Diff for /imach/src/imach.c between versions 1.6 and 1.96

version 1.6, 2001/05/02 17:47:10 version 1.96, 2003/07/15 15:38:55
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.96  2003/07/15 15:38:55  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   or degree of  disability. At least a second wave of interviews    rewritten within the same printf. Workaround: many printfs.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.95  2003/07/08 07:54:34  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository):
   of life states). More degrees you consider, more time is necessary to    (Repository): Using imachwizard code to output a more meaningful covariance
   reach the Maximum Likelihood of the parameters involved in the model.    matrix (cov(a12,c31) instead of numbers.
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.94  2003/06/27 13:00:02  brouard
   to be observed in state i at the first wave. Therefore the model is:    Just cleaning
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.93  2003/06/25 16:33:55  brouard
   age", you should modify the program where the markup    (Module): On windows (cygwin) function asctime_r doesn't
     *Covariates have to be included here again* invites you to do it.    exist so I changed back to asctime which exists.
   More covariates you add, less is the speed of the convergence.    (Module): Version 0.96b
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.92  2003/06/25 16:30:45  brouard
   delay between waves is not identical for each individual, or if some    (Module): On windows (cygwin) function asctime_r doesn't
   individual missed an interview, the information is not rounded or lost, but    exist so I changed back to asctime which exists.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.91  2003/06/25 15:30:29  brouard
   observed in state i at age x+h conditional to the observed state i at age    * imach.c (Repository): Duplicated warning errors corrected.
   x. The delay 'h' can be split into an exact number (nh*stepm) of    (Repository): Elapsed time after each iteration is now output. It
   unobserved intermediate  states. This elementary transition (by month or    helps to forecast when convergence will be reached. Elapsed time
   quarter trimester, semester or year) is model as a multinomial logistic.    is stamped in powell.  We created a new html file for the graphs
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    concerning matrix of covariance. It has extension -cov.htm.
   and the contribution of each individual to the likelihood is simply hPijx.  
     Revision 1.90  2003/06/24 12:34:15  brouard
   Also this programme outputs the covariance matrix of the parameters but also    (Module): Some bugs corrected for windows. Also, when
   of the life expectancies. It also computes the prevalence limits.    mle=-1 a template is output in file "or"mypar.txt with the design
      of the covariance matrix to be input.
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.89  2003/06/24 12:30:52  brouard
   This software have been partly granted by Euro-REVES, a concerted action    (Module): Some bugs corrected for windows. Also, when
   from the European Union.    mle=-1 a template is output in file "or"mypar.txt with the design
   It is copyrighted identically to a GNU software product, ie programme and    of the covariance matrix to be input.
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    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.
    
 #include <math.h>    Revision 1.87  2003/06/18 12:26:01  brouard
 #include <stdio.h>    Version 0.96
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 #define MAXLINE 256    routine fileappend.
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.85  2003/06/17 13:12:43  brouard
 #define windows    * imach.c (Repository): Check when date of death was earlier that
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    current date of interview. It may happen when the death was just
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    prior to the death. In this case, dh was negative and likelihood
     was wrong (infinity). We still send an "Error" but patch by
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    assuming that the date of death was just one stepm after the
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    interview.
     (Repository): Because some people have very long ID (first column)
 #define NINTERVMAX 8    we changed int to long in num[] and we added a new lvector for
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    memory allocation. But we also truncated to 8 characters (left
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    truncation)
 #define NCOVMAX 8 /* Maximum number of covariates */    (Repository): No more line truncation errors.
 #define MAXN 20000  
 #define YEARM 12. /* Number of months per year */    Revision 1.84  2003/06/13 21:44:43  brouard
 #define AGESUP 130    * imach.c (Repository): Replace "freqsummary" at a correct
 #define AGEBASE 40    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
     parcimony.
 int nvar;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 static int cptcov;  
 int cptcovn, cptcovage=0;    Revision 1.83  2003/06/10 13:39:11  lievre
 int npar=NPARMAX;    *** empty log message ***
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.82  2003/06/05 15:57:20  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Add log in  imach.c and  fullversion number is now printed.
   
 int *wav; /* Number of waves for this individuual 0 is possible */  */
 int maxwav; /* Maxim number of waves */  /*
 int mle, weightopt;     Interpolated Markov Chain
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    Short summary of the programme:
 double **oldm, **newm, **savm; /* Working pointers to matrices */    
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    This program computes Healthy Life Expectancies from
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 FILE *ficgp, *fichtm;    first survey ("cross") where individuals from different ages are
 FILE *ficreseij;    interviewed on their health status or degree of disability (in the
   char filerese[FILENAMELENGTH];    case of a health survey which is our main interest) -2- at least a
  FILE  *ficresvij;    second wave of interviews ("longitudinal") which measure each change
   char fileresv[FILENAMELENGTH];    (if any) in individual health status.  Health expectancies are
  FILE  *ficresvpl;    computed from the time spent in each health state according to a
   char fileresvpl[FILENAMELENGTH];    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
 #define NR_END 1    simplest model is the multinomial logistic model where pij is the
 #define FREE_ARG char*    probability to be observed in state j at the second wave
 #define FTOL 1.0e-10    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define NRANSI    'age' is age and 'sex' is a covariate. If you want to have a more
 #define ITMAX 200    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
 #define TOL 2.0e-4    you to do it.  More covariates you add, slower the
     convergence.
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10    The advantage of this computer programme, compared to a simple
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 #define GOLD 1.618034    intermediate interview, the information is lost, but taken into
 #define GLIMIT 100.0    account using an interpolation or extrapolation.  
 #define TINY 1.0e-20  
     hPijx is the probability to be observed in state i at age x+h
 static double maxarg1,maxarg2;    conditional to the observed state i at age x. The delay 'h' can be
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    split into an exact number (nh*stepm) of unobserved intermediate
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    states. This elementary transition (by month, quarter,
      semester or year) is modelled as a multinomial logistic.  The hPx
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    matrix is simply the matrix product of nh*stepm elementary matrices
 #define rint(a) floor(a+0.5)    and the contribution of each individual to the likelihood is simply
     hPijx.
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    Also this programme outputs the covariance matrix of the parameters but also
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    of the life expectancies. It also computes the stable prevalence. 
     
 int imx;    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 int stepm;             Institut national d'études démographiques, Paris.
 /* Stepm, step in month: minimum step interpolation*/    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
 int m,nb;    It is copyrighted identically to a GNU software product, ie programme and
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    software can be distributed freely for non commercial use. Latest version
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    can be accessed at http://euroreves.ined.fr/imach .
 double **pmmij;  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 double *weight;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 int **s; /* Status */    
 double *agedc, **covar, idx;    **********************************************************************/
 int **nbcode, *Tcode, *Tvar, **codtab;  /*
     main
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    read parameterfile
 double ftolhess; /* Tolerance for computing hessian */    read datafile
     concatwav
     freqsummary
 static  int split( char *path, char *dirc, char *name )    if (mle >= 1)
 {      mlikeli
    char *s;                             /* pointer */    print results files
    int  l1, l2;                         /* length counters */    if mle==1 
        computes hessian
    l1 = strlen( path );                 /* length of path */    read end of parameter file: agemin, agemax, bage, fage, estepm
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );        begin-prev-date,...
    s = strrchr( path, '\\' );           /* find last / */    open gnuplot file
    if ( s == NULL ) {                   /* no directory, so use current */    open html file
 #if     defined(__bsd__)                /* get current working directory */    stable prevalence
       extern char       *getwd( );     for age prevalim()
     h Pij x
       if ( getwd( dirc ) == NULL ) {    variance of p varprob
 #else    forecasting if prevfcast==1 prevforecast call prevalence()
       extern char       *getcwd( );    health expectancies
     Variance-covariance of DFLE
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    prevalence()
 #endif     movingaverage()
          return( GLOCK_ERROR_GETCWD );    varevsij() 
       }    if popbased==1 varevsij(,popbased)
       strcpy( name, path );             /* we've got it */    total life expectancies
    } else {                             /* strip direcotry from path */    Variance of stable prevalence
       s++;                              /* after this, the filename */   end
       l2 = strlen( s );                 /* length of filename */  */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */  
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  
       dirc[l1-l2] = 0;                  /* add zero */   
    }  #include <math.h>
    l1 = strlen( dirc );                 /* length of directory */  #include <stdio.h>
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #include <stdlib.h>
    return( 0 );                         /* we're done */  #include <unistd.h>
 }  
   #include <sys/time.h>
   #include <time.h>
 /******************************************/  #include "timeval.h"
   
 void replace(char *s, char*t)  /* #include <libintl.h> */
 {  /* #define _(String) gettext (String) */
   int i;  
   int lg=20;  #define MAXLINE 256
   i=0;  #define GNUPLOTPROGRAM "gnuplot"
   lg=strlen(t);  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   for(i=0; i<= lg; i++) {  #define FILENAMELENGTH 132
     (s[i] = t[i]);  /*#define DEBUG*/
     if (t[i]== '\\') s[i]='/';  /*#define windows*/
   }  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   
 int nbocc(char *s, char occ)  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 {  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   int i,j=0;  
   int lg=20;  #define NINTERVMAX 8
   i=0;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   lg=strlen(s);  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   for(i=0; i<= lg; i++) {  #define NCOVMAX 8 /* Maximum number of covariates */
   if  (s[i] == occ ) j++;  #define MAXN 20000
   }  #define YEARM 12. /* Number of months per year */
   return j;  #define AGESUP 130
 }  #define AGEBASE 40
   #ifdef unix
 void cutv(char *u,char *v, char*t, char occ)  #define DIRSEPARATOR '/'
 {  #define ODIRSEPARATOR '\\'
   int i,lg,j,p=0;  #else
   i=0;  #define DIRSEPARATOR '\\'
   for(j=0; j<=strlen(t)-1; j++) {  #define ODIRSEPARATOR '/'
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #endif
   }  
   /* $Id$ */
   lg=strlen(t);  /* $State$ */
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);  char version[]="Imach version 0.96c, July 2003, INED-EUROREVES ";
   }  char fullversion[]="$Revision$ $Date$"; 
      u[p]='\0';  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   int nvar;
    for(j=0; j<= lg; j++) {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
     if (j>=(p+1))(v[j-p-1] = t[j]);  int npar=NPARMAX;
   }  int nlstate=2; /* Number of live states */
 }  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 /********************** nrerror ********************/  int popbased=0;
   
 void nrerror(char error_text[])  int *wav; /* Number of waves for this individuual 0 is possible */
 {  int maxwav; /* Maxim number of waves */
   fprintf(stderr,"ERREUR ...\n");  int jmin, jmax; /* min, max spacing between 2 waves */
   fprintf(stderr,"%s\n",error_text);  int gipmx, gsw; /* Global variables on the number of contributions 
   exit(1);                     to the likelihood and the sum of weights (done by funcone)*/
 }  int mle, weightopt;
 /*********************** vector *******************/  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 double *vector(int nl, int nh)  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
   double *v;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  double jmean; /* Mean space between 2 waves */
   if (!v) nrerror("allocation failure in vector");  double **oldm, **newm, **savm; /* Working pointers to matrices */
   return v-nl+NR_END;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 }  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
 /************************ free vector ******************/  int globpr; /* Global variable for printing or not */
 void free_vector(double*v, int nl, int nh)  double fretone; /* Only one call to likelihood */
 {  long ipmx; /* Number of contributions */
   free((FREE_ARG)(v+nl-NR_END));  double sw; /* Sum of weights */
 }  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   FILE *ficresilk;
 /************************ivector *******************************/  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 int *ivector(long nl,long nh)  FILE *ficresprobmorprev;
 {  FILE *fichtm, *fichtmcov; /* Html File */
   int *v;  FILE *ficreseij;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char filerese[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in ivector");  FILE  *ficresvij;
   return v-nl+NR_END;  char fileresv[FILENAMELENGTH];
 }  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
 /******************free ivector **************************/  char title[MAXLINE];
 void free_ivector(int *v, long nl, long nh)  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 {  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
 }  char command[FILENAMELENGTH];
   int  outcmd=0;
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  char filelog[FILENAMELENGTH]; /* Log file */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char filerest[FILENAMELENGTH];
   int **m;  char fileregp[FILENAMELENGTH];
    char popfile[FILENAMELENGTH];
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   m -= nrl;  struct timezone tzp;
    extern int gettimeofday();
    struct tm tmg, tm, tmf, *gmtime(), *localtime();
   /* allocate rows and set pointers to them */  long time_value;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  extern long time();
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char strcurr[80], strfor[80];
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define NR_END 1
    #define FREE_ARG char*
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define FTOL 1.0e-10
    
   /* return pointer to array of pointers to rows */  #define NRANSI 
   return m;  #define ITMAX 200 
 }  
   #define TOL 2.0e-4 
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define CGOLD 0.3819660 
       int **m;  #define ZEPS 1.0e-10 
       long nch,ncl,nrh,nrl;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
      /* free an int matrix allocated by imatrix() */  
 {  #define GOLD 1.618034 
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define GLIMIT 100.0 
   free((FREE_ARG) (m+nrl-NR_END));  #define TINY 1.0e-20 
 }  
   static double maxarg1,maxarg2;
 /******************* matrix *******************************/  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 double **matrix(long nrl, long nrh, long ncl, long nch)  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 {    
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   double **m;  #define rint(a) floor(a+0.5)
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  static double sqrarg;
   if (!m) nrerror("allocation failure 1 in matrix()");  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   m += NR_END;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m -= nrl;  
   int imx; 
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  int stepm;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /* Stepm, step in month: minimum step interpolation*/
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  int m,nb;
 }  long *num;
   int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 /*************************free matrix ************************/  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  double **pmmij, ***probs;
 {  double dateintmean=0;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 /******************* ma3x *******************************/  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  double ftolhess; /* Tolerance for computing hessian */
   double ***m;  
   /**************** split *************************/
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   if (!m) nrerror("allocation failure 1 in matrix()");  {
   m += NR_END;    char  *ss;                            /* pointer */
   m -= nrl;    int   l1, l2;                         /* length counters */
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    l1 = strlen(path );                   /* length of path */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   m[nrl] += NR_END;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   m[nrl] -= ncl;    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       /* get current working directory */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));      /*    extern  char* getcwd ( char *buf , int len);*/
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   m[nrl][ncl] += NR_END;        return( GLOCK_ERROR_GETCWD );
   m[nrl][ncl] -= nll;      }
   for (j=ncl+1; j<=nch; j++)      strcpy( name, path );               /* we've got it */
     m[nrl][j]=m[nrl][j-1]+nlay;    } else {                              /* strip direcotry from path */
        ss++;                               /* after this, the filename */
   for (i=nrl+1; i<=nrh; i++) {      l2 = strlen( ss );                  /* length of filename */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     for (j=ncl+1; j<=nch; j++)      strcpy( name, ss );         /* save file name */
       m[i][j]=m[i][j-1]+nlay;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   }      dirc[l1-l2] = 0;                    /* add zero */
   return m;    }
 }    l1 = strlen( dirc );                  /* length of directory */
     /*#ifdef windows
 /*************************free ma3x ************************/    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  #else
 {    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  #endif
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    */
   free((FREE_ARG)(m+nrl-NR_END));    ss = strrchr( name, '.' );            /* find last / */
 }    ss++;
     strcpy(ext,ss);                       /* save extension */
 /***************** f1dim *************************/    l1= strlen( name);
 extern int ncom;    l2= strlen(ss)+1;
 extern double *pcom,*xicom;    strncpy( finame, name, l1-l2);
 extern double (*nrfunc)(double []);    finame[l1-l2]= 0;
      return( 0 );                          /* we're done */
 double f1dim(double x)  }
 {  
   int j;  
   double f;  /******************************************/
   double *xt;  
    void replace_back_to_slash(char *s, char*t)
   xt=vector(1,ncom);  {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    int i;
   f=(*nrfunc)(xt);    int lg=0;
   free_vector(xt,1,ncom);    i=0;
   return f;    lg=strlen(t);
 }    for(i=0; i<= lg; i++) {
       (s[i] = t[i]);
 /*****************brent *************************/      if (t[i]== '\\') s[i]='/';
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    }
 {  }
   int iter;  
   double a,b,d,etemp;  int nbocc(char *s, char occ)
   double fu,fv,fw,fx;  {
   double ftemp;    int i,j=0;
   double p,q,r,tol1,tol2,u,v,w,x,xm;    int lg=20;
   double e=0.0;    i=0;
      lg=strlen(s);
   a=(ax < cx ? ax : cx);    for(i=0; i<= lg; i++) {
   b=(ax > cx ? ax : cx);    if  (s[i] == occ ) j++;
   x=w=v=bx;    }
   fw=fv=fx=(*f)(x);    return j;
   for (iter=1;iter<=ITMAX;iter++) {  }
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  void cutv(char *u,char *v, char*t, char occ)
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  {
     printf(".");fflush(stdout);    /* cuts string t into u and v where u is ended by char occ excluding it
 #ifdef DEBUG       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
     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);       gives u="abcedf" and v="ghi2j" */
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    int i,lg,j,p=0;
 #endif    i=0;
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    for(j=0; j<=strlen(t)-1; j++) {
       *xmin=x;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       return fx;    }
     }  
     ftemp=fu;    lg=strlen(t);
     if (fabs(e) > tol1) {    for(j=0; j<p; j++) {
       r=(x-w)*(fx-fv);      (u[j] = t[j]);
       q=(x-v)*(fx-fw);    }
       p=(x-v)*q-(x-w)*r;       u[p]='\0';
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;     for(j=0; j<= lg; j++) {
       q=fabs(q);      if (j>=(p+1))(v[j-p-1] = t[j]);
       etemp=e;    }
       e=d;  }
       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));  /********************** nrerror ********************/
       else {  
         d=p/q;  void nrerror(char error_text[])
         u=x+d;  {
         if (u-a < tol2 || b-u < tol2)    fprintf(stderr,"ERREUR ...\n");
           d=SIGN(tol1,xm-x);    fprintf(stderr,"%s\n",error_text);
       }    exit(EXIT_FAILURE);
     } else {  }
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  /*********************** vector *******************/
     }  double *vector(int nl, int nh)
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  {
     fu=(*f)(u);    double *v;
     if (fu <= fx) {    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       if (u >= x) a=x; else b=x;    if (!v) nrerror("allocation failure in vector");
       SHFT(v,w,x,u)    return v-nl+NR_END;
         SHFT(fv,fw,fx,fu)  }
         } else {  
           if (u < x) a=u; else b=u;  /************************ free vector ******************/
           if (fu <= fw || w == x) {  void free_vector(double*v, int nl, int nh)
             v=w;  {
             w=u;    free((FREE_ARG)(v+nl-NR_END));
             fv=fw;  }
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {  /************************ivector *******************************/
             v=u;  int *ivector(long nl,long nh)
             fv=fu;  {
           }    int *v;
         }    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   }    if (!v) nrerror("allocation failure in ivector");
   nrerror("Too many iterations in brent");    return v-nl+NR_END;
   *xmin=x;  }
   return fx;  
 }  /******************free ivector **************************/
   void free_ivector(int *v, long nl, long nh)
 /****************** mnbrak ***********************/  {
     free((FREE_ARG)(v+nl-NR_END));
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  }
             double (*func)(double))  
 {  /************************lvector *******************************/
   double ulim,u,r,q, dum;  long *lvector(long nl,long nh)
   double fu;  {
      long *v;
   *fa=(*func)(*ax);    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   *fb=(*func)(*bx);    if (!v) nrerror("allocation failure in ivector");
   if (*fb > *fa) {    return v-nl+NR_END;
     SHFT(dum,*ax,*bx,dum)  }
       SHFT(dum,*fb,*fa,dum)  
       }  /******************free lvector **************************/
   *cx=(*bx)+GOLD*(*bx-*ax);  void free_lvector(long *v, long nl, long nh)
   *fc=(*func)(*cx);  {
   while (*fb > *fc) {    free((FREE_ARG)(v+nl-NR_END));
     r=(*bx-*ax)*(*fb-*fc);  }
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  /******************* imatrix *******************************/
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     ulim=(*bx)+GLIMIT*(*cx-*bx);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     if ((*bx-u)*(u-*cx) > 0.0) {  { 
       fu=(*func)(u);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    int **m; 
       fu=(*func)(u);    
       if (fu < *fc) {    /* allocate pointers to rows */ 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
           SHFT(*fb,*fc,fu,(*func)(u))    if (!m) nrerror("allocation failure 1 in matrix()"); 
           }    m += NR_END; 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    m -= nrl; 
       u=ulim;    
       fu=(*func)(u);    
     } else {    /* allocate rows and set pointers to them */ 
       u=(*cx)+GOLD*(*cx-*bx);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       fu=(*func)(u);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     }    m[nrl] += NR_END; 
     SHFT(*ax,*bx,*cx,u)    m[nrl] -= ncl; 
       SHFT(*fa,*fb,*fc,fu)    
       }    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
 }    
     /* return pointer to array of pointers to rows */ 
 /*************** linmin ************************/    return m; 
   } 
 int ncom;  
 double *pcom,*xicom;  /****************** free_imatrix *************************/
 double (*nrfunc)(double []);  void free_imatrix(m,nrl,nrh,ncl,nch)
          int **m;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))        long nch,ncl,nrh,nrl; 
 {       /* free an int matrix allocated by imatrix() */ 
   double brent(double ax, double bx, double cx,  { 
                double (*f)(double), double tol, double *xmin);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   double f1dim(double x);    free((FREE_ARG) (m+nrl-NR_END)); 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  } 
               double *fc, double (*func)(double));  
   int j;  /******************* matrix *******************************/
   double xx,xmin,bx,ax;  double **matrix(long nrl, long nrh, long ncl, long nch)
   double fx,fb,fa;  {
      long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   ncom=n;    double **m;
   pcom=vector(1,n);  
   xicom=vector(1,n);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   nrfunc=func;    if (!m) nrerror("allocation failure 1 in matrix()");
   for (j=1;j<=n;j++) {    m += NR_END;
     pcom[j]=p[j];    m -= nrl;
     xicom[j]=xi[j];  
   }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   ax=0.0;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   xx=1.0;    m[nrl] += NR_END;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m[nrl] -= ncl;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  
 #ifdef DEBUG    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    return m;
 #endif    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   for (j=1;j<=n;j++) {     */
     xi[j] *= xmin;  }
     p[j] += xi[j];  
   }  /*************************free matrix ************************/
   free_vector(xicom,1,n);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   free_vector(pcom,1,n);  {
 }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     free((FREE_ARG)(m+nrl-NR_END));
 /*************** powell ************************/  }
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))  /******************* ma3x *******************************/
 {  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   void linmin(double p[], double xi[], int n, double *fret,  {
               double (*func)(double []));    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   int i,ibig,j;    double ***m;
   double del,t,*pt,*ptt,*xit;  
   double fp,fptt;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double *xits;    if (!m) nrerror("allocation failure 1 in matrix()");
   pt=vector(1,n);    m += NR_END;
   ptt=vector(1,n);    m -= nrl;
   xit=vector(1,n);  
   xits=vector(1,n);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   *fret=(*func)(p);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   for (j=1;j<=n;j++) pt[j]=p[j];    m[nrl] += NR_END;
   for (*iter=1;;++(*iter)) {    m[nrl] -= ncl;
     fp=(*fret);  
     ibig=0;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     del=0.0;  
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     for (i=1;i<=n;i++)    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       printf(" %d %.12f",i, p[i]);    m[nrl][ncl] += NR_END;
     printf("\n");    m[nrl][ncl] -= nll;
     for (i=1;i<=n;i++) {    for (j=ncl+1; j<=nch; j++) 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];      m[nrl][j]=m[nrl][j-1]+nlay;
       fptt=(*fret);    
 #ifdef DEBUG    for (i=nrl+1; i<=nrh; i++) {
       printf("fret=%lf \n",*fret);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 #endif      for (j=ncl+1; j<=nch; j++) 
       printf("%d",i);fflush(stdout);        m[i][j]=m[i][j-1]+nlay;
       linmin(p,xit,n,fret,func);    }
       if (fabs(fptt-(*fret)) > del) {    return m; 
         del=fabs(fptt-(*fret));    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
         ibig=i;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       }    */
 #ifdef DEBUG  }
       printf("%d %.12e",i,(*fret));  
       for (j=1;j<=n;j++) {  /*************************free ma3x ************************/
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         printf(" x(%d)=%.12e",j,xit[j]);  {
       }    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       for(j=1;j<=n;j++)    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         printf(" p=%.12e",p[j]);    free((FREE_ARG)(m+nrl-NR_END));
       printf("\n");  }
 #endif  
     }  /*************** function subdirf ***********/
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  char *subdirf(char fileres[])
 #ifdef DEBUG  {
       int k[2],l;    /* Caution optionfilefiname is hidden */
       k[0]=1;    strcpy(tmpout,optionfilefiname);
       k[1]=-1;    strcat(tmpout,"/"); /* Add to the right */
       printf("Max: %.12e",(*func)(p));    strcat(tmpout,fileres);
       for (j=1;j<=n;j++)    return tmpout;
         printf(" %.12e",p[j]);  }
       printf("\n");  
       for(l=0;l<=1;l++) {  /*************** function subdirf2 ***********/
         for (j=1;j<=n;j++) {  char *subdirf2(char fileres[], char *preop)
           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]);    
         }    /* Caution optionfilefiname is hidden */
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    strcpy(tmpout,optionfilefiname);
       }    strcat(tmpout,"/");
 #endif    strcat(tmpout,preop);
     strcat(tmpout,fileres);
     return tmpout;
       free_vector(xit,1,n);  }
       free_vector(xits,1,n);  
       free_vector(ptt,1,n);  /*************** function subdirf3 ***********/
       free_vector(pt,1,n);  char *subdirf3(char fileres[], char *preop, char *preop2)
       return;  {
     }    
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    /* Caution optionfilefiname is hidden */
     for (j=1;j<=n;j++) {    strcpy(tmpout,optionfilefiname);
       ptt[j]=2.0*p[j]-pt[j];    strcat(tmpout,"/");
       xit[j]=p[j]-pt[j];    strcat(tmpout,preop);
       pt[j]=p[j];    strcat(tmpout,preop2);
     }    strcat(tmpout,fileres);
     fptt=(*func)(ptt);    return tmpout;
     if (fptt < fp) {  }
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  
       if (t < 0.0) {  /***************** f1dim *************************/
         linmin(p,xit,n,fret,func);  extern int ncom; 
         for (j=1;j<=n;j++) {  extern double *pcom,*xicom;
           xi[j][ibig]=xi[j][n];  extern double (*nrfunc)(double []); 
           xi[j][n]=xit[j];   
         }  double f1dim(double x) 
 #ifdef DEBUG  { 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    int j; 
         for(j=1;j<=n;j++)    double f;
           printf(" %.12e",xit[j]);    double *xt; 
         printf("\n");   
 #endif    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     }    f=(*nrfunc)(xt); 
   }    free_vector(xt,1,ncom); 
 }    return f; 
   } 
 /**** Prevalence limit ****************/  
   /*****************brent *************************/
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 {  { 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    int iter; 
      matrix by transitions matrix until convergence is reached */    double a,b,d,etemp;
     double fu,fv,fw,fx;
   int i, ii,j,k;    double ftemp;
   double min, max, maxmin, maxmax,sumnew=0.;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double **matprod2();    double e=0.0; 
   double **out, cov[NCOVMAX], **pmij();   
   double **newm;    a=(ax < cx ? ax : cx); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    b=(ax > cx ? ax : cx); 
     x=w=v=bx; 
   for (ii=1;ii<=nlstate+ndeath;ii++)    fw=fv=fx=(*f)(x); 
     for (j=1;j<=nlstate+ndeath;j++){    for (iter=1;iter<=ITMAX;iter++) { 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      xm=0.5*(a+b); 
     }      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
    cov[1]=1.;      printf(".");fflush(stdout);
        fprintf(ficlog,".");fflush(ficlog);
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #ifdef DEBUG
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      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);
     newm=savm;      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);
     /* Covariates have to be included here again */      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
      cov[2]=agefin;  #endif
        if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       for (k=1; k<=cptcovn;k++) {        *xmin=x; 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];        return fx; 
       } 
 /*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/      ftemp=fu;
       }      if (fabs(e) > tol1) { 
       for (k=1; k<=cptcovage;k++)        r=(x-w)*(fx-fv); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        q=(x-v)*(fx-fw); 
            p=(x-v)*q-(x-w)*r; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        q=2.0*(q-r); 
         if (q > 0.0) p = -p; 
     savm=oldm;        q=fabs(q); 
     oldm=newm;        etemp=e; 
     maxmax=0.;        e=d; 
     for(j=1;j<=nlstate;j++){        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       min=1.;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       max=0.;        else { 
       for(i=1; i<=nlstate; i++) {          d=p/q; 
         sumnew=0;          u=x+d; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];          if (u-a < tol2 || b-u < tol2) 
         prlim[i][j]= newm[i][j]/(1-sumnew);            d=SIGN(tol1,xm-x); 
         max=FMAX(max,prlim[i][j]);        } 
         min=FMIN(min,prlim[i][j]);      } else { 
       }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       maxmin=max-min;      } 
       maxmax=FMAX(maxmax,maxmin);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     }      fu=(*f)(u); 
     if(maxmax < ftolpl){      if (fu <= fx) { 
       return prlim;        if (u >= x) a=x; else b=x; 
     }        SHFT(v,w,x,u) 
   }          SHFT(fv,fw,fx,fu) 
 }          } else { 
             if (u < x) a=u; else b=u; 
 /*************** transition probabilities **********/            if (fu <= fw || w == x) { 
               v=w; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )              w=u; 
 {              fv=fw; 
   double s1, s2;              fw=fu; 
   /*double t34;*/            } else if (fu <= fv || v == x || v == w) { 
   int i,j,j1, nc, ii, jj;              v=u; 
               fv=fu; 
     for(i=1; i<= nlstate; i++){            } 
     for(j=1; j<i;j++){          } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    } 
         /*s2 += param[i][j][nc]*cov[nc];*/    nrerror("Too many iterations in brent"); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    *xmin=x; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    return fx; 
       }  } 
       ps[i][j]=s2;  
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  /****************** mnbrak ***********************/
     }  
     for(j=i+1; j<=nlstate+ndeath;j++){  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){              double (*func)(double)) 
         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);*/    double ulim,u,r,q, dum;
       }    double fu; 
       ps[i][j]=s2;   
     }    *fa=(*func)(*ax); 
   }    *fb=(*func)(*bx); 
   for(i=1; i<= nlstate; i++){    if (*fb > *fa) { 
      s1=0;      SHFT(dum,*ax,*bx,dum) 
     for(j=1; j<i; j++)        SHFT(dum,*fb,*fa,dum) 
       s1+=exp(ps[i][j]);        } 
     for(j=i+1; j<=nlstate+ndeath; j++)    *cx=(*bx)+GOLD*(*bx-*ax); 
       s1+=exp(ps[i][j]);    *fc=(*func)(*cx); 
     ps[i][i]=1./(s1+1.);    while (*fb > *fc) { 
     for(j=1; j<i; j++)      r=(*bx-*ax)*(*fb-*fc); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      q=(*bx-*cx)*(*fb-*fa); 
     for(j=i+1; j<=nlstate+ndeath; j++)      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   } /* end i */      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for(jj=1; jj<= nlstate+ndeath; jj++){        fu=(*func)(u); 
       ps[ii][jj]=0;        if (fu < *fc) { 
       ps[ii][ii]=1;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     }            SHFT(*fb,*fc,fu,(*func)(u)) 
   }            } 
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        u=ulim; 
     for(jj=1; jj<= nlstate+ndeath; jj++){        fu=(*func)(u); 
      printf("%lf ",ps[ii][jj]);      } else { 
    }        u=(*cx)+GOLD*(*cx-*bx); 
     printf("\n ");        fu=(*func)(u); 
     }      } 
     printf("\n ");printf("%lf ",cov[2]);*/      SHFT(*ax,*bx,*cx,u) 
 /*        SHFT(*fa,*fb,*fc,fu) 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        } 
   goto end;*/  } 
     return ps;  
 }  /*************** linmin ************************/
   
 /**************** Product of 2 matrices ******************/  int ncom; 
   double *pcom,*xicom;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  double (*nrfunc)(double []); 
 {   
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  { 
   /* in, b, out are matrice of pointers which should have been initialized    double brent(double ax, double bx, double cx, 
      before: only the contents of out is modified. The function returns                 double (*f)(double), double tol, double *xmin); 
      a pointer to pointers identical to out */    double f1dim(double x); 
   long i, j, k;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   for(i=nrl; i<= nrh; i++)                double *fc, double (*func)(double)); 
     for(k=ncolol; k<=ncoloh; k++)    int j; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    double xx,xmin,bx,ax; 
         out[i][k] +=in[i][j]*b[j][k];    double fx,fb,fa;
    
   return out;    ncom=n; 
 }    pcom=vector(1,n); 
     xicom=vector(1,n); 
     nrfunc=func; 
 /************* Higher Matrix Product ***************/    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      xicom[j]=xi[j]; 
 {    } 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    ax=0.0; 
      duration (i.e. until    xx=1.0; 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
      (typically every 2 years instead of every month which is too big).  #ifdef DEBUG
      Model is determined by parameters x and covariates have to be    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      included manually here.    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
      */    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
   int i, j, d, h, k;      p[j] += xi[j]; 
   double **out, cov[NCOVMAX];    } 
   double **newm;    free_vector(xicom,1,n); 
     free_vector(pcom,1,n); 
   /* Hstepm could be zero and should return the unit matrix */  } 
   for (i=1;i<=nlstate+ndeath;i++)  
     for (j=1;j<=nlstate+ndeath;j++){  char *asc_diff_time(long time_sec, char ascdiff[])
       oldm[i][j]=(i==j ? 1.0 : 0.0);  {
       po[i][j][0]=(i==j ? 1.0 : 0.0);    long sec_left, days, hours, minutes;
     }    days = (time_sec) / (60*60*24);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    sec_left = (time_sec) % (60*60*24);
   for(h=1; h <=nhstepm; h++){    hours = (sec_left) / (60*60) ;
     for(d=1; d <=hstepm; d++){    sec_left = (sec_left) %(60*60);
       newm=savm;    minutes = (sec_left) /60;
       /* Covariates have to be included here again */    sec_left = (sec_left) % (60);
       cov[1]=1.;    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    return ascdiff;
       if (cptcovn>0){  }
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];  
     }  /*************** powell ************************/
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/              double (*func)(double [])) 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    void linmin(double p[], double xi[], int n, double *fret, 
       savm=oldm;                double (*func)(double [])); 
       oldm=newm;    int i,ibig,j; 
     }    double del,t,*pt,*ptt,*xit;
     for(i=1; i<=nlstate+ndeath; i++)    double fp,fptt;
       for(j=1;j<=nlstate+ndeath;j++) {    double *xits;
         po[i][j][h]=newm[i][j];    int niterf, itmp;
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);  
          */    pt=vector(1,n); 
       }    ptt=vector(1,n); 
   } /* end h */    xit=vector(1,n); 
   return po;    xits=vector(1,n); 
 }    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
 /*************** log-likelihood *************/      fp=(*fret); 
 double func( double *x)      ibig=0; 
 {      del=0.0; 
   int i, ii, j, k, mi, d, kk;      last_time=curr_time;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      (void) gettimeofday(&curr_time,&tzp);
   double **out;      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);
   double sw; /* Sum of weights */      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);
   double lli; /* Individual log likelihood */      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   long ipmx;      for (i=1;i<=n;i++) {
   /*extern weight */        printf(" %d %.12f",i, p[i]);
   /* We are differentiating ll according to initial status */        fprintf(ficlog," %d %.12lf",i, p[i]);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        fprintf(ficrespow," %.12lf", p[i]);
   /*for(i=1;i<imx;i++)      }
 printf(" %d\n",s[4][i]);      printf("\n");
   */      fprintf(ficlog,"\n");
   cov[1]=1.;      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
   for(k=1; k<=nlstate; k++) ll[k]=0.;        tm = *localtime(&curr_time.tv_sec);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        strcpy(strcurr,asctime(&tmf));
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];  /*       asctime_r(&tm,strcurr); */
        for(mi=1; mi<= wav[i]-1; mi++){        forecast_time=curr_time;
       for (ii=1;ii<=nlstate+ndeath;ii++)        itmp = strlen(strcurr);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        if(strcurr[itmp-1]=='\n')
             for(d=0; d<dh[mi][i]; d++){          strcurr[itmp-1]='\0';
               newm=savm;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
               for (kk=1; kk<=cptcovage;kk++) {        for(niterf=10;niterf<=30;niterf+=10){
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
                  /*printf("%d %d",kk,Tage[kk]);*/          tmf = *localtime(&forecast_time.tv_sec);
               }  /*      asctime_r(&tmf,strfor); */
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/          strcpy(strfor,asctime(&tmf));
               /*cov[3]=pow(cov[2],2)/1000.;*/          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,          strfor[itmp-1]='\0';
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));          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);
           savm=oldm;          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);
           oldm=newm;        }
       }
       for (i=1;i<=n;i++) { 
       } /* end mult */        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
            fptt=(*fret); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  #ifdef DEBUG
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        printf("fret=%lf \n",*fret);
       ipmx +=1;        fprintf(ficlog,"fret=%lf \n",*fret);
       sw += weight[i];  #endif
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        printf("%d",i);fflush(stdout);
     } /* end of wave */        fprintf(ficlog,"%d",i);fflush(ficlog);
   } /* end of individual */        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          del=fabs(fptt-(*fret)); 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          ibig=i; 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        } 
   return -l;  #ifdef DEBUG
 }        printf("%d %.12e",i,(*fret));
         fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
 /*********** Maximum Likelihood Estimation ***************/          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 {        }
   int i,j, iter;        for(j=1;j<=n;j++) {
   double **xi,*delti;          printf(" p=%.12e",p[j]);
   double fret;          fprintf(ficlog," p=%.12e",p[j]);
   xi=matrix(1,npar,1,npar);        }
   for (i=1;i<=npar;i++)        printf("\n");
     for (j=1;j<=npar;j++)        fprintf(ficlog,"\n");
       xi[i][j]=(i==j ? 1.0 : 0.0);  #endif
   printf("Powell\n");      } 
   powell(p,xi,npar,ftol,&iter,&fret,func);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        int k[2],l;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        k[0]=1;
         k[1]=-1;
 }        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 /**** Computes Hessian and covariance matrix ***/        for (j=1;j<=n;j++) {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          printf(" %.12e",p[j]);
 {          fprintf(ficlog," %.12e",p[j]);
   double  **a,**y,*x,pd;        }
   double **hess;        printf("\n");
   int i, j,jk;        fprintf(ficlog,"\n");
   int *indx;        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
   double hessii(double p[], double delta, int theta, double delti[]);            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   double hessij(double p[], double delti[], int i, int j);            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   void lubksb(double **a, int npar, int *indx, double b[]) ;            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   void ludcmp(double **a, int npar, int *indx, double *d) ;          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   hess=matrix(1,npar,1,npar);        }
   #endif
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){  
     printf("%d",i);fflush(stdout);        free_vector(xit,1,n); 
     hess[i][i]=hessii(p,ftolhess,i,delti);        free_vector(xits,1,n); 
     /*printf(" %f ",p[i]);*/        free_vector(ptt,1,n); 
   }        free_vector(pt,1,n); 
         return; 
   for (i=1;i<=npar;i++) {      } 
     for (j=1;j<=npar;j++)  {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       if (j>i) {      for (j=1;j<=n;j++) { 
         printf(".%d%d",i,j);fflush(stdout);        ptt[j]=2.0*p[j]-pt[j]; 
         hess[i][j]=hessij(p,delti,i,j);        xit[j]=p[j]-pt[j]; 
         hess[j][i]=hess[i][j];        pt[j]=p[j]; 
       }      } 
     }      fptt=(*func)(ptt); 
   }      if (fptt < fp) { 
   printf("\n");        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         if (t < 0.0) { 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          linmin(p,xit,n,fret,func); 
            for (j=1;j<=n;j++) { 
   a=matrix(1,npar,1,npar);            xi[j][ibig]=xi[j][n]; 
   y=matrix(1,npar,1,npar);            xi[j][n]=xit[j]; 
   x=vector(1,npar);          }
   indx=ivector(1,npar);  #ifdef DEBUG
   for (i=1;i<=npar;i++)          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   ludcmp(a,npar,indx,&pd);          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
   for (j=1;j<=npar;j++) {            fprintf(ficlog," %.12e",xit[j]);
     for (i=1;i<=npar;i++) x[i]=0;          }
     x[j]=1;          printf("\n");
     lubksb(a,npar,indx,x);          fprintf(ficlog,"\n");
     for (i=1;i<=npar;i++){  #endif
       matcov[i][j]=x[i];        }
     }      } 
   }    } 
   } 
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {  /**** Prevalence limit (stable prevalence)  ****************/
     for (j=1;j<=npar;j++) {  
       printf("%.3e ",hess[i][j]);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     }  {
     printf("\n");    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   }       matrix by transitions matrix until convergence is reached */
   
   /* Recompute Inverse */    int i, ii,j,k;
   for (i=1;i<=npar;i++)    double min, max, maxmin, maxmax,sumnew=0.;
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    double **matprod2();
   ludcmp(a,npar,indx,&pd);    double **out, cov[NCOVMAX], **pmij();
     double **newm;
   /*  printf("\n#Hessian matrix recomputed#\n");    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   for (j=1;j<=npar;j++) {    for (ii=1;ii<=nlstate+ndeath;ii++)
     for (i=1;i<=npar;i++) x[i]=0;      for (j=1;j<=nlstate+ndeath;j++){
     x[j]=1;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     lubksb(a,npar,indx,x);      }
     for (i=1;i<=npar;i++){  
       y[i][j]=x[i];     cov[1]=1.;
       printf("%.3e ",y[i][j]);   
     }   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     printf("\n");    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   }      newm=savm;
   */      /* Covariates have to be included here again */
        cov[2]=agefin;
   free_matrix(a,1,npar,1,npar);    
   free_matrix(y,1,npar,1,npar);        for (k=1; k<=cptcovn;k++) {
   free_vector(x,1,npar);          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   free_ivector(indx,1,npar);          /*      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]]);*/
   free_matrix(hess,1,npar,1,npar);        }
         for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
 }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
 /*************** hessian matrix ****************/        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 double hessii( double x[], double delta, int theta, double delti[])        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   int i;      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   int l=1, lmax=20;  
   double k1,k2;      savm=oldm;
   double p2[NPARMAX+1];      oldm=newm;
   double res;      maxmax=0.;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      for(j=1;j<=nlstate;j++){
   double fx;        min=1.;
   int k=0,kmax=10;        max=0.;
   double l1;        for(i=1; i<=nlstate; i++) {
           sumnew=0;
   fx=func(x);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for (i=1;i<=npar;i++) p2[i]=x[i];          prlim[i][j]= newm[i][j]/(1-sumnew);
   for(l=0 ; l <=lmax; l++){          max=FMAX(max,prlim[i][j]);
     l1=pow(10,l);          min=FMIN(min,prlim[i][j]);
     delts=delt;        }
     for(k=1 ; k <kmax; k=k+1){        maxmin=max-min;
       delt = delta*(l1*k);        maxmax=FMAX(maxmax,maxmin);
       p2[theta]=x[theta] +delt;      }
       k1=func(p2)-fx;      if(maxmax < ftolpl){
       p2[theta]=x[theta]-delt;        return prlim;
       k2=func(p2)-fx;      }
       /*res= (k1-2.0*fx+k2)/delt/delt; */    }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  }
        
 #ifdef DEBUG  /*************** transition probabilities ***************/ 
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  
 #endif  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  {
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    double s1, s2;
         k=kmax;    /*double t34;*/
       }    int i,j,j1, nc, ii, jj;
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  
         k=kmax; l=lmax*10.;      for(i=1; i<= nlstate; i++){
       }      for(j=1; j<i;j++){
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         delts=delt;          /*s2 += param[i][j][nc]*cov[nc];*/
       }          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     }          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   }        }
   delti[theta]=delts;        ps[i][j]=s2;
   return res;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
        }
 }      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 double hessij( double x[], double delti[], int thetai,int thetaj)          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);*/
   int i;        }
   int l=1, l1, lmax=20;        ps[i][j]=s2;
   double k1,k2,k3,k4,res,fx;      }
   double p2[NPARMAX+1];    }
   int k;      /*ps[3][2]=1;*/
   
   fx=func(x);    for(i=1; i<= nlstate; i++){
   for (k=1; k<=2; k++) {       s1=0;
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(j=1; j<i; j++)
     p2[thetai]=x[thetai]+delti[thetai]/k;        s1+=exp(ps[i][j]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      for(j=i+1; j<=nlstate+ndeath; j++)
     k1=func(p2)-fx;        s1+=exp(ps[i][j]);
        ps[i][i]=1./(s1+1.);
     p2[thetai]=x[thetai]+delti[thetai]/k;      for(j=1; j<i; j++)
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        ps[i][j]= exp(ps[i][j])*ps[i][i];
     k2=func(p2)-fx;      for(j=i+1; j<=nlstate+ndeath; j++)
          ps[i][j]= exp(ps[i][j])*ps[i][i];
     p2[thetai]=x[thetai]-delti[thetai]/k;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    } /* end i */
     k3=func(p2)-fx;  
      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     p2[thetai]=x[thetai]-delti[thetai]/k;      for(jj=1; jj<= nlstate+ndeath; jj++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        ps[ii][jj]=0;
     k4=func(p2)-fx;        ps[ii][ii]=1;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      }
 #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);  
 #endif  
   }    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   return res;      for(jj=1; jj<= nlstate+ndeath; jj++){
 }       printf("%lf ",ps[ii][jj]);
      }
 /************** Inverse of matrix **************/      printf("\n ");
 void ludcmp(double **a, int n, int *indx, double *d)      }
 {      printf("\n ");printf("%lf ",cov[2]);*/
   int i,imax,j,k;  /*
   double big,dum,sum,temp;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   double *vv;    goto end;*/
        return ps;
   vv=vector(1,n);  }
   *d=1.0;  
   for (i=1;i<=n;i++) {  /**************** Product of 2 matrices ******************/
     big=0.0;  
     for (j=1;j<=n;j++)  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       if ((temp=fabs(a[i][j])) > big) big=temp;  {
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     vv[i]=1.0/big;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   }    /* in, b, out are matrice of pointers which should have been initialized 
   for (j=1;j<=n;j++) {       before: only the contents of out is modified. The function returns
     for (i=1;i<j;i++) {       a pointer to pointers identical to out */
       sum=a[i][j];    long i, j, k;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    for(i=nrl; i<= nrh; i++)
       a[i][j]=sum;      for(k=ncolol; k<=ncoloh; k++)
     }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     big=0.0;          out[i][k] +=in[i][j]*b[j][k];
     for (i=j;i<=n;i++) {  
       sum=a[i][j];    return out;
       for (k=1;k<j;k++)  }
         sum -= a[i][k]*a[k][j];  
       a[i][j]=sum;  
       if ( (dum=vv[i]*fabs(sum)) >= big) {  /************* Higher Matrix Product ***************/
         big=dum;  
         imax=i;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       }  {
     }    /* Computes the transition matrix starting at age 'age' over 
     if (j != imax) {       'nhstepm*hstepm*stepm' months (i.e. until
       for (k=1;k<=n;k++) {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
         dum=a[imax][k];       nhstepm*hstepm matrices. 
         a[imax][k]=a[j][k];       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         a[j][k]=dum;       (typically every 2 years instead of every month which is too big 
       }       for the memory).
       *d = -(*d);       Model is determined by parameters x and covariates have to be 
       vv[imax]=vv[j];       included manually here. 
     }  
     indx[j]=imax;       */
     if (a[j][j] == 0.0) a[j][j]=TINY;  
     if (j != n) {    int i, j, d, h, k;
       dum=1.0/(a[j][j]);    double **out, cov[NCOVMAX];
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    double **newm;
     }  
   }    /* Hstepm could be zero and should return the unit matrix */
   free_vector(vv,1,n);  /* Doesn't work */    for (i=1;i<=nlstate+ndeath;i++)
 ;      for (j=1;j<=nlstate+ndeath;j++){
 }        oldm[i][j]=(i==j ? 1.0 : 0.0);
         po[i][j][0]=(i==j ? 1.0 : 0.0);
 void lubksb(double **a, int n, int *indx, double b[])      }
 {    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   int i,ii=0,ip,j;    for(h=1; h <=nhstepm; h++){
   double sum;      for(d=1; d <=hstepm; d++){
          newm=savm;
   for (i=1;i<=n;i++) {        /* Covariates have to be included here again */
     ip=indx[i];        cov[1]=1.;
     sum=b[ip];        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     b[ip]=b[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     if (ii)        for (k=1; k<=cptcovage;k++)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     else if (sum) ii=i;        for (k=1; k<=cptcovprod;k++)
     b[i]=sum;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   }  
   for (i=n;i>=1;i--) {  
     sum=b[i];        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     b[i]=sum/a[i][i];        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
 }        savm=oldm;
         oldm=newm;
 /************ Frequencies ********************/      }
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)      for(i=1; i<=nlstate+ndeath; i++)
 {  /* Some frequencies */        for(j=1;j<=nlstate+ndeath;j++) {
            po[i][j][h]=newm[i][j];
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   double ***freq; /* Frequencies */           */
   double *pp;        }
   double pos;    } /* end h */
   FILE *ficresp;    return po;
   char fileresp[FILENAMELENGTH];  }
   
   pp=vector(1,nlstate);  
   /*************** log-likelihood *************/
   strcpy(fileresp,"p");  double func( double *x)
   strcat(fileresp,fileres);  {
   if((ficresp=fopen(fileresp,"w"))==NULL) {    int i, ii, j, k, mi, d, kk;
     printf("Problem with prevalence resultfile: %s\n", fileresp);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     exit(0);    double **out;
   }    double sw; /* Sum of weights */
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    double lli; /* Individual log likelihood */
   j1=0;    int s1, s2;
     double bbh, survp;
   j=cptcovn;    long ipmx;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}    /*extern weight */
     /* We are differentiating ll according to initial status */
   for(k1=1; k1<=j;k1++){    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
    for(i1=1; i1<=ncodemax[k1];i1++){    /*for(i=1;i<imx;i++) 
        j1++;      printf(" %d\n",s[4][i]);
     */
         for (i=-1; i<=nlstate+ndeath; i++)      cov[1]=1.;
          for (jk=-1; jk<=nlstate+ndeath; jk++)    
            for(m=agemin; m <= agemax+3; m++)    for(k=1; k<=nlstate; k++) ll[k]=0.;
              freq[i][jk][m]=0;  
            if(mle==1){
        for (i=1; i<=imx; i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          bool=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          if  (cptcovn>0) {        for(mi=1; mi<= wav[i]-1; mi++){
            for (z1=1; z1<=cptcovn; z1++)          for (ii=1;ii<=nlstate+ndeath;ii++)
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;            for (j=1;j<=nlstate+ndeath;j++){
          }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if (bool==1) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
            for(m=firstpass; m<=lastpass-1; m++){            }
              if(agev[m][i]==0) agev[m][i]=agemax+1;          for(d=0; d<dh[mi][i]; d++){
              if(agev[m][i]==1) agev[m][i]=agemax+2;            newm=savm;
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            for (kk=1; kk<=cptcovage;kk++) {
            }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
          }            }
        }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         if  (cptcovn>0) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          fprintf(ficresp, "\n#Variable");            savm=oldm;
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);            oldm=newm;
        }          } /* end mult */
        fprintf(ficresp, "\n#");        
        for(i=1; i<=nlstate;i++)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /* But now since version 0.9 we anticipate for bias and large stepm.
        fprintf(ficresp, "\n");           * If stepm is larger than one month (smallest stepm) and if the exact delay 
                   * (in months) between two waves is not a multiple of stepm, we rounded to 
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * the nearest (and in case of equal distance, to the lowest) interval but now
     if(i==(int)agemax+3)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       printf("Total");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     else           * probability in order to take into account the bias as a fraction of the way
       printf("Age %d", i);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     for(jk=1; jk <=nlstate ; jk++){           * -stepm/2 to stepm/2 .
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)           * For stepm=1 the results are the same as for previous versions of Imach.
         pp[jk] += freq[jk][m][i];           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     for(jk=1; jk <=nlstate ; jk++){          s1=s[mw[mi][i]][i];
       for(m=-1, pos=0; m <=0 ; m++)          s2=s[mw[mi+1][i]][i];
         pos += freq[jk][m][i];          bbh=(double)bh[mi][i]/(double)stepm; 
       if(pp[jk]>=1.e-10)          /* bias is positive if real duration
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * is higher than the multiple of stepm and negative otherwise.
       else           */
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     }          if( s2 > nlstate){ 
     for(jk=1; jk <=nlstate ; jk++){            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)               to the likelihood is the probability to die between last step unit time and current 
         pp[jk] += freq[jk][m][i];               step unit time, which is also the differences between probability to die before dh 
     }               and probability to die before dh-stepm . 
     for(jk=1,pos=0; jk <=nlstate ; jk++)               In version up to 0.92 likelihood was computed
       pos += pp[jk];          as if date of death was unknown. Death was treated as any other
     for(jk=1; jk <=nlstate ; jk++){          health state: the date of the interview describes the actual state
       if(pos>=1.e-5)          and not the date of a change in health state. The former idea was
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          to consider that at each interview the state was recorded
       else          (healthy, disable or death) and IMaCh was corrected; but when we
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          introduced the exact date of death then we should have modified
       if( i <= (int) agemax){          the contribution of an exact death to the likelihood. This new
         if(pos>=1.e-5)          contribution is smaller and very dependent of the step unit
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          stepm. It is no more the probability to die between last interview
       else          and month of death but the probability to survive from last
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          interview up to one month before death multiplied by the
       }          probability to die within a month. Thanks to Chris
     }          Jackson for correcting this bug.  Former versions increased
     for(jk=-1; jk <=nlstate+ndeath; jk++)          mortality artificially. The bad side is that we add another loop
       for(m=-1; m <=nlstate+ndeath; m++)          which slows down the processing. The difference can be up to 10%
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          lower mortality.
     if(i <= (int) agemax)            */
       fprintf(ficresp,"\n");            lli=log(out[s1][s2] - savm[s1][s2]);
     printf("\n");          }else{
     }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     }            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
  }          } 
            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   fclose(ficresp);          /*if(lli ==000.0)*/
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          /*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); */
   free_vector(pp,1,nlstate);          ipmx +=1;
           sw += weight[i];
 }  /* End of Freq */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
 /************* Waves Concatenation ***************/      } /* end of individual */
     }  else if(mle==2){
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.        for(mi=1; mi<= wav[i]-1; mi++){
      Death is a valid wave (if date is known).          for (ii=1;ii<=nlstate+ndeath;ii++)
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            for (j=1;j<=nlstate+ndeath;j++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
      and mw[mi+1][i]. dh depends on stepm.              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      */            }
           for(d=0; d<=dh[mi][i]; d++){
   int i, mi, m;            newm=savm;
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 float sum=0.;            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for(i=1; i<=imx; i++){            }
     mi=0;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     m=firstpass;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     while(s[m][i] <= nlstate){            savm=oldm;
       if(s[m][i]>=1)            oldm=newm;
         mw[++mi][i]=m;          } /* end mult */
       if(m >=lastpass)        
         break;          s1=s[mw[mi][i]][i];
       else          s2=s[mw[mi+1][i]][i];
         m++;          bbh=(double)bh[mi][i]/(double)stepm; 
     }/* end while */          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 (s[m][i] > nlstate){          ipmx +=1;
       mi++;     /* Death is another wave */          sw += weight[i];
       /* if(mi==0)  never been interviewed correctly before death */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          /* Only death is a correct wave */        } /* end of wave */
       mw[mi][i]=m;      } /* end of individual */
     }    }  else if(mle==3){  /* exponential inter-extrapolation */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     wav[i]=mi;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     if(mi==0)        for(mi=1; mi<= wav[i]-1; mi++){
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          for (ii=1;ii<=nlstate+ndeath;ii++)
   }            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=1; i<=imx; i++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(mi=1; mi<wav[i];mi++){            }
       if (stepm <=0)          for(d=0; d<dh[mi][i]; d++){
         dh[mi][i]=1;            newm=savm;
       else{            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if (s[mw[mi+1][i]][i] > nlstate) {            for (kk=1; kk<=cptcovage;kk++) {
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           if(j=0) j=1;  /* Survives at least one month after exam */            }
         }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         else{                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            savm=oldm;
           k=k+1;            oldm=newm;
           if (j >= jmax) jmax=j;          } /* end mult */
           else if (j <= jmin)jmin=j;        
           sum=sum+j;          s1=s[mw[mi][i]][i];
         }          s2=s[mw[mi+1][i]][i];
         jk= j/stepm;          bbh=(double)bh[mi][i]/(double)stepm; 
         jl= j -jk*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 */
         ju= j -(jk+1)*stepm;          ipmx +=1;
         if(jl <= -ju)          sw += weight[i];
           dh[mi][i]=jk;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         else        } /* end of wave */
           dh[mi][i]=jk+1;      } /* end of individual */
         if(dh[mi][i]==0)    }else if (mle==4){  /* ml=4 no inter-extrapolation */
           dh[mi][i]=1; /* At least one step */      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++)
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);            for (j=1;j<=nlstate+ndeath;j++){
 }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 /*********** Tricode ****************************/              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 void tricode(int *Tvar, int **nbcode, int imx)            }
 {          for(d=0; d<dh[mi][i]; d++){
   int Ndum[80],ij=1, k, j, i, Ntvar[20];            newm=savm;
   int cptcode=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (k=0; k<79; k++) Ndum[k]=0;            for (kk=1; kk<=cptcovage;kk++) {
   for (k=1; k<=7; k++) ncodemax[k]=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
   for (j=1; j<=cptcovn; j++) {          
     for (i=1; i<=imx; i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       ij=(int)(covar[Tvar[j]][i]);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       Ndum[ij]++;            savm=oldm;
       if (ij > cptcode) cptcode=ij;            oldm=newm;
     }          } /* end mult */
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/        
     for (i=0; i<=cptcode; i++) {          s1=s[mw[mi][i]][i];
       if(Ndum[i]!=0) ncodemax[j]++;          s2=s[mw[mi+1][i]][i];
     }          if( s2 > nlstate){ 
              lli=log(out[s1][s2] - savm[s1][s2]);
     ij=1;          }else{
     for (i=1; i<=ncodemax[j]; i++) {            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       for (k=0; k<=79; k++) {          }
         if (Ndum[k] != 0) {          ipmx +=1;
           nbcode[Tvar[j]][ij]=k;          sw += weight[i];
           ij++;          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]); */
         if (ij > ncodemax[j]) break;        } /* end of wave */
       }        } /* end of individual */
     }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
   }        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 }        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
 /*********** Health Expectancies ****************/            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {            }
   /* Health expectancies */          for(d=0; d<dh[mi][i]; d++){
   int i, j, nhstepm, hstepm, h;            newm=savm;
   double age, agelim,hf;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   double ***p3mat;            for (kk=1; kk<=cptcovage;kk++) {
                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   fprintf(ficreseij,"# Health expectancies\n");            }
   fprintf(ficreseij,"# Age");          
   for(i=1; i<=nlstate;i++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(j=1; j<=nlstate;j++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       fprintf(ficreseij," %1d-%1d",i,j);            savm=oldm;
   fprintf(ficreseij,"\n");            oldm=newm;
           } /* end mult */
   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 */          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   agelim=AGESUP;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          ipmx +=1;
     /* nhstepm age range expressed in number of stepm */          sw += weight[i];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     /* Typically if 20 years = 20*12/6=40 stepm */          /*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 (stepm >= YEARM) hstepm=1;        } /* end of wave */
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      } /* end of individual */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    } /* End of if */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     return -l;
   }
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)  /*************** log-likelihood *************/
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  double funcone( double *x)
           eij[i][j][(int)age] +=p3mat[i][j][h];  {
         }    /* Same as likeli but slower because of a lot of printf and if */
        int i, ii, j, k, mi, d, kk;
     hf=1;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     if (stepm >= YEARM) hf=stepm/YEARM;    double **out;
     fprintf(ficreseij,"%.0f",age );    double lli; /* Individual log likelihood */
     for(i=1; i<=nlstate;i++)    double llt;
       for(j=1; j<=nlstate;j++){    int s1, s2;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    double bbh, survp;
       }    /*extern weight */
     fprintf(ficreseij,"\n");    /* We are differentiating ll according to initial status */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   }    /*for(i=1;i<imx;i++) 
 }      printf(" %d\n",s[4][i]);
     */
 /************ Variance ******************/    cov[1]=1.;
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  
 {    for(k=1; k<=nlstate; k++) ll[k]=0.;
   /* Variance of health expectancies */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double **newm;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double **dnewm,**doldm;      for(mi=1; mi<= wav[i]-1; mi++){
   int i, j, nhstepm, hstepm, h;        for (ii=1;ii<=nlstate+ndeath;ii++)
   int k, cptcode;          for (j=1;j<=nlstate+ndeath;j++){
    double *xp;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **gp, **gm;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double ***gradg, ***trgradg;          }
   double ***p3mat;        for(d=0; d<dh[mi][i]; d++){
   double age,agelim;          newm=savm;
   int theta;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for (kk=1; kk<=cptcovage;kk++) {
    fprintf(ficresvij,"# Covariances of life expectancies\n");            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   fprintf(ficresvij,"# Age");          }
   for(i=1; i<=nlstate;i++)          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(j=1; j<=nlstate;j++)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          savm=oldm;
   fprintf(ficresvij,"\n");          oldm=newm;
         } /* end mult */
   xp=vector(1,npar);        
   dnewm=matrix(1,nlstate,1,npar);        s1=s[mw[mi][i]][i];
   doldm=matrix(1,nlstate,1,nlstate);        s2=s[mw[mi+1][i]][i];
          bbh=(double)bh[mi][i]/(double)stepm; 
   hstepm=1*YEARM; /* Every year of age */        /* bias is positive if real duration
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         * is higher than the multiple of stepm and negative otherwise.
   agelim = AGESUP;         */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        if( s2 > nlstate && (mle <5) ){  /* Jackson */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          lli=log(out[s1][s2] - savm[s1][s2]);
     if (stepm >= YEARM) hstepm=1;        } else if (mle==1){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        } else if(mle==2){
     gradg=ma3x(0,nhstepm,1,npar,1,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 */
     gp=matrix(0,nhstepm,1,nlstate);        } else if(mle==3){  /* exponential inter-extrapolation */
     gm=matrix(0,nhstepm,1,nlstate);          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 */
         } else if (mle==4){  /* mle=4 no inter-extrapolation */
     for(theta=1; theta <=npar; theta++){          lli=log(out[s1][s2]); /* Original formula */
       for(i=1; i<=npar; i++){ /* Computes gradient */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          lli=log(out[s1][s2]); /* Original formula */
       }        } /* End of if */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          ipmx +=1;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        sw += weight[i];
       for(j=1; j<= nlstate; j++){        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for(h=0; h<=nhstepm; h++){  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        if(globpr){
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         }   %10.6f %10.6f %10.6f ", \
       }                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
                      2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
       for(i=1; i<=npar; i++) /* Computes gradient */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            llt +=ll[k]*gipmx/gsw;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);              fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          }
       for(j=1; j<= nlstate; j++){          fprintf(ficresilk," %10.6f\n", -llt);
         for(h=0; h<=nhstepm; h++){        }
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      } /* end of wave */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    } /* end of individual */
         }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       for(j=1; j<= nlstate; j++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         for(h=0; h<=nhstepm; h++){    if(globpr==0){ /* First time we count the contributions and weights */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      gipmx=ipmx;
         }      gsw=sw;
     } /* End theta */    }
     return -l;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  }
   
     for(h=0; h<=nhstepm; h++)  
       for(j=1; j<=nlstate;j++)  /*************** function likelione ***********/
         for(theta=1; theta <=npar; theta++)  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
           trgradg[h][j][theta]=gradg[h][theta][j];  {
     /* This routine should help understanding what is done with 
     for(i=1;i<=nlstate;i++)       the selection of individuals/waves and
       for(j=1;j<=nlstate;j++)       to check the exact contribution to the likelihood.
         vareij[i][j][(int)age] =0.;       Plotting could be done.
     for(h=0;h<=nhstepm;h++){     */
       for(k=0;k<=nhstepm;k++){    int k;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    if(*globpri !=0){ /* Just counts and sums, no printings */
         for(i=1;i<=nlstate;i++)      strcpy(fileresilk,"ilk"); 
           for(j=1;j<=nlstate;j++)      strcat(fileresilk,fileres);
             vareij[i][j][(int)age] += doldm[i][j];      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       }        printf("Problem with resultfile: %s\n", fileresilk);
     }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     h=1;      }
     if (stepm >= YEARM) h=stepm/YEARM;      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(ficresvij,"%.0f ",age );      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     for(i=1; i<=nlstate;i++)      /*  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(j=1; j<=nlstate;j++){      for(k=1; k<=nlstate; k++) 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       }      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     fprintf(ficresvij,"\n");    }
     free_matrix(gp,0,nhstepm,1,nlstate);  
     free_matrix(gm,0,nhstepm,1,nlstate);    *fretone=(*funcone)(p);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    if(*globpri !=0){
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      fclose(ficresilk);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   } /* End age */      fflush(fichtm); 
      } 
   free_vector(xp,1,npar);    return;
   free_matrix(doldm,1,nlstate,1,npar);  }
   free_matrix(dnewm,1,nlstate,1,nlstate);  
   
 }  /*********** Maximum Likelihood Estimation ***************/
   
 /************ Variance of prevlim ******************/  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 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)  {
 {    int i,j, iter;
   /* Variance of prevalence limit */    double **xi;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double fret;
   double **newm;    double fretone; /* Only one call to likelihood */
   double **dnewm,**doldm;    char filerespow[FILENAMELENGTH];
   int i, j, nhstepm, hstepm;    xi=matrix(1,npar,1,npar);
   int k, cptcode;    for (i=1;i<=npar;i++)
   double *xp;      for (j=1;j<=npar;j++)
   double *gp, *gm;        xi[i][j]=(i==j ? 1.0 : 0.0);
   double **gradg, **trgradg;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   double age,agelim;    strcpy(filerespow,"pow"); 
   int theta;    strcat(filerespow,fileres);
        if((ficrespow=fopen(filerespow,"w"))==NULL) {
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      printf("Problem with resultfile: %s\n", filerespow);
   fprintf(ficresvpl,"# Age");      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   for(i=1; i<=nlstate;i++)    }
       fprintf(ficresvpl," %1d-%1d",i,i);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   fprintf(ficresvpl,"\n");    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
   xp=vector(1,npar);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   dnewm=matrix(1,nlstate,1,npar);    fprintf(ficrespow,"\n");
   doldm=matrix(1,nlstate,1,nlstate);  
      powell(p,xi,npar,ftol,&iter,&fret,func);
   hstepm=1*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    fclose(ficrespow);
   agelim = AGESUP;    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  }
     gradg=matrix(1,npar,1,nlstate);  
     gp=vector(1,nlstate);  /**** Computes Hessian and covariance matrix ***/
     gm=vector(1,nlstate);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   {
     for(theta=1; theta <=npar; theta++){    double  **a,**y,*x,pd;
       for(i=1; i<=npar; i++){ /* Computes gradient */    double **hess;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int i, j,jk;
       }    int *indx;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)    double hessii(double p[], double delta, int theta, double delti[]);
         gp[i] = prlim[i][i];    double hessij(double p[], double delti[], int i, int j);
        void lubksb(double **a, int npar, int *indx, double b[]) ;
       for(i=1; i<=npar; i++) /* Computes gradient */    void ludcmp(double **a, int npar, int *indx, double *d) ;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    hess=matrix(1,npar,1,npar);
       for(i=1;i<=nlstate;i++)  
         gm[i] = prlim[i][i];    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       for(i=1;i<=nlstate;i++)    for (i=1;i<=npar;i++){
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      printf("%d",i);fflush(stdout);
     } /* End theta */      fprintf(ficlog,"%d",i);fflush(ficlog);
       hess[i][i]=hessii(p,ftolhess,i,delti);
     trgradg =matrix(1,nlstate,1,npar);      /*printf(" %f ",p[i]);*/
       /*printf(" %lf ",hess[i][i]);*/
     for(j=1; j<=nlstate;j++)    }
       for(theta=1; theta <=npar; theta++)    
         trgradg[j][theta]=gradg[theta][j];    for (i=1;i<=npar;i++) {
       for (j=1;j<=npar;j++)  {
     for(i=1;i<=nlstate;i++)        if (j>i) { 
       varpl[i][(int)age] =0.;          printf(".%d%d",i,j);fflush(stdout);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);          hess[i][j]=hessij(p,delti,i,j);
     for(i=1;i<=nlstate;i++)          hess[j][i]=hess[i][j];    
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          /*printf(" %lf ",hess[i][j]);*/
         }
     fprintf(ficresvpl,"%.0f ",age );      }
     for(i=1; i<=nlstate;i++)    }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    printf("\n");
     fprintf(ficresvpl,"\n");    fprintf(ficlog,"\n");
     free_vector(gp,1,nlstate);  
     free_vector(gm,1,nlstate);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     free_matrix(gradg,1,npar,1,nlstate);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     free_matrix(trgradg,1,nlstate,1,npar);    
   } /* End age */    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
   free_vector(xp,1,npar);    x=vector(1,npar);
   free_matrix(doldm,1,nlstate,1,npar);    indx=ivector(1,npar);
   free_matrix(dnewm,1,nlstate,1,nlstate);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 }    ludcmp(a,npar,indx,&pd);
   
     for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
 /***********************************************/      x[j]=1;
 /**************** Main Program *****************/      lubksb(a,npar,indx,x);
 /***********************************************/      for (i=1;i<=npar;i++){ 
         matcov[i][j]=x[i];
 /*int main(int argc, char *argv[])*/      }
 int main()    }
 {  
     printf("\n#Hessian matrix#\n");
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    fprintf(ficlog,"\n#Hessian matrix#\n");
   double agedeb, agefin,hf;    for (i=1;i<=npar;i++) { 
   double agemin=1.e20, agemax=-1.e20;      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
   double fret;        fprintf(ficlog,"%.3e ",hess[i][j]);
   double **xi,tmp,delta;      }
       printf("\n");
   double dum; /* Dummy variable */      fprintf(ficlog,"\n");
   double ***p3mat;    }
   int *indx;  
   char line[MAXLINE], linepar[MAXLINE];    /* Recompute Inverse */
   char title[MAXLINE];    for (i=1;i<=npar;i++)
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    ludcmp(a,npar,indx,&pd);
   char filerest[FILENAMELENGTH];  
   char fileregp[FILENAMELENGTH];    /*  printf("\n#Hessian matrix recomputed#\n");
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];  
   int firstobs=1, lastobs=10;    for (j=1;j<=npar;j++) {
   int sdeb, sfin; /* Status at beginning and end */      for (i=1;i<=npar;i++) x[i]=0;
   int c,  h , cpt,l;      x[j]=1;
   int ju,jl, mi;      lubksb(a,npar,indx,x);
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;      for (i=1;i<=npar;i++){ 
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        y[i][j]=x[i];
          printf("%.3e ",y[i][j]);
   int hstepm, nhstepm;        fprintf(ficlog,"%.3e ",y[i][j]);
   double bage, fage, age, agelim, agebase;      }
   double ftolpl=FTOL;      printf("\n");
   double **prlim;      fprintf(ficlog,"\n");
   double *severity;    }
   double ***param; /* Matrix of parameters */    */
   double  *p;  
   double **matcov; /* Matrix of covariance */    free_matrix(a,1,npar,1,npar);
   double ***delti3; /* Scale */    free_matrix(y,1,npar,1,npar);
   double *delti; /* Scale */    free_vector(x,1,npar);
   double ***eij, ***vareij;    free_ivector(indx,1,npar);
   double **varpl; /* Variances of prevalence limits by age */    free_matrix(hess,1,npar,1,npar);
   double *epj, vepp;  
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];  }
   
   char z[1]="c", occ;  /*************** hessian matrix ****************/
 #include <sys/time.h>  double hessii( double x[], double delta, int theta, double delti[])
 #include <time.h>  {
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    int i;
   /* long total_usecs;    int l=1, lmax=20;
   struct timeval start_time, end_time;    double k1,k2;
      double p2[NPARMAX+1];
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    double res;
     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   printf("\nIMACH, Version 0.64a");    int k=0,kmax=10;
   printf("\nEnter the parameter file name: ");    double l1;
   
 #ifdef windows    fx=func(x);
   scanf("%s",pathtot);    for (i=1;i<=npar;i++) p2[i]=x[i];
   getcwd(pathcd, size);    for(l=0 ; l <=lmax; l++){
   /*cygwin_split_path(pathtot,path,optionfile);      l1=pow(10,l);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/      delts=delt;
   /* cutv(path,optionfile,pathtot,'\\');*/      for(k=1 ; k <kmax; k=k+1){
         delt = delta*(l1*k);
 split(pathtot, path,optionfile);        p2[theta]=x[theta] +delt;
   chdir(path);        k1=func(p2)-fx;
   replace(pathc,path);        p2[theta]=x[theta]-delt;
 #endif        k2=func(p2)-fx;
 #ifdef unix        /*res= (k1-2.0*fx+k2)/delt/delt; */
   scanf("%s",optionfile);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 #endif        
   #ifdef DEBUG
 /*-------- arguments in the command line --------*/        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);
   strcpy(fileres,"r");  #endif
   strcat(fileres, optionfile);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   /*---------arguments file --------*/          k=kmax;
         }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     printf("Problem with optionfile %s\n",optionfile);          k=kmax; l=lmax*10.;
     goto end;        }
   }        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           delts=delt;
   strcpy(filereso,"o");        }
   strcat(filereso,fileres);      }
   if((ficparo=fopen(filereso,"w"))==NULL) {    }
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    delti[theta]=delts;
   }    return res; 
     
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  double hessij( double x[], double delti[], int thetai,int thetaj)
     fgets(line, MAXLINE, ficpar);  {
     puts(line);    int i;
     fputs(line,ficparo);    int l=1, l1, lmax=20;
   }    double k1,k2,k3,k4,res,fx;
   ungetc(c,ficpar);    double p2[NPARMAX+1];
     int k;
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);  
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);    fx=func(x);
   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 (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
   covar=matrix(0,NCOVMAX,1,n);          p2[thetai]=x[thetai]+delti[thetai]/k;
   if (strlen(model)<=1) cptcovn=0;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   else {      k1=func(p2)-fx;
     j=0;    
     j=nbocc(model,'+');      p2[thetai]=x[thetai]+delti[thetai]/k;
     cptcovn=j+1;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   }      k2=func(p2)-fx;
     
   ncovmodel=2+cptcovn;      p2[thetai]=x[thetai]-delti[thetai]/k;
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        k3=func(p2)-fx;
   /* Read guess parameters */    
   /* Reads comments: lines beginning with '#' */      p2[thetai]=x[thetai]-delti[thetai]/k;
   while((c=getc(ficpar))=='#' && c!= EOF){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     ungetc(c,ficpar);      k4=func(p2)-fx;
     fgets(line, MAXLINE, ficpar);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     puts(line);  #ifdef DEBUG
     fputs(line,ficparo);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   }      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   ungetc(c,ficpar);  #endif
      }
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    return res;
     for(i=1; i <=nlstate; i++)  }
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);  /************** Inverse of matrix **************/
       fprintf(ficparo,"%1d%1d",i1,j1);  void ludcmp(double **a, int n, int *indx, double *d) 
       printf("%1d%1d",i,j);  { 
       for(k=1; k<=ncovmodel;k++){    int i,imax,j,k; 
         fscanf(ficpar," %lf",&param[i][j][k]);    double big,dum,sum,temp; 
         printf(" %lf",param[i][j][k]);    double *vv; 
         fprintf(ficparo," %lf",param[i][j][k]);   
       }    vv=vector(1,n); 
       fscanf(ficpar,"\n");    *d=1.0; 
       printf("\n");    for (i=1;i<=n;i++) { 
       fprintf(ficparo,"\n");      big=0.0; 
     }      for (j=1;j<=n;j++) 
          if ((temp=fabs(a[i][j])) > big) big=temp; 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   p=param[1][1];      vv[i]=1.0/big; 
      } 
   /* Reads comments: lines beginning with '#' */    for (j=1;j<=n;j++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<j;i++) { 
     ungetc(c,ficpar);        sum=a[i][j]; 
     fgets(line, MAXLINE, ficpar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     puts(line);        a[i][j]=sum; 
     fputs(line,ficparo);      } 
   }      big=0.0; 
   ungetc(c,ficpar);      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for (k=1;k<j;k++) 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          sum -= a[i][k]*a[k][j]; 
   for(i=1; i <=nlstate; i++){        a[i][j]=sum; 
     for(j=1; j <=nlstate+ndeath-1; j++){        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       fscanf(ficpar,"%1d%1d",&i1,&j1);          big=dum; 
       printf("%1d%1d",i,j);          imax=i; 
       fprintf(ficparo,"%1d%1d",i1,j1);        } 
       for(k=1; k<=ncovmodel;k++){      } 
         fscanf(ficpar,"%le",&delti3[i][j][k]);      if (j != imax) { 
         printf(" %le",delti3[i][j][k]);        for (k=1;k<=n;k++) { 
         fprintf(ficparo," %le",delti3[i][j][k]);          dum=a[imax][k]; 
       }          a[imax][k]=a[j][k]; 
       fscanf(ficpar,"\n");          a[j][k]=dum; 
       printf("\n");        } 
       fprintf(ficparo,"\n");        *d = -(*d); 
     }        vv[imax]=vv[j]; 
   }      } 
   delti=delti3[1][1];      indx[j]=imax; 
        if (a[j][j] == 0.0) a[j][j]=TINY; 
   /* Reads comments: lines beginning with '#' */      if (j != n) { 
   while((c=getc(ficpar))=='#' && c!= EOF){        dum=1.0/(a[j][j]); 
     ungetc(c,ficpar);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     fgets(line, MAXLINE, ficpar);      } 
     puts(line);    } 
     fputs(line,ficparo);    free_vector(vv,1,n);  /* Doesn't work */
   }  ;
   ungetc(c,ficpar);  } 
    
   matcov=matrix(1,npar,1,npar);  void lubksb(double **a, int n, int *indx, double b[]) 
   for(i=1; i <=npar; i++){  { 
     fscanf(ficpar,"%s",&str);    int i,ii=0,ip,j; 
     printf("%s",str);    double sum; 
     fprintf(ficparo,"%s",str);   
     for(j=1; j <=i; j++){    for (i=1;i<=n;i++) { 
       fscanf(ficpar," %le",&matcov[i][j]);      ip=indx[i]; 
       printf(" %.5le",matcov[i][j]);      sum=b[ip]; 
       fprintf(ficparo," %.5le",matcov[i][j]);      b[ip]=b[i]; 
     }      if (ii) 
     fscanf(ficpar,"\n");        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     printf("\n");      else if (sum) ii=i; 
     fprintf(ficparo,"\n");      b[i]=sum; 
   }    } 
   for(i=1; i <=npar; i++)    for (i=n;i>=1;i--) { 
     for(j=i+1;j<=npar;j++)      sum=b[i]; 
       matcov[i][j]=matcov[j][i];      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
          b[i]=sum/a[i][i]; 
   printf("\n");    } 
   } 
   
     /*-------- data file ----------*/  /************ Frequencies ********************/
     if((ficres =fopen(fileres,"w"))==NULL) {  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)
       printf("Problem with resultfile: %s\n", fileres);goto end;  {  /* Some frequencies */
     }    
     fprintf(ficres,"#%s\n",version);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
        int first;
     if((fic=fopen(datafile,"r"))==NULL)    {    double ***freq; /* Frequencies */
       printf("Problem with datafile: %s\n", datafile);goto end;    double *pp, **prop;
     }    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
     n= lastobs;    char fileresp[FILENAMELENGTH];
     severity = vector(1,maxwav);    
     outcome=imatrix(1,maxwav+1,1,n);    pp=vector(1,nlstate);
     num=ivector(1,n);    prop=matrix(1,nlstate,iagemin,iagemax+3);
     moisnais=vector(1,n);    strcpy(fileresp,"p");
     annais=vector(1,n);    strcat(fileresp,fileres);
     moisdc=vector(1,n);    if((ficresp=fopen(fileresp,"w"))==NULL) {
     andc=vector(1,n);      printf("Problem with prevalence resultfile: %s\n", fileresp);
     agedc=vector(1,n);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     cod=ivector(1,n);      exit(0);
     weight=vector(1,n);    }
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     mint=matrix(1,maxwav,1,n);    j1=0;
     anint=matrix(1,maxwav,1,n);    
     s=imatrix(1,maxwav+1,1,n);    j=cptcoveff;
     adl=imatrix(1,maxwav+1,1,n);        if (cptcovn<1) {j=1;ncodemax[1]=1;}
     tab=ivector(1,NCOVMAX);  
     ncodemax=ivector(1,8);    first=1;
   
     i=1;    for(k1=1; k1<=j;k1++){
     while (fgets(line, MAXLINE, fic) != NULL)    {      for(i1=1; i1<=ncodemax[k1];i1++){
       if ((i >= firstobs) && (i <=lastobs)) {        j1++;
                /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         for (j=maxwav;j>=1;j--){          scanf("%d", i);*/
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        for (i=-1; i<=nlstate+ndeath; i++)  
           strcpy(line,stra);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            for(m=iagemin; m <= iagemax+3; m++)
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              freq[i][jk][m]=0;
         }  
              for (i=1; i<=nlstate; i++)  
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);        for(m=iagemin; m <= iagemax+3; m++)
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          prop[i][m]=0;
         
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        dateintsum=0;
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        k2cpt=0;
         for (i=1; i<=imx; i++) {
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          bool=1;
         for (j=ncov;j>=1;j--){          if  (cptcovn>0) {
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            for (z1=1; z1<=cptcoveff; z1++) 
         }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         num[i]=atol(stra);                bool=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]));*/          if (bool==1){
             for(m=firstpass; m<=lastpass; m++){
         i=i+1;              k2=anint[m][i]+(mint[m][i]/12.);
       }              /*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;
     /*scanf("%d",i);*/                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   imx=i-1; /* Number of individuals */                if (m<lastpass) {
                   freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   /* Calculation of the number of parameter from char model*/                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   Tvar=ivector(1,15);                    }
   Tage=ivector(1,15);                      
                    if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   if (strlen(model) >1){                  dateintsum=dateintsum+k2;
     j=0, j1=0;                  k2cpt++;
     j=nbocc(model,'+');                }
     j1=nbocc(model,'*');                /*}*/
     cptcovn=j+1;            }
              }
     strcpy(modelsav,model);        }
     if (j==0) {         
       if (j1==0){        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
        cutv(stra,strb,modelsav,'V');  
        Tvar[1]=atoi(strb);        if  (cptcovn>0) {
       }          fprintf(ficresp, "\n#********** Variable "); 
       else if (j1==1) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
        cutv(stra,strb,modelsav,'*');          fprintf(ficresp, "**********\n#");
        /*      printf("stra=%s strb=%s modelsav=%s ",stra,strb,modelsav);*/        }
        Tage[1]=1; cptcovage++;        for(i=1; i<=nlstate;i++) 
        if (strcmp(stra,"age")==0) {          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
          cutv(strd,strc,strb,'V');        fprintf(ficresp, "\n");
          Tvar[1]=atoi(strc);        
        }        for(i=iagemin; i <= iagemax+3; i++){
        else if (strcmp(strb,"age")==0) {          if(i==iagemax+3){
          cutv(strd,strc,stra,'V');            fprintf(ficlog,"Total");
          Tvar[1]=atoi(strc);          }else{
        }            if(first==1){
        else {printf("Error"); exit(0);}              first=0;
       }              printf("See log file for details...\n");
     }            }
     else {            fprintf(ficlog,"Age %d", i);
       for(i=j; i>=1;i--){          }
         cutv(stra,strb,modelsav,'+');          for(jk=1; jk <=nlstate ; jk++){
         /*printf("%s %s %s\n", stra,strb,modelsav);*/            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         if (strchr(strb,'*')) {              pp[jk] += freq[jk][m][i]; 
           cutv(strd,strc,strb,'*');          }
           if (strcmp(strc,"age")==0) {          for(jk=1; jk <=nlstate ; jk++){
             cutv(strb,stre,strd,'V');            for(m=-1, pos=0; m <=0 ; m++)
             Tvar[i+1]=atoi(stre);              pos += freq[jk][m][i];
             cptcovage++;            if(pp[jk]>=1.e-10){
             Tage[cptcovage]=i+1;              if(first==1){
             printf("stre=%s ", stre);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           }              }
           else if (strcmp(strd,"age")==0) {              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             cutv(strb,stre,strc,'V');            }else{
             Tvar[i+1]=atoi(stre);              if(first==1)
             cptcovage++;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             Tage[cptcovage]=i+1;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           }            }
           else {          }
             cutv(strb,stre,strc,'V');  
             Tvar[i+1]=ncov+1;          for(jk=1; jk <=nlstate ; jk++){
             cutv(strb,strc,strd,'V');            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
             for (k=1; k<=lastobs;k++)              pp[jk] += freq[jk][m][i];
               covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          }       
           }          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
         }            pos += pp[jk];
         else {            posprop += prop[jk][i];
           cutv(strd,strc,strb,'V');          }
           /* printf("%s %s %s", strd,strc,strb);*/          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
         Tvar[i+1]=atoi(strc);              if(first==1)
         }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         strcpy(modelsav,stra);                fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }            }else{
       cutv(strd,strc,stra,'V');              if(first==1)
       Tvar[1]=atoi(strc);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     }              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   }            }
             if( i <= iagemax){
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);              if(pos>=1.e-5){
      scanf("%d ",i);*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     fclose(fic);                /*probs[i][jk][j1]= pp[jk]/pos;*/
                 /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
    if(mle==1){              }
     if (weightopt != 1) { /* Maximisation without weights*/              else
       for(i=1;i<=n;i++) weight[i]=1.0;                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
     }            }
     /*-calculation of age at interview from date of interview and age at death -*/          }
     agev=matrix(1,maxwav,1,imx);          
              for(jk=-1; jk <=nlstate+ndeath; jk++)
     for (i=1; i<=imx; i++)  {            for(m=-1; m <=nlstate+ndeath; m++)
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);              if(freq[jk][m][i] !=0 ) {
       for(m=1; (m<= maxwav); m++){              if(first==1)
         if(s[m][i] >0){                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
           if (s[m][i] == nlstate+1) {                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
             if(agedc[i]>0)              }
               if(moisdc[i]!=99 && andc[i]!=9999)          if(i <= iagemax)
               agev[m][i]=agedc[i];            fprintf(ficresp,"\n");
             else{          if(first==1)
               printf("Warning negative age at death: %d line:%d\n",num[i],i);            printf("Others in log...\n");
               agev[m][i]=-1;          fprintf(ficlog,"\n");
             }        }
           }      }
           else if(s[m][i] !=9){ /* Should no more exist */    }
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    dateintmean=dateintsum/k2cpt; 
             if(mint[m][i]==99 || anint[m][i]==9999)   
               agev[m][i]=1;    fclose(ficresp);
             else if(agev[m][i] <agemin){    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
               agemin=agev[m][i];    free_vector(pp,1,nlstate);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
             }    /* End of Freq */
             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);*/  /************ Prevalence ********************/
             }  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
             /*agev[m][i]=anint[m][i]-annais[i];*/  {  
             /*   agev[m][i] = age[i]+2*m;*/    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           }       in each health status at the date of interview (if between dateprev1 and dateprev2).
           else { /* =9 */       We still use firstpass and lastpass as another selection.
             agev[m][i]=1;    */
             s[m][i]=-1;   
           }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
         }    double ***freq; /* Frequencies */
         else /*= 0 Unknown */    double *pp, **prop;
           agev[m][i]=1;    double pos,posprop; 
       }    double  y2; /* in fractional years */
        int iagemin, iagemax;
     }  
     for (i=1; i<=imx; i++)  {    iagemin= (int) agemin;
       for(m=1; (m<= maxwav); m++){    iagemax= (int) agemax;
         if (s[m][i] > (nlstate+ndeath)) {    /*pp=vector(1,nlstate);*/
           printf("Error: Wrong value in nlstate or ndeath\n");      prop=matrix(1,nlstate,iagemin,iagemax+3); 
           goto end;    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
         }    j1=0;
       }    
     }    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    
     for(k1=1; k1<=j;k1++){
     free_vector(severity,1,maxwav);      for(i1=1; i1<=ncodemax[k1];i1++){
     free_imatrix(outcome,1,maxwav+1,1,n);        j1++;
     free_vector(moisnais,1,n);        
     free_vector(annais,1,n);        for (i=1; i<=nlstate; i++)  
     free_matrix(mint,1,maxwav,1,n);          for(m=iagemin; m <= iagemax+3; m++)
     free_matrix(anint,1,maxwav,1,n);            prop[i][m]=0.0;
     free_vector(moisdc,1,n);       
     free_vector(andc,1,n);        for (i=1; i<=imx; i++) { /* Each individual */
           bool=1;
              if  (cptcovn>0) {
     wav=ivector(1,imx);            for (z1=1; z1<=cptcoveff; z1++) 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);                bool=0;
              } 
     /* Concatenates waves */          if (bool==1) { 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);            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 */
               if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       Tcode=ivector(1,100);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
    nbcode=imatrix(1,nvar,1,8);                  if(agev[m][i]==1) agev[m][i]=iagemax+2;
    ncodemax[1]=1;                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
                    /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
    codtab=imatrix(1,100,1,10);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
    h=0;                  prop[s[m][i]][iagemax+3] += weight[i]; 
    m=pow(2,cptcovn);                } 
                }
    for(k=1;k<=cptcovn; k++){            } /* end selection of waves */
      for(i=1; i <=(m/pow(2,k));i++){          }
        for(j=1; j <= ncodemax[k]; j++){        }
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){        for(i=iagemin; i <= iagemax+3; i++){  
            h++;          
            if (h>m) h=1;codtab[h][k]=j;          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
          }            posprop += prop[jk][i]; 
        }          } 
      }  
    }          for(jk=1; jk <=nlstate ; jk++){     
             if( i <=  iagemax){ 
    /* for(i=1; i <=m ;i++){              if(posprop>=1.e-5){ 
      for(k=1; k <=cptcovn; k++){                probs[i][jk][j1]= prop[jk][i]/posprop;
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);              } 
      }            } 
      printf("\n");          }/* end jk */ 
    }        }/* end i */ 
    scanf("%d",i);*/      } /* end i1 */
        } /* end k1 */
    /* Calculates basic frequencies. Computes observed prevalence at single age    
        and prints on file fileres'p'. */    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    /*free_vector(pp,1,nlstate);*/
     free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  }  /* End of prevalence */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /************* Waves Concatenation ***************/
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  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)
      {
     /* For Powell, parameters are in a vector p[] starting at p[1]    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */       Death is a valid wave (if date is known).
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
           dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);       and mw[mi+1][i]. dh depends on stepm.
        */
      
     /*--------- results files --------------*/    int i, mi, m;
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
           double sum=0., jmean=0.;*/
    jk=1;    int first;
    fprintf(ficres,"# Parameters\n");    int j, k=0,jk, ju, jl;
    printf("# Parameters\n");    double sum=0.;
    for(i=1,jk=1; i <=nlstate; i++){    first=0;
      for(k=1; k <=(nlstate+ndeath); k++){    jmin=1e+5;
        if (k != i)    jmax=-1;
          {    jmean=0.;
            printf("%d%d ",i,k);    for(i=1; i<=imx; i++){
            fprintf(ficres,"%1d%1d ",i,k);      mi=0;
            for(j=1; j <=ncovmodel; j++){      m=firstpass;
              printf("%f ",p[jk]);      while(s[m][i] <= nlstate){
              fprintf(ficres,"%f ",p[jk]);        if(s[m][i]>=1)
              jk++;          mw[++mi][i]=m;
            }        if(m >=lastpass)
            printf("\n");          break;
            fprintf(ficres,"\n");        else
          }          m++;
      }      }/* end while */
    }      if (s[m][i] > nlstate){
         mi++;     /* Death is another wave */
     /* Computing hessian and covariance matrix */        /* if(mi==0)  never been interviewed correctly before death */
     ftolhess=ftol; /* Usually correct */           /* Only death is a correct wave */
     hesscov(matcov, p, npar, delti, ftolhess, func);        mw[mi][i]=m;
     fprintf(ficres,"# Scales\n");      }
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){      wav[i]=mi;
       for(j=1; j <=nlstate+ndeath; j++){      if(mi==0){
         if (j!=i) {        nbwarn++;
           fprintf(ficres,"%1d%1d",i,j);        if(first==0){
           printf("%1d%1d",i,j);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
           for(k=1; k<=ncovmodel;k++){          first=1;
             printf(" %.5e",delti[jk]);        }
             fprintf(ficres," %.5e",delti[jk]);        if(first==1){
             jk++;          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
           }        }
           printf("\n");      } /* end mi==0 */
           fprintf(ficres,"\n");    } /* End individuals */
         }  
       }    for(i=1; i<=imx; i++){
       }      for(mi=1; mi<wav[i];mi++){
            if (stepm <=0)
     k=1;          dh[mi][i]=1;
     fprintf(ficres,"# Covariance\n");        else{
     printf("# Covariance\n");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     for(i=1;i<=npar;i++){            if (agedc[i] < 2*AGESUP) {
       /*  if (k>nlstate) k=1;              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
       i1=(i-1)/(ncovmodel*nlstate)+1;              if(j==0) j=1;  /* Survives at least one month after exam */
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);              else if(j<0){
       printf("%s%d%d",alph[k],i1,tab[i]);*/                nberr++;
       fprintf(ficres,"%3d",i);                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       printf("%3d",i);                j=1; /* Temporary Dangerous patch */
       for(j=1; j<=i;j++){                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(ficres," %.5e",matcov[i][j]);                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]);
         printf(" %.5e",matcov[i][j]);                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);
       }              }
       fprintf(ficres,"\n");              k=k+1;
       printf("\n");              if (j >= jmax) jmax=j;
       k++;              if (j <= jmin) jmin=j;
     }              sum=sum+j;
                  /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     while((c=getc(ficpar))=='#' && c!= EOF){              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       ungetc(c,ficpar);            }
       fgets(line, MAXLINE, ficpar);          }
       puts(line);          else{
       fputs(line,ficparo);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     }            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     ungetc(c,ficpar);            k=k+1;
              if (j >= jmax) jmax=j;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            else if (j <= jmin)jmin=j;
                /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     if (fage <= 2) {            /*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]);*/
       bage = agemin;            if(j<0){
       fage = agemax;              nberr++;
     }              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
               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]);
     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);            sum=sum+j;
 /*------------ gnuplot -------------*/          }
 chdir(pathcd);          jk= j/stepm;
   if((ficgp=fopen("graph.plt","w"))==NULL) {          jl= j -jk*stepm;
     printf("Problem with file graph.gp");goto end;          ju= j -(jk+1)*stepm;
   }          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 #ifdef windows            if(jl==0){
   fprintf(ficgp,"cd \"%s\" \n",pathc);              dh[mi][i]=jk;
 #endif              bh[mi][i]=0;
 m=pow(2,cptcovn);            }else{ /* We want a negative bias in order to only have interpolation ie
                      * at the price of an extra matrix product in likelihood */
  /* 1eme*/              dh[mi][i]=jk+1;
   for (cpt=1; cpt<= nlstate ; cpt ++) {              bh[mi][i]=ju;
    for (k1=1; k1<= m ; k1 ++) {            }
           }else{
 #ifdef windows            if(jl <= -ju){
     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);              dh[mi][i]=jk;
 #endif              bh[mi][i]=jl;       /* bias is positive if real duration
 #ifdef unix                                   * is higher than the multiple of stepm and negative otherwise.
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);                                   */
 #endif            }
             else{
 for (i=1; i<= nlstate ; i ++) {              dh[mi][i]=jk+1;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              bh[mi][i]=ju;
   else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }            if(dh[mi][i]==0){
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);              dh[mi][i]=1; /* At least one step */
     for (i=1; i<= nlstate ; i ++) {              bh[mi][i]=ju; /* At least one step */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              /*  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);*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }          } /* end if mle */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        }
      for (i=1; i<= nlstate ; i ++) {      } /* end wave */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    }
   else fprintf(ficgp," \%%*lf (\%%*lf)");    jmean=sum/k;
 }      printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 #ifdef unix   }
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif  /*********** Tricode ****************************/
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  void tricode(int *Tvar, int **nbcode, int imx)
    }  {
   }    
   /*2 eme*/    int Ndum[20],ij=1, k, j, i, maxncov=19;
     int cptcode=0;
   for (k1=1; k1<= m ; k1 ++) {    cptcoveff=0; 
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);   
        for (k=0; k<maxncov; k++) Ndum[k]=0;
     for (i=1; i<= nlstate+1 ; i ++) {    for (k=1; k<=7; k++) ncodemax[k]=0;
       k=2*i;  
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (j=1; j<= nlstate+1 ; j ++) {      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                                 modality*/ 
   else fprintf(ficgp," \%%*lf (\%%*lf)");        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 }          Ndum[ij]++; /*store the modality */
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);                                         Tvar[j]. If V=sex and male is 0 and 
       for (j=1; j<= nlstate+1 ; j ++) {                                         female is 1, then  cptcode=1.*/
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      }
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }        for (i=0; i<=cptcode; i++) {
       fprintf(ficgp,"\" t\"\" w l 0,");        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 */
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);      }
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      ij=1; 
   else fprintf(ficgp," \%%*lf (\%%*lf)");      for (i=1; i<=ncodemax[j]; i++) {
 }          for (k=0; k<= maxncov; k++) {
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");          if (Ndum[k] != 0) {
       else fprintf(ficgp,"\" t\"\" w l 0,");            nbcode[Tvar[j]][ij]=k; 
     }            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            
   }            ij++;
            }
   /*3eme*/          if (ij > ncodemax[j]) break; 
         }  
   for (k1=1; k1<= m ; k1 ++) {      } 
     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);   for (k=0; k< maxncov; k++) Ndum[k]=0;
       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);   for (i=1; i<=ncovmodel-2; i++) { 
       }     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);     ij=Tvar[i];
     }     Ndum[ij]++;
   }   }
    
   /* CV preval stat */   ij=1;
   for (k1=1; k1<= m ; k1 ++) {   for (i=1; i<= maxncov; i++) {
     for (cpt=1; cpt<nlstate ; cpt ++) {     if((Ndum[i]!=0) && (i<=ncovcol)){
       k=3;       Tvaraff[ij]=i; /*For printing */
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);       ij++;
       for (i=1; i< nlstate ; i ++)     }
         fprintf(ficgp,"+$%d",k+i+1);   }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);   
         cptcoveff=ij-1; /*Number of simple covariates*/
       l=3+(nlstate+ndeath)*cpt;  }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {  /*********** Health Expectancies ****************/
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    {
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* Health expectancies */
     }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   }    double age, agelim, hf;
     double ***p3mat,***varhe;
   /* proba elementaires */    double **dnewm,**doldm;
    for(i=1,jk=1; i <=nlstate; i++){    double *xp;
     for(k=1; k <=(nlstate+ndeath); k++){    double **gp, **gm;
       if (k != i) {    double ***gradg, ***trgradg;
         for(j=1; j <=ncovmodel; j++){    int theta;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    xp=vector(1,npar);
           jk++;    dnewm=matrix(1,nlstate*nlstate,1,npar);
           fprintf(ficgp,"\n");    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
         }    
       }    fprintf(ficreseij,"# Health expectancies\n");
     }    fprintf(ficreseij,"# Age");
     }    for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
   for(jk=1; jk <=m; jk++) {        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    fprintf(ficreseij,"\n");
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {    if(estepm < stepm){
      k3=i;      printf ("Problem %d lower than %d\n",estepm, stepm);
      for(k=1; k<=(nlstate+ndeath); k++) {    }
        if (k != k2){    else  hstepm=estepm;   
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    /* We compute the life expectancy from trapezoids spaced every estepm months
      * This is mainly to measure the difference between two models: for example
         for(j=3; j <=ncovmodel; j++)     * if stepm=24 months pijx are given only every 2 years and by summing them
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);     * we are calculating an estimate of the Life Expectancy assuming a linear 
         fprintf(ficgp,")/(1");     * progression in between and thus overestimating or underestimating according
             * to the curvature of the survival function. If, for the same date, we 
         for(k1=1; k1 <=nlstate; k1++){       * estimate the model with stepm=1 month, we can keep estepm to 24 months
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);     * to compare the new estimate of Life expectancy with the same linear 
           for(j=3; j <=ncovmodel; j++)     * hypothesis. A more precise result, taking into account a more precise
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);     * curvature will be obtained if estepm is as small as stepm. */
           fprintf(ficgp,")");  
         }    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       nhstepm is the number of hstepm from age to agelim 
         i=i+ncovmodel;       nstepm is the number of stepm from age to agelin. 
        }       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
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);       survival function given by stepm (the optimization length). Unfortunately it
   }       means that if the survival funtion is printed only each two years of age and if
           you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   fclose(ficgp);       results. So we changed our mind and took the option of the best precision.
        */
 chdir(path);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     free_matrix(agev,1,maxwav,1,imx);  
     free_ivector(wav,1,imx);    agelim=AGESUP;
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      /* nhstepm age range expressed in number of stepm */
          nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     free_imatrix(s,1,maxwav+1,1,n);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
          /* if (stepm >= YEARM) hstepm=1;*/
          nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     free_ivector(num,1,n);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     free_vector(agedc,1,n);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     free_vector(weight,1,n);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      gm=matrix(0,nhstepm,1,nlstate*nlstate);
     fclose(ficparo);  
     fclose(ficres);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
    }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
    /*________fin mle=1_________*/   
      
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
    
     /* No more information from the sample is required now */      /* Computing  Variances of health expectancies */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){       for(theta=1; theta <=npar; theta++){
     ungetc(c,ficpar);        for(i=1; i<=npar; i++){ 
     fgets(line, MAXLINE, ficpar);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     puts(line);        }
     fputs(line,ficparo);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }    
   ungetc(c,ficpar);        cptj=0;
          for(j=1; j<= nlstate; j++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          for(i=1; i<=nlstate; i++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            cptj=cptj+1;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 /*--------- index.htm --------*/              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   if((fichtm=fopen("index.htm","w"))==NULL)    {          }
     printf("Problem with index.htm \n");goto end;        }
   }       
        
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n        for(i=1; i<=npar; i++) 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          xp[i] = x[i] - (i==theta ?delti[theta]:0);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        cptj=0;
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<= nlstate; j++){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          for(i=1;i<=nlstate;i++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            cptj=cptj+1;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  
               gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
  fprintf(fichtm," <li>Graphs</li>\n<p>");            }
           }
  m=cptcovn;        }
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}        for(j=1; j<= nlstate*nlstate; j++)
           for(h=0; h<=nhstepm-1; h++){
  j1=0;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
  for(k1=1; k1<=m;k1++){          }
    for(i1=1; i1<=ncodemax[k1];i1++){       } 
        j1++;     
        if (cptcovn > 0) {  /* End theta */
          fprintf(fichtm,"<hr>************ Results for covariates");  
          for (cpt=1; cpt<=cptcovn;cpt++)       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);  
          fprintf(fichtm," ************\n<hr>");       for(h=0; h<=nhstepm-1; h++)
        }        for(j=1; j<=nlstate*nlstate;j++)
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          for(theta=1; theta <=npar; theta++)
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                trgradg[h][j][theta]=gradg[h][theta][j];
        for(cpt=1; cpt<nlstate;cpt++){       
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);       for(i=1;i<=nlstate*nlstate;i++)
        }        for(j=1;j<=nlstate*nlstate;j++)
     for(cpt=1; cpt<=nlstate;cpt++) {          varhe[i][j][(int)age] =0.;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>       printf("%d|",(int)age);fflush(stdout);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);         fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
      }       for(h=0;h<=nhstepm-1;h++){
      for(cpt=1; cpt<=nlstate;cpt++) {        for(k=0;k<=nhstepm-1;k++){
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
      }          for(i=1;i<=nlstate*nlstate;i++)
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            for(j=1;j<=nlstate*nlstate;j++)
 health expectancies in states (1) and (2): e%s%d.gif<br>              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        }
 fprintf(fichtm,"\n</body>");      }
    }      /* Computing expectancies */
  }      for(i=1; i<=nlstate;i++)
 fclose(fichtm);        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   /*--------------- Prevalence limit --------------*/            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   strcpy(filerespl,"pl");  /* 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]);*/
   strcat(filerespl,fileres);  
   if((ficrespl=fopen(filerespl,"w"))==NULL) {          }
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  
   }      fprintf(ficreseij,"%3.0f",age );
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      cptj=0;
   fprintf(ficrespl,"#Prevalence limit\n");      for(i=1; i<=nlstate;i++)
   fprintf(ficrespl,"#Age ");        for(j=1; j<=nlstate;j++){
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);          cptj++;
   fprintf(ficrespl,"\n");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
          }
   prlim=matrix(1,nlstate,1,nlstate);      fprintf(ficreseij,"\n");
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   k=0;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   agebase=agemin;    }
   agelim=agemax;    printf("\n");
   ftolpl=1.e-10;    fprintf(ficlog,"\n");
   i1=cptcovn;  
   if (cptcovn < 1){i1=1;}    free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         k=k+1;  }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");  /************ Variance ******************/
         for(j=1;j<=cptcovn;j++)  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
           fprintf(ficrespl," V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);  {
         fprintf(ficrespl,"******\n");    /* Variance of health expectancies */
            /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
         for (age=agebase; age<=agelim; age++){    /* double **newm;*/
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    double **dnewm,**doldm;
           fprintf(ficrespl,"%.0f",age );    double **dnewmp,**doldmp;
           for(i=1; i<=nlstate;i++)    int i, j, nhstepm, hstepm, h, nstepm ;
           fprintf(ficrespl," %.5f", prlim[i][i]);    int k, cptcode;
           fprintf(ficrespl,"\n");    double *xp;
         }    double **gp, **gm;  /* for var eij */
       }    double ***gradg, ***trgradg; /*for var eij */
     }    double **gradgp, **trgradgp; /* for var p point j */
   fclose(ficrespl);    double *gpp, *gmp; /* for var p point j */
   /*------------- h Pij x at various ages ------------*/    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
      double ***p3mat;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    double age,agelim, hf;
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    double ***mobaverage;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    int theta;
   }    char digit[4];
   printf("Computing pij: result on file '%s' \n", filerespij);    char digitp[25];
    
   stepsize=(int) (stepm+YEARM-1)/YEARM;    char fileresprobmorprev[FILENAMELENGTH];
   if (stepm<=24) stepsize=2;  
     if(popbased==1){
   agelim=AGESUP;      if(mobilav!=0)
   hstepm=stepsize*YEARM; /* Every year of age */        strcpy(digitp,"-populbased-mobilav-");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      else strcpy(digitp,"-populbased-nomobil-");
      }
   k=0;    else 
   for(cptcov=1;cptcov<=i1;cptcov++){      strcpy(digitp,"-stablbased-");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;    if (mobilav!=0) {
         fprintf(ficrespij,"\n#****** ");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         for(j=1;j<=cptcovn;j++)      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         fprintf(ficrespij,"******\n");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
              }
         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 */    strcpy(fileresprobmorprev,"prmorprev"); 
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    sprintf(digit,"%-d",ij);
           oldm=oldms;savm=savms;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      strcat(fileresprobmorprev,digit); /* Tvar to be done */
           fprintf(ficrespij,"# Age");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
           for(i=1; i<=nlstate;i++)    strcat(fileresprobmorprev,fileres);
             for(j=1; j<=nlstate+ndeath;j++)    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
               fprintf(ficrespij," %1d-%1d",i,j);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           fprintf(ficrespij,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           for (h=0; h<=nhstepm; h++){    }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
             for(i=1; i<=nlstate;i++)    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
               for(j=1; j<=nlstate+ndeath;j++)    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
             fprintf(ficrespij,"\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           }      fprintf(ficresprobmorprev," p.%-d SE",j);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"\n");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         }    }  
     }    fprintf(ficresprobmorprev,"\n");
   }    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");
   fclose(ficrespij);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
   /*---------- Health expectancies and variances ------------*/    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
   strcpy(filerest,"t");    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");
   strcat(filerest,fileres);    fprintf(ficresvij,"# Age");
   if((ficrest=fopen(filerest,"w"))==NULL) {    for(i=1; i<=nlstate;i++)
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      for(j=1; j<=nlstate;j++)
   }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
   strcpy(filerese,"e");    dnewm=matrix(1,nlstate,1,npar);
   strcat(filerese,fileres);    doldm=matrix(1,nlstate,1,nlstate);
   if((ficreseij=fopen(filerese,"w"))==NULL) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   }  
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
  strcpy(fileresv,"v");    gmp=vector(nlstate+1,nlstate+ndeath);
   strcat(fileresv,fileres);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    if(estepm < stepm){
   }      printf ("Problem %d lower than %d\n",estepm, stepm);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    }
     else  hstepm=estepm;   
   k=0;    /* For example we decided to compute the life expectancy with the smallest unit */
   for(cptcov=1;cptcov<=i1;cptcov++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       nhstepm is the number of hstepm from age to agelim 
       k=k+1;       nstepm is the number of stepm from age to agelin. 
       fprintf(ficrest,"\n#****** ");       Look at hpijx to understand the reason of that which relies in memory size
       for(j=1;j<=cptcovn;j++)       and note for a fixed period like k years */
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       fprintf(ficrest,"******\n");       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
       fprintf(ficreseij,"\n#****** ");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       for(j=1;j<=cptcovn;j++)       results. So we changed our mind and took the option of the best precision.
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    */
       fprintf(ficreseij,"******\n");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
       fprintf(ficresvij,"\n#****** ");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       for(j=1;j<=cptcovn;j++)      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       fprintf(ficresvij,"******\n");      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      gp=matrix(0,nhstepm,1,nlstate);
       oldm=oldms;savm=savms;      gm=matrix(0,nhstepm,1,nlstate);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);    
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;      for(theta=1; theta <=npar; theta++){
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
                xp[i] = x[i] + (i==theta ?delti[theta]:0);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        }
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficrest,"\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          
       hf=1;        if (popbased==1) {
       if (stepm >= YEARM) hf=stepm/YEARM;          if(mobilav ==0){
       epj=vector(1,nlstate+1);            for(i=1; i<=nlstate;i++)
       for(age=bage; age <=fage ;age++){              prlim[i][i]=probs[(int)age][i][ij];
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          }else{ /* mobilav */ 
         fprintf(ficrest," %.0f",age);            for(i=1; i<=nlstate;i++)
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){              prlim[i][i]=mobaverage[(int)age][i][ij];
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        }
           }    
           epj[nlstate+1] +=epj[j];        for(j=1; j<= nlstate; j++){
         }          for(h=0; h<=nhstepm; h++){
         for(i=1, vepp=0.;i <=nlstate;i++)            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           for(j=1;j <=nlstate;j++)              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
             vepp += vareij[i][j][(int)age];          }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        }
         for(j=1;j <=nlstate;j++){        /* This for computing probability of death (h=1 means
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));           computed over hstepm matrices product = hstepm*stepm months) 
         }           as a weighted average of prlim.
         fprintf(ficrest,"\n");        */
       }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
   }            gpp[j] += prlim[i][i]*p3mat[i][j][1];
                }    
  fclose(ficreseij);        /* end probability of death */
  fclose(ficresvij);  
   fclose(ficrest);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   fclose(ficpar);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   free_vector(epj,1,nlstate+1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*  scanf("%d ",i); */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
   /*------- Variance limit prevalence------*/          if (popbased==1) {
           if(mobilav ==0){
 strcpy(fileresvpl,"vpl");            for(i=1; i<=nlstate;i++)
   strcat(fileresvpl,fileres);              prlim[i][i]=probs[(int)age][i][ij];
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          }else{ /* mobilav */ 
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);            for(i=1; i<=nlstate;i++)
     exit(0);              prlim[i][i]=mobaverage[(int)age][i][ij];
   }          }
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        }
   
  k=0;        for(j=1; j<= nlstate; j++){
  for(cptcov=1;cptcov<=i1;cptcov++){          for(h=0; h<=nhstepm; h++){
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
      k=k+1;              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
      fprintf(ficresvpl,"\n#****** ");          }
      for(j=1;j<=cptcovn;j++)        }
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        /* This for computing probability of death (h=1 means
      fprintf(ficresvpl,"******\n");           computed over hstepm matrices product = hstepm*stepm months) 
                 as a weighted average of prlim.
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        */
      oldm=oldms;savm=savms;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
    }           gmp[j] += prlim[i][i]*p3mat[i][j][1];
  }        }    
         /* end probability of death */
   fclose(ficresvpl);  
         for(j=1; j<= nlstate; j++) /* vareij */
   /*---------- End : free ----------------*/          for(h=0; h<=nhstepm; h++){
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
            gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
          }
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      } /* End theta */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    
   free_matrix(matcov,1,npar,1,npar);      for(h=0; h<=nhstepm; h++) /* veij */
   free_vector(delti,1,npar);        for(j=1; j<=nlstate;j++)
            for(theta=1; theta <=npar; theta++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);            trgradg[h][j][theta]=gradg[h][theta][j];
   
   printf("End of Imach\n");      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        for(theta=1; theta <=npar; theta++)
            trgradgp[j][theta]=gradgp[theta][j];
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/    
   /*printf("Total time was %d uSec.\n", total_usecs);*/  
   /*------ End -----------*/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
  end:        for(j=1;j<=nlstate;j++)
 #ifdef windows          vareij[i][j][(int)age] =0.;
  chdir(pathcd);  
 #endif      for(h=0;h<=nhstepm;h++){
  system("wgnuplot graph.plt");        for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 #ifdef windows          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   while (z[0] != 'q') {          for(i=1;i<=nlstate;i++)
     chdir(pathcd);            for(j=1;j<=nlstate;j++)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
     scanf("%s",z);        }
     if (z[0] == 'c') system("./imach");      }
     else if (z[0] == 'e') {    
       chdir(path);      /* pptj */
       system("index.htm");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     }      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
     else if (z[0] == 'q') exit(0);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
 #endif          varppt[j][i]=doldmp[j][i];
 }      /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">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);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    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.1.6  
changed lines
  Added in v.1.96


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