Many changes:
(a) We look at covariance between step probabilities by drawing
confidence interval ellipsoids of two step probabilities pij versus
pkl.
It is done by diagonalizing the inverse of the convariance matrix.
(b) In order to write to the gnuplot file or even to the html file
without using to much memory we are now reopening ficgp and fichtm
with an "append" option each time we need them into the main program.
It is better than keeping matrices in memory until the end.