot */    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 */
 chdir(path);    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); */
     free_ivector(wav,1,imx);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     free_ivector(num,1,n);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     free_vector(agedc,1,n);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fclose(ficparo);    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);
     fclose(ficres);    /*  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); */
    /*________fin mle=1_________*/    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);
     /* No more information from the sample is required now */    free_matrix(dnewm,1,nlstate,1,npar);
   /* Reads comments: lines beginning with '#' */    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   while((c=getc(ficpar))=='#' && c!= EOF){    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     ungetc(c,ficpar);    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     fgets(line, MAXLINE, ficpar);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     puts(line);    fclose(ficresprobmorprev);
     fputs(line,ficparo);    fflush(ficgp);
   }    fflush(fichtm); 
   ungetc(c,ficpar);  }  /* end varevsij */
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  /************ Variance of prevlim ******************/
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  {
 /*--------- index.htm --------*/    /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
   strcpy(optionfilehtm,optionfile);    double **newm;
   strcat(optionfilehtm,".htm");    double **dnewm,**doldm;
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    int i, j, nhstepm, hstepm;
     printf("Problem with %s \n",optionfilehtm);goto end;    int k, cptcode;
   }    double *xp;
     double *gp, *gm;
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">    double **gradg, **trgradg;
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    double age,agelim;
 Total number of observations=%d <br>    int theta;
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>     
 <hr  size=\"2\" color=\"#EC5E5E\">    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 <li>Outputs files<br><br>\n    fprintf(ficresvpl,"# Age");
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    for(i=1; i<=nlstate;i++)
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        fprintf(ficresvpl," %1d-%1d",i,i);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    fprintf(ficresvpl,"\n");
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>  
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    xp=vector(1,npar);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    dnewm=matrix(1,nlstate,1,npar);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    doldm=matrix(1,nlstate,1,nlstate);
         - 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>    hstepm=1*YEARM; /* Every year of age */
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
  fprintf(fichtm," <li>Graphs</li><p>");      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
  m=cptcoveff;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
  j1=0;      gm=vector(1,nlstate);
  for(k1=1; k1<=m;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){      for(theta=1; theta <=npar; theta++){
        j1++;        for(i=1; i<=npar; i++){ /* Computes gradient */
        if (cptcovn > 0) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");        }
          for (cpt=1; cpt<=cptcoveff;cpt++)        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);        for(i=1;i<=nlstate;i++)
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          gp[i] = prlim[i][i];
        }      
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        for(i=1; i<=npar; i++) /* Computes gradient */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);              xp[i] = x[i] - (i==theta ?delti[theta]:0);
        for(cpt=1; cpt<nlstate;cpt++){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>        for(i=1;i<=nlstate;i++)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          gm[i] = prlim[i][i];
        }  
     for(cpt=1; cpt<=nlstate;cpt++) {        for(i=1;i<=nlstate;i++)
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 interval) in state (%d): v%s%d%d.gif <br>      } /* End theta */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    
      }      trgradg =matrix(1,nlstate,1,npar);
      for(cpt=1; cpt<=nlstate;cpt++) {  
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      for(j=1; j<=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[j][theta]=gradg[theta][j];
      fprintf(fichtm,"\n<br>- Total life expectancy by age and  
 health expectancies in states (1) and (2): e%s%d.gif<br>      for(i=1;i<=nlstate;i++)
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        varpl[i][(int)age] =0.;
 fprintf(fichtm,"\n</body>");      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++)
 fclose(fichtm);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
   /*--------------- Prevalence limit --------------*/      fprintf(ficresvpl,"%.0f ",age );
        for(i=1; i<=nlstate;i++)
   strcpy(filerespl,"pl");        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   strcat(filerespl,fileres);      fprintf(ficresvpl,"\n");
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      free_vector(gp,1,nlstate);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      free_vector(gm,1,nlstate);
   }      free_matrix(gradg,1,npar,1,nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      free_matrix(trgradg,1,nlstate,1,npar);
   fprintf(ficrespl,"#Prevalence limit\n");    } /* End age */
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    free_vector(xp,1,npar);
   fprintf(ficrespl,"\n");    free_matrix(doldm,1,nlstate,1,npar);
      free_matrix(dnewm,1,nlstate,1,nlstate);
   prlim=matrix(1,nlstate,1,nlstate);  
   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 */  /************ Variance of one-step probabilities  ******************/
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  {
   k=0;    int i, j=0,  i1, k1, l1, t, tj;
   agebase=agemin;    int k2, l2, j1,  z1;
   agelim=agemax;    int k=0,l, cptcode;
   ftolpl=1.e-10;    int first=1, first1;
   i1=cptcoveff;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   if (cptcovn < 1){i1=1;}    double **dnewm,**doldm;
     double *xp;
   for(cptcov=1;cptcov<=i1;cptcov++){    double *gp, *gm;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double **gradg, **trgradg;
         k=k+1;    double **mu;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    double age,agelim, cov[NCOVMAX];
         fprintf(ficrespl,"\n#******");    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
         for(j=1;j<=cptcoveff;j++)    int theta;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    char fileresprob[FILENAMELENGTH];
         fprintf(ficrespl,"******\n");    char fileresprobcov[FILENAMELENGTH];
            char fileresprobcor[FILENAMELENGTH];
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    double ***varpij;
           fprintf(ficrespl,"%.0f",age );  
           for(i=1; i<=nlstate;i++)    strcpy(fileresprob,"prob"); 
           fprintf(ficrespl," %.5f", prlim[i][i]);    strcat(fileresprob,fileres);
           fprintf(ficrespl,"\n");    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
         }      printf("Problem with resultfile: %s\n", fileresprob);
       }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }    }
   fclose(ficrespl);    strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
   /*------------- h Pij x at various ages ------------*/    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
        printf("Problem with resultfile: %s\n", fileresprobcov);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    }
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    strcpy(fileresprobcor,"probcor"); 
   }    strcat(fileresprobcor,fileres);
   printf("Computing pij: result on file '%s' \n", filerespij);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
        printf("Problem with resultfile: %s\n", fileresprobcor);
   stepsize=(int) (stepm+YEARM-1)/YEARM;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   /*if (stepm<=24) stepsize=2;*/    }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   agelim=AGESUP;    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   hstepm=stepsize*YEARM; /* Every year of age */    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    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);
   k=0;    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   for(cptcov=1;cptcov<=i1;cptcov++){    
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
       k=k+1;    fprintf(ficresprob,"# Age");
         fprintf(ficrespij,"\n#****** ");    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
         for(j=1;j<=cptcoveff;j++)    fprintf(ficresprobcov,"# Age");
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
         fprintf(ficrespij,"******\n");    fprintf(ficresprobcov,"# Age");
          
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */  
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for(i=1; i<=nlstate;i++)
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for(j=1; j<=(nlstate+ndeath);j++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
           oldm=oldms;savm=savms;        fprintf(ficresprobcov," p%1d-%1d ",i,j);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);          fprintf(ficresprobcor," p%1d-%1d ",i,j);
           fprintf(ficrespij,"# Age");      }  
           for(i=1; i<=nlstate;i++)   /* fprintf(ficresprob,"\n");
             for(j=1; j<=nlstate+ndeath;j++)    fprintf(ficresprobcov,"\n");
               fprintf(ficrespij," %1d-%1d",i,j);    fprintf(ficresprobcor,"\n");
           fprintf(ficrespij,"\n");   */
           for (h=0; h<=nhstepm; h++){   xp=vector(1,npar);
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
             for(i=1; i<=nlstate;i++)    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
               for(j=1; j<=nlstate+ndeath;j++)    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
             fprintf(ficrespij,"\n");    first=1;
           }    fprintf(ficgp,"\n# Routine varprob");
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
           fprintf(ficrespij,"\n");    fprintf(fichtm,"\n");
         }  
     }    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
   }    fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/    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.\
   fclose(ficrespij);   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. \
   if(stepm == 1) {  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   /*---------- Forecasting ------------------*/  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;  standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   /*printf("calage= %f", calagedate);*/   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");
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);  
     cov[1]=1;
     tj=cptcoveff;
   strcpy(fileresf,"f");    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   strcat(fileresf,fileres);    j1=0;
   if((ficresf=fopen(fileresf,"w"))==NULL) {    for(t=1; t<=tj;t++){
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;      for(i1=1; i1<=ncodemax[t];i1++){ 
   }        j1++;
   printf("Computing forecasting: result on file '%s' \n", fileresf);        if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
   free_matrix(mint,1,maxwav,1,n);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   free_matrix(anint,1,maxwav,1,n);          fprintf(ficresprob, "**********\n#\n");
   free_matrix(agev,1,maxwav,1,imx);          fprintf(ficresprobcov, "\n#********** Variable "); 
   /* Mobile average */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
   if (cptcoveff==0) ncodemax[cptcoveff]=1;          
           fprintf(ficgp, "\n#********** Variable "); 
   if (mobilav==1) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          fprintf(ficgp, "**********\n#\n");
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)          
       for (i=1; i<=nlstate;i++)          
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)          fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           mobaverage[(int)agedeb][i][cptcod]=0.;          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
              fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     for (agedeb=bage+4; agedeb<=fage; agedeb++){          
       for (i=1; i<=nlstate;i++){          fprintf(ficresprobcor, "\n#********** Variable ");    
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           for (cpt=0;cpt<=4;cpt++){          fprintf(ficresprobcor, "**********\n#");    
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];        }
           }        
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;        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];
   stepsize=(int) (stepm+YEARM-1)/YEARM;          for (k=1; k<=cptcovprod;k++)
   if (stepm<=12) stepsize=1;            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
   agelim=AGESUP;          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
   /*hstepm=stepsize*YEARM; *//* Every year of age */          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   hstepm=1;          gp=vector(1,(nlstate)*(nlstate+ndeath));
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */          gm=vector(1,(nlstate)*(nlstate+ndeath));
   yp1=modf(dateintmean,&yp);      
   anprojmean=yp;          for(theta=1; theta <=npar; theta++){
   yp2=modf((yp1*12),&yp);            for(i=1; i<=npar; i++)
   mprojmean=yp;              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
   yp1=modf((yp2*30.5),&yp);            
   jprojmean=yp;            pmij(pmmij,cov,ncovmodel,xp,nlstate);
   if(jprojmean==0) jprojmean=1;            
   if(mprojmean==0) jprojmean=1;            k=0;
             for(i=1; i<= (nlstate); i++){
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);              for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
   if (popforecast==1) {                gp[k]=pmmij[i][j];
     if((ficpop=fopen(popfile,"r"))==NULL)    {              }
       printf("Problem with population file : %s\n",popfile);goto end;            }
     }            
     popage=ivector(0,AGESUP);            for(i=1; i<=npar; i++)
     popeffectif=vector(0,AGESUP);              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
     popcount=vector(0,AGESUP);      
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
     i=1;              k=0;
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)            for(i=1; i<=(nlstate); i++){
       {              for(j=1; j<=(nlstate+ndeath);j++){
         i=i+1;                k=k+1;
       }                gm[k]=pmmij[i][j];
     imx=i;              }
                }
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];       
   }            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   for(cptcov=1;cptcov<=i1;cptcov++){          }
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){  
       k=k+1;          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
       fprintf(ficresf,"\n#******");            for(theta=1; theta <=npar; theta++)
       for(j=1;j<=cptcoveff;j++) {              trgradg[j][theta]=gradg[theta][j];
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          
       }          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
       fprintf(ficresf,"******\n");          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
       fprintf(ficresf,"# StartingAge FinalAge");          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
       if (popforecast==1)  fprintf(ficresf," [Population]");          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
              free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
       for (cpt=0; cpt<4;cpt++) {  
         fprintf(ficresf,"\n");          pmij(pmmij,cov,ncovmodel,x,nlstate);
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);            
           k=0;
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */          for(i=1; i<=(nlstate); i++){
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);            for(j=1; j<=(nlstate+ndeath);j++){
         nhstepm = nhstepm/hstepm;              k=k+1;
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/              mu[k][(int) age]=pmmij[i][j];
             }
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          }
         oldm=oldms;savm=savms;          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);              for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
                      varpij[i][j][(int)age] = doldm[i][j];
         for (h=0; h<=nhstepm; h++){  
           if (h==(int) (calagedate+YEARM*cpt)) {          /*printf("\n%d ",(int)age);
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);            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]));
           for(j=1; j<=nlstate+ndeath;j++) {            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             kk1=0.;kk2=0;            }*/
             for(i=1; i<=nlstate;i++) {          
               if (mobilav==1)          fprintf(ficresprob,"\n%d ",(int)age);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];          fprintf(ficresprobcov,"\n%d ",(int)age);
               else {          fprintf(ficresprobcor,"\n%d ",(int)age);
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];  
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/          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++){
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             }            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
                    }
             if (h==(int)(calagedate+12*cpt)){          i=0;
               fprintf(ficresf," %.3f", kk1);          for (k=1; k<=(nlstate);k++){
                          for (l=1; l<=(nlstate+ndeath);l++){ 
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);              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++){
         /*      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);*/                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 */
   /*  if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        } /* end of loop for age */
   if (popforecast==1) {  
     free_ivector(popage,0,AGESUP);        /* Confidence intervalle of pij  */
     free_vector(popeffectif,0,AGESUP);        /*
     free_vector(popcount,0,AGESUP);          fprintf(ficgp,"\nset noparametric;unset label");
   }          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
   free_imatrix(s,1,maxwav+1,1,n);          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   free_vector(weight,1,n);*/          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);
   fclose(ficresf);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
   }/* End forecasting */          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
   else{          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
     erreur=108;        */
     printf("Error %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d\n", erreur, stepm);  
   }        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
   /*---------- Health expectancies and variances ------------*/        for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   strcpy(filerest,"t");            if(l2==k2) continue;
   strcat(filerest,fileres);            j=(k2-1)*(nlstate+ndeath)+l2;
   if((ficrest=fopen(filerest,"w"))==NULL) {            for (k1=1; k1<=(nlstate);k1++){
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
   }                if(l1==k1) continue;
   printf("Computing Total LEs with variances: file '%s' \n", filerest);                i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
   strcpy(filerese,"e");                  if ((int)age %5==0){
   strcat(filerese,fileres);                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
   if((ficreseij=fopen(filerese,"w"))==NULL) {                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   }                    mu1=mu[i][(int) age]/stepm*YEARM ;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);                    mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
  strcpy(fileresv,"v");                    /* Computing eigen value of matrix of covariance */
   strcat(fileresv,fileres);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   if((ficresvij=fopen(fileresv,"w"))==NULL) {                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);                    /* Eigen vectors */
   }                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);                    /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
   k=0;                    v12=-v21;
   for(cptcov=1;cptcov<=i1;cptcov++){                    v22=v11;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                    tnalp=v21/v11;
       k=k+1;                    if(first1==1){
       fprintf(ficrest,"\n#****** ");                      first1=0;
       for(j=1;j<=cptcoveff;j++)                      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(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                    }
       fprintf(ficrest,"******\n");                    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*/
       fprintf(ficreseij,"\n#****** ");                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
       for(j=1;j<=cptcoveff;j++)                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);                    if(first==1){
       fprintf(ficreseij,"******\n");                      first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
       fprintf(ficresvij,"\n#****** ");                      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);
       for(j=1;j<=cptcoveff;j++)                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
       fprintf(ficresvij,"******\n");   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
       oldm=oldms;savm=savms;                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                        fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                      fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
       oldm=oldms;savm=savms;                      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                      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(ficrest,"#Total LEs with variances: e.. (std) ");                      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",\
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
       fprintf(ficrest,"\n");                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                            }else{
       hf=1;                      first=0;
       if (stepm >= YEARM) hf=stepm/YEARM;                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
       epj=vector(1,nlstate+1);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
       for(age=bage; age <=fage ;age++){                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                      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",\
         if (popbased==1) {                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
           for(i=1; i<=nlstate;i++)                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
             prlim[i][i]=probs[(int)age][i][k];                    }/* if first */
         }                  } /* age mod 5 */
                        } /* end loop age */
         fprintf(ficrest," %.0f",age);                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                first=1;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {              } /*l12 */
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];            } /* k12 */
           }          } /*l1 */
           epj[nlstate+1] +=epj[j];        }/* k1 */
         }      } /* loop covariates */
         for(i=1, vepp=0.;i <=nlstate;i++)    }
           for(j=1;j <=nlstate;j++)    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
             vepp += vareij[i][j][(int)age];    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    free_vector(xp,1,npar);
         for(j=1;j <=nlstate;j++){    fclose(ficresprob);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    fclose(ficresprobcov);
         }    fclose(ficresprobcor);
         fprintf(ficrest,"\n");    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[],\
  fclose(ficreseij);                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
  fclose(ficresvij);                    int popforecast, int estepm ,\
   fclose(ficrest);                    double jprev1, double mprev1,double anprev1, \
   fclose(ficpar);                    double jprev2, double mprev2,double anprev2){
   free_vector(epj,1,nlstate+1);    int jj1, k1, i1, cpt;
   /*  scanf("%d ",i); */  
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
   /*------- Variance limit prevalence------*/     - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 strcpy(fileresvpl,"vpl");     fprintf(fichtm,"\
   strcat(fileresvpl,fileres);   - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);     fprintf(fichtm,"\
     exit(0);   - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
   }             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);     fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
  k=0;     <a href=\"%s\">%s</a> <br>\n</li>",
  for(cptcov=1;cptcov<=i1;cptcov++){             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
      k=k+1;  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
      fprintf(ficresvpl,"\n#****** ");  
      for(j=1;j<=cptcoveff;j++)   m=cptcoveff;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
      fprintf(ficresvpl,"******\n");  
         jj1=0;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);   for(k1=1; k1<=m;k1++){
      oldm=oldms;savm=savms;     for(i1=1; i1<=ncodemax[k1];i1++){
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);       jj1++;
    }       if (cptcovn > 0) {
  }         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
   fclose(ficresvpl);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
   /*---------- End : free ----------------*/       }
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);       /* 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> \
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);       /* 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> \
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);         /* Stable prevalence in each health state */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);         for(cpt=1; cpt<nlstate;cpt++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);           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);
   free_matrix(matcov,1,npar,1,npar);         }
   free_vector(delti,1,npar);       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> \
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
   if(erreur >0)     } /* end i1 */
     printf("End of Imach with error %d\n",erreur);   }/* End k1 */
   else   printf("End of Imach\n");   fprintf(fichtm,"</ul>");
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  
    
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/   fprintf(fichtm,"\
   /*printf("Total time was %d uSec.\n", total_usecs);*/  \n<br><li><h4> Result files (second order: variances)</h4>\n\
   /*------ End -----------*/   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
  end:           subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 #ifdef windows   fprintf(fichtm,"\
   /* chdir(pathcd);*/   - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 #endif           subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
  /*system("wgnuplot graph.plt");*/  
  /*system("../gp37mgw/wgnuplot graph.plt");*/   fprintf(fichtm,"\
  /*system("cd ../gp37mgw");*/   - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/           subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
  strcpy(plotcmd,GNUPLOTPROGRAM);   fprintf(fichtm,"\
  strcat(plotcmd," ");   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
  strcat(plotcmd,optionfilegnuplot);           estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
  system(plotcmd);   fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
 #ifdef windows           subdirf2(fileres,"t"),subdirf2(fileres,"t"));
   while (z[0] != 'q') {   fprintf(fichtm,"\
     chdir(path);   - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
     printf("\nType e to edit output files, c to start again, and q for exiting: ");           subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");  /*  if(popforecast==1) fprintf(fichtm,"\n */
     else if (z[0] == 'e') {  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
       chdir(path);  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
       system(optionfilehtm);  /*      <br>",fileres,fileres,fileres,fileres); */
     }  /*  else  */
     else if (z[0] == 'q') exit(0);  /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   }   fflush(fichtm);
 #endif   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 }  
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     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;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(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("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     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 */
     
     /* 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);
     
   
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           printf("%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficres,"%1d%1d ",i,k);
           for(j=1; j <=ncovmodel; j++){
             printf("%f ",p[jk]);
             fprintf(ficlog,"%f ",p[jk]);
             fprintf(ficres,"%f ",p[jk]);
             jk++; 
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     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);
     for(i=1;i<=AGESUP;i++)
       for(j=1;j<=NCOVMAX;j++)
         for(k=1;k<=NCOVMAX;k++)
           probs[i][j][k]=0.;
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     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 %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,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.1.23  
changed lines
  Added in v.1.96


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