Diff for /imach/src/imach.c between versions 1.5 and 1.82

version 1.5, 2001/05/02 17:42:45 version 1.82, 2003/06/05 15:57:20
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 1.82  2003/06/05 15:57:20  brouard
   individuals from different ages are interviewed on their health status    Add log in  imach.c and  fullversion number is now printed.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.  */
   Health expectancies are computed from the transistions observed between  /*
   waves and are computed for each degree of severity of disability (number     Interpolated Markov Chain
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Short summary of the programme:
   The simplest model is the multinomial logistic model where pij is    
   the probabibility to be observed in state j at the second wave conditional    This program computes Healthy Life Expectancies from
   to be observed in state i at the first wave. Therefore the model is:    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    first survey ("cross") where individuals from different ages are
   is a covariate. If you want to have a more complex model than "constant and    interviewed on their health status or degree of disability (in the
   age", you should modify the program where the markup    case of a health survey which is our main interest) -2- at least a
     *Covariates have to be included here again* invites you to do it.    second wave of interviews ("longitudinal") which measure each change
   More covariates you add, less is the speed of the convergence.    (if any) in individual health status.  Health expectancies are
     computed from the time spent in each health state according to a
   The advantage that this computer programme claims, comes from that if the    model. More health states you consider, more time is necessary to reach the
   delay between waves is not identical for each individual, or if some    Maximum Likelihood of the parameters involved in the model.  The
   individual missed an interview, the information is not rounded or lost, but    simplest model is the multinomial logistic model where pij is the
   taken into account using an interpolation or extrapolation.    probability to be observed in state j at the second wave
   hPijx is the probability to be    conditional to be observed in state i at the first wave. Therefore
   observed in state i at age x+h conditional to the observed state i at age    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   x. The delay 'h' can be split into an exact number (nh*stepm) of    'age' is age and 'sex' is a covariate. If you want to have a more
   unobserved intermediate  states. This elementary transition (by month or    complex model than "constant and age", you should modify the program
   quarter trimester, semester or year) is model as a multinomial logistic.    where the markup *Covariates have to be included here again* invites
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    you to do it.  More covariates you add, slower the
   and the contribution of each individual to the likelihood is simply hPijx.    convergence.
   
   Also this programme outputs the covariance matrix of the parameters but also    The advantage of this computer programme, compared to a simple
   of the life expectancies. It also computes the prevalence limits.    multinomial logistic model, is clear when the delay between waves is not
      identical for each individual. Also, if a individual missed an
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    intermediate interview, the information is lost, but taken into
            Institut national d'études démographiques, Paris.    account using an interpolation or extrapolation.  
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    hPijx is the probability to be observed in state i at age x+h
   It is copyrighted identically to a GNU software product, ie programme and    conditional to the observed state i at age x. The delay 'h' can be
   software can be distributed freely for non commercial use. Latest version    split into an exact number (nh*stepm) of unobserved intermediate
   can be accessed at http://euroreves.ined.fr/imach .    states. This elementary transition (by month, quarter,
   **********************************************************************/    semester or year) is modelled as a multinomial logistic.  The hPx
      matrix is simply the matrix product of nh*stepm elementary matrices
 #include <math.h>    and the contribution of each individual to the likelihood is simply
 #include <stdio.h>    hPijx.
 #include <stdlib.h>  
 #include <unistd.h>    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define MAXLINE 256    
 #define FILENAMELENGTH 80    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 /*#define DEBUG*/             Institut national d'études démographiques, Paris.
 #define windows    This software have been partly granted by Euro-REVES, a concerted action
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    from the European Union.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 #define NINTERVMAX 8    **********************************************************************/
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  /*
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    main
 #define NCOVMAX 8 /* Maximum number of covariates */    read parameterfile
 #define MAXN 20000    read datafile
 #define YEARM 12. /* Number of months per year */    concatwav
 #define AGESUP 130    if (mle >= 1)
 #define AGEBASE 40      mlikeli
     print results files
     if mle==1 
 int nvar;       computes hessian
 static int cptcov;    read end of parameter file: agemin, agemax, bage, fage, estepm
 int cptcovn;        begin-prev-date,...
 int npar=NPARMAX;    open gnuplot file
 int nlstate=2; /* Number of live states */    open html file
 int ndeath=1; /* Number of dead states */    stable prevalence
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */     for age prevalim()
     h Pij x
 int *wav; /* Number of waves for this individuual 0 is possible */    variance of p varprob
 int maxwav; /* Maxim number of waves */    forecasting if prevfcast==1 prevforecast call prevalence()
 int mle, weightopt;    health expectancies
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Variance-covariance of DFLE
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    prevalence()
 double **oldm, **newm, **savm; /* Working pointers to matrices */     movingaverage()
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    varevsij() 
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    if popbased==1 varevsij(,popbased)
 FILE *ficgp, *fichtm;    total life expectancies
 FILE *ficreseij;    Variance of stable prevalence
   char filerese[FILENAMELENGTH];   end
  FILE  *ficresvij;  */
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];  
    
   #include <math.h>
   #include <stdio.h>
   #include <stdlib.h>
 #define NR_END 1  #include <unistd.h>
 #define FREE_ARG char*  
 #define FTOL 1.0e-10  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
 #define NRANSI  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define ITMAX 200  #define FILENAMELENGTH 80
   /*#define DEBUG*/
 #define TOL 2.0e-4  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define CGOLD 0.3819660  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define GOLD 1.618034  
 #define GLIMIT 100.0  #define NINTERVMAX 8
 #define TINY 1.0e-20  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 static double maxarg1,maxarg2;  #define NCOVMAX 8 /* Maximum number of covariates */
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define MAXN 20000
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define YEARM 12. /* Number of months per year */
    #define AGESUP 130
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define AGEBASE 40
 #define rint(a) floor(a+0.5)  #ifdef windows
   #define DIRSEPARATOR '\\'
 static double sqrarg;  #define ODIRSEPARATOR '/'
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #else
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 int imx;  #endif
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/  /* $Id$ */
   /* $State$ */
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;  char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  char fullversion[]="$Revision$ $Date$"; 
 double **pmmij;  int erreur; /* Error number */
   int nvar;
 double *weight;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 int **s; /* Status */  int npar=NPARMAX;
 double *agedc, **covar, idx;  int nlstate=2; /* Number of live states */
 int **nbcode, *Tcode, *Tvar, **codtab;  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int popbased=0;
 double ftolhess; /* Tolerance for computing hessian */  
   int *wav; /* Number of waves for this individuual 0 is possible */
   int maxwav; /* Maxim number of waves */
 static  int split( char *path, char *dirc, char *name )  int jmin, jmax; /* min, max spacing between 2 waves */
 {  int mle, weightopt;
    char *s;                             /* pointer */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    int  l1, l2;                         /* length counters */  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
    l1 = strlen( path );                 /* length of path */             * wave mi and wave mi+1 is not an exact multiple of stepm. */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  double jmean; /* Mean space between 2 waves */
    s = strrchr( path, '\\' );           /* find last / */  double **oldm, **newm, **savm; /* Working pointers to matrices */
    if ( s == NULL ) {                   /* no directory, so use current */  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #if     defined(__bsd__)                /* get current working directory */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
       extern char       *getwd( );  FILE *ficlog, *ficrespow;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       if ( getwd( dirc ) == NULL ) {  FILE *ficresprobmorprev;
 #else  FILE *fichtm; /* Html File */
       extern char       *getcwd( );  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  FILE  *ficresvij;
 #endif  char fileresv[FILENAMELENGTH];
          return( GLOCK_ERROR_GETCWD );  FILE  *ficresvpl;
       }  char fileresvpl[FILENAMELENGTH];
       strcpy( name, path );             /* we've got it */  char title[MAXLINE];
    } else {                             /* strip direcotry from path */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       s++;                              /* after this, the filename */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
       strcpy( name, s );                /* save file name */  char filelog[FILENAMELENGTH]; /* Log file */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char filerest[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  char fileregp[FILENAMELENGTH];
    }  char popfile[FILENAMELENGTH];
    l1 = strlen( dirc );                 /* length of directory */  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
    return( 0 );                         /* we're done */  
 }  #define NR_END 1
   #define FREE_ARG char*
   #define FTOL 1.0e-10
 /******************************************/  
   #define NRANSI 
 void replace(char *s, char*t)  #define ITMAX 200 
 {  
   int i;  #define TOL 2.0e-4 
   int lg=20;  
   i=0;  #define CGOLD 0.3819660 
   lg=strlen(t);  #define ZEPS 1.0e-10 
   for(i=0; i<= lg; i++) {  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  #define GOLD 1.618034 
   }  #define GLIMIT 100.0 
 }  #define TINY 1.0e-20 
   
 int nbocc(char *s, char occ)  static double maxarg1,maxarg2;
 {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   int i,j=0;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   int lg=20;    
   i=0;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   lg=strlen(s);  #define rint(a) floor(a+0.5)
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;  static double sqrarg;
   }  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   return j;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 }  
   int imx; 
 void cutv(char *u,char *v, char*t, char occ)  int stepm;
 {  /* Stepm, step in month: minimum step interpolation*/
   int i,lg,j,p;  
   i=0;  int estepm;
   for(j=0; j<=strlen(t)-1; j++) {  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  int m,nb;
   int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   lg=strlen(t);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   for(j=0; j<p; j++) {  double **pmmij, ***probs;
     (u[j] = t[j]);  double dateintmean=0;
     u[p]='\0';  
   }  double *weight;
   int **s; /* Status */
    for(j=0; j<= lg; j++) {  double *agedc, **covar, idx;
     if (j>=(p+1))(v[j-p-1] = t[j]);  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   }  
 }  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
 /********************** nrerror ********************/  
   /**************** split *************************/
 void nrerror(char error_text[])  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   fprintf(stderr,"ERREUR ...\n");    char  *ss;                            /* pointer */
   fprintf(stderr,"%s\n",error_text);    int   l1, l2;                         /* length counters */
   exit(1);  
 }    l1 = strlen(path );                   /* length of path */
 /*********************** vector *******************/    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 double *vector(int nl, int nh)    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 {    if ( ss == NULL ) {                   /* no directory, so use current */
   double *v;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   if (!v) nrerror("allocation failure in vector");      /* get current working directory */
   return v-nl+NR_END;      /*    extern  char* getcwd ( char *buf , int len);*/
 }      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
         return( GLOCK_ERROR_GETCWD );
 /************************ free vector ******************/      }
 void free_vector(double*v, int nl, int nh)      strcpy( name, path );               /* we've got it */
 {    } else {                              /* strip direcotry from path */
   free((FREE_ARG)(v+nl-NR_END));      ss++;                               /* after this, the filename */
 }      l2 = strlen( ss );                  /* length of filename */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 /************************ivector *******************************/      strcpy( name, ss );         /* save file name */
 int *ivector(long nl,long nh)      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 {      dirc[l1-l2] = 0;                    /* add zero */
   int *v;    }
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    l1 = strlen( dirc );                  /* length of directory */
   if (!v) nrerror("allocation failure in ivector");  #ifdef windows
   return v-nl+NR_END;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 }  #else
     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 /******************free ivector **************************/  #endif
 void free_ivector(int *v, long nl, long nh)    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   free((FREE_ARG)(v+nl-NR_END));    strcpy(ext,ss);                       /* save extension */
 }    l1= strlen( name);
     l2= strlen(ss)+1;
 /******************* imatrix *******************************/    strncpy( finame, name, l1-l2);
 int **imatrix(long nrl, long nrh, long ncl, long nch)    finame[l1-l2]= 0;
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    return( 0 );                          /* we're done */
 {  }
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  
    /******************************************/
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  void replace(char *s, char*t)
   if (!m) nrerror("allocation failure 1 in matrix()");  {
   m += NR_END;    int i;
   m -= nrl;    int lg=20;
      i=0;
      lg=strlen(t);
   /* allocate rows and set pointers to them */    for(i=0; i<= lg; i++) {
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));      (s[i] = t[i]);
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      if (t[i]== '\\') s[i]='/';
   m[nrl] += NR_END;    }
   m[nrl] -= ncl;  }
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  int nbocc(char *s, char occ)
    {
   /* return pointer to array of pointers to rows */    int i,j=0;
   return m;    int lg=20;
 }    i=0;
     lg=strlen(s);
 /****************** free_imatrix *************************/    for(i=0; i<= lg; i++) {
 void free_imatrix(m,nrl,nrh,ncl,nch)    if  (s[i] == occ ) j++;
       int **m;    }
       long nch,ncl,nrh,nrl;    return j;
      /* free an int matrix allocated by imatrix() */  }
 {  
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  void cutv(char *u,char *v, char*t, char occ)
   free((FREE_ARG) (m+nrl-NR_END));  {
 }    /* cuts string t into u and v where u is ended by char occ excluding it
        and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 /******************* matrix *******************************/       gives u="abcedf" and v="ghi2j" */
 double **matrix(long nrl, long nrh, long ncl, long nch)    int i,lg,j,p=0;
 {    i=0;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    for(j=0; j<=strlen(t)-1; j++) {
   double **m;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     }
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");    lg=strlen(t);
   m += NR_END;    for(j=0; j<p; j++) {
   m -= nrl;      (u[j] = t[j]);
     }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));       u[p]='\0';
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;     for(j=0; j<= lg; j++) {
   m[nrl] -= ncl;      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  }
   return m;  
 }  /********************** nrerror ********************/
   
 /*************************free matrix ************************/  void nrerror(char error_text[])
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  {
 {    fprintf(stderr,"ERREUR ...\n");
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    fprintf(stderr,"%s\n",error_text);
   free((FREE_ARG)(m+nrl-NR_END));    exit(EXIT_FAILURE);
 }  }
   /*********************** vector *******************/
 /******************* ma3x *******************************/  double *vector(int nl, int nh)
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  {
 {    double *v;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   double ***m;    if (!v) nrerror("allocation failure in vector");
     return v-nl+NR_END;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /************************ free vector ******************/
   m -= nrl;  void free_vector(double*v, int nl, int nh)
   {
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    free((FREE_ARG)(v+nl-NR_END));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  }
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  /************************ivector *******************************/
   char *cvector(long nl,long nh)
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  {
     char *v;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    if (!v) nrerror("allocation failure in cvector");
   m[nrl][ncl] += NR_END;    return v-nl+NR_END;
   m[nrl][ncl] -= nll;  }
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  /******************free ivector **************************/
    void free_cvector(char *v, long nl, long nh)
   for (i=nrl+1; i<=nrh; i++) {  {
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    free((FREE_ARG)(v+nl-NR_END));
     for (j=ncl+1; j<=nch; j++)  }
       m[i][j]=m[i][j-1]+nlay;  
   }  /************************ivector *******************************/
   return m;  int *ivector(long nl,long nh)
 }  {
     int *v;
 /*************************free ma3x ************************/    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    if (!v) nrerror("allocation failure in ivector");
 {    return v-nl+NR_END;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  /******************free ivector **************************/
 }  void free_ivector(int *v, long nl, long nh)
   {
 /***************** f1dim *************************/    free((FREE_ARG)(v+nl-NR_END));
 extern int ncom;  }
 extern double *pcom,*xicom;  
 extern double (*nrfunc)(double []);  /******************* imatrix *******************************/
    int **imatrix(long nrl, long nrh, long ncl, long nch) 
 double f1dim(double x)       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 {  { 
   int j;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   double f;    int **m; 
   double *xt;    
      /* allocate pointers to rows */ 
   xt=vector(1,ncom);    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    if (!m) nrerror("allocation failure 1 in matrix()"); 
   f=(*nrfunc)(xt);    m += NR_END; 
   free_vector(xt,1,ncom);    m -= nrl; 
   return f;    
 }    
     /* allocate rows and set pointers to them */ 
 /*****************brent *************************/    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
 {    m[nrl] += NR_END; 
   int iter;    m[nrl] -= ncl; 
   double a,b,d,etemp;    
   double fu,fv,fw,fx;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   double ftemp;    
   double p,q,r,tol1,tol2,u,v,w,x,xm;    /* return pointer to array of pointers to rows */ 
   double e=0.0;    return m; 
    } 
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  /****************** free_imatrix *************************/
   x=w=v=bx;  void free_imatrix(m,nrl,nrh,ncl,nch)
   fw=fv=fx=(*f)(x);        int **m;
   for (iter=1;iter<=ITMAX;iter++) {        long nch,ncl,nrh,nrl; 
     xm=0.5*(a+b);       /* free an int matrix allocated by imatrix() */ 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  { 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     printf(".");fflush(stdout);    free((FREE_ARG) (m+nrl-NR_END)); 
 #ifdef DEBUG  } 
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /******************* matrix *******************************/
 #endif  double **matrix(long nrl, long nrh, long ncl, long nch)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  {
       *xmin=x;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       return fx;    double **m;
     }  
     ftemp=fu;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if (fabs(e) > tol1) {    if (!m) nrerror("allocation failure 1 in matrix()");
       r=(x-w)*(fx-fv);    m += NR_END;
       q=(x-v)*(fx-fw);    m -= nrl;
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       if (q > 0.0) p = -p;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       q=fabs(q);    m[nrl] += NR_END;
       etemp=e;    m[nrl] -= ncl;
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    return m;
       else {    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
         d=p/q;     */
         u=x+d;  }
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);  /*************************free matrix ************************/
       }  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     } else {  {
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     }    free((FREE_ARG)(m+nrl-NR_END));
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  
     if (fu <= fx) {  /******************* ma3x *******************************/
       if (u >= x) a=x; else b=x;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         } else {    double ***m;
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
             v=w;    if (!m) nrerror("allocation failure 1 in matrix()");
             w=u;    m += NR_END;
             fv=fw;    m -= nrl;
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
             v=u;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
             fv=fu;    m[nrl] += NR_END;
           }    m[nrl] -= ncl;
         }  
   }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   nrerror("Too many iterations in brent");  
   *xmin=x;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   return fx;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 }    m[nrl][ncl] += NR_END;
     m[nrl][ncl] -= nll;
 /****************** mnbrak ***********************/    for (j=ncl+1; j<=nch; j++) 
       m[nrl][j]=m[nrl][j-1]+nlay;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    
             double (*func)(double))    for (i=nrl+1; i<=nrh; i++) {
 {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   double ulim,u,r,q, dum;      for (j=ncl+1; j<=nch; j++) 
   double fu;        m[i][j]=m[i][j-1]+nlay;
      }
   *fa=(*func)(*ax);    return m; 
   *fb=(*func)(*bx);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   if (*fb > *fa) {             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     SHFT(dum,*ax,*bx,dum)    */
       SHFT(dum,*fb,*fa,dum)  }
       }  
   *cx=(*bx)+GOLD*(*bx-*ax);  /*************************free ma3x ************************/
   *fc=(*func)(*cx);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   while (*fb > *fc) {  {
     r=(*bx-*ax)*(*fb-*fc);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     q=(*bx-*cx)*(*fb-*fa);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    free((FREE_ARG)(m+nrl-NR_END));
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  }
     ulim=(*bx)+GLIMIT*(*cx-*bx);  
     if ((*bx-u)*(u-*cx) > 0.0) {  /***************** f1dim *************************/
       fu=(*func)(u);  extern int ncom; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {  extern double *pcom,*xicom;
       fu=(*func)(u);  extern double (*nrfunc)(double []); 
       if (fu < *fc) {   
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  double f1dim(double x) 
           SHFT(*fb,*fc,fu,(*func)(u))  { 
           }    int j; 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    double f;
       u=ulim;    double *xt; 
       fu=(*func)(u);   
     } else {    xt=vector(1,ncom); 
       u=(*cx)+GOLD*(*cx-*bx);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       fu=(*func)(u);    f=(*nrfunc)(xt); 
     }    free_vector(xt,1,ncom); 
     SHFT(*ax,*bx,*cx,u)    return f; 
       SHFT(*fa,*fb,*fc,fu)  } 
       }  
 }  /*****************brent *************************/
   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 /*************** linmin ************************/  { 
     int iter; 
 int ncom;    double a,b,d,etemp;
 double *pcom,*xicom;    double fu,fv,fw,fx;
 double (*nrfunc)(double []);    double ftemp;
      double p,q,r,tol1,tol2,u,v,w,x,xm; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    double e=0.0; 
 {   
   double brent(double ax, double bx, double cx,    a=(ax < cx ? ax : cx); 
                double (*f)(double), double tol, double *xmin);    b=(ax > cx ? ax : cx); 
   double f1dim(double x);    x=w=v=bx; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    fw=fv=fx=(*f)(x); 
               double *fc, double (*func)(double));    for (iter=1;iter<=ITMAX;iter++) { 
   int j;      xm=0.5*(a+b); 
   double xx,xmin,bx,ax;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   double fx,fb,fa;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
        printf(".");fflush(stdout);
   ncom=n;      fprintf(ficlog,".");fflush(ficlog);
   pcom=vector(1,n);  #ifdef DEBUG
   xicom=vector(1,n);      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);
   nrfunc=func;      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);
   for (j=1;j<=n;j++) {      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     pcom[j]=p[j];  #endif
     xicom[j]=xi[j];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   }        *xmin=x; 
   ax=0.0;        return fx; 
   xx=1.0;      } 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      ftemp=fu;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      if (fabs(e) > tol1) { 
 #ifdef DEBUG        r=(x-w)*(fx-fv); 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        q=(x-v)*(fx-fw); 
 #endif        p=(x-v)*q-(x-w)*r; 
   for (j=1;j<=n;j++) {        q=2.0*(q-r); 
     xi[j] *= xmin;        if (q > 0.0) p = -p; 
     p[j] += xi[j];        q=fabs(q); 
   }        etemp=e; 
   free_vector(xicom,1,n);        e=d; 
   free_vector(pcom,1,n);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         else { 
 /*************** powell ************************/          d=p/q; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,          u=x+d; 
             double (*func)(double []))          if (u-a < tol2 || b-u < tol2) 
 {            d=SIGN(tol1,xm-x); 
   void linmin(double p[], double xi[], int n, double *fret,        } 
               double (*func)(double []));      } else { 
   int i,ibig,j;        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   double del,t,*pt,*ptt,*xit;      } 
   double fp,fptt;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   double *xits;      fu=(*f)(u); 
   pt=vector(1,n);      if (fu <= fx) { 
   ptt=vector(1,n);        if (u >= x) a=x; else b=x; 
   xit=vector(1,n);        SHFT(v,w,x,u) 
   xits=vector(1,n);          SHFT(fv,fw,fx,fu) 
   *fret=(*func)(p);          } else { 
   for (j=1;j<=n;j++) pt[j]=p[j];            if (u < x) a=u; else b=u; 
   for (*iter=1;;++(*iter)) {            if (fu <= fw || w == x) { 
     fp=(*fret);              v=w; 
     ibig=0;              w=u; 
     del=0.0;              fv=fw; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);              fw=fu; 
     for (i=1;i<=n;i++)            } else if (fu <= fv || v == x || v == w) { 
       printf(" %d %.12f",i, p[i]);              v=u; 
     printf("\n");              fv=fu; 
     for (i=1;i<=n;i++) {            } 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];          } 
       fptt=(*fret);    } 
 #ifdef DEBUG    nrerror("Too many iterations in brent"); 
       printf("fret=%lf \n",*fret);    *xmin=x; 
 #endif    return fx; 
       printf("%d",i);fflush(stdout);  } 
       linmin(p,xit,n,fret,func);  
       if (fabs(fptt-(*fret)) > del) {  /****************** mnbrak ***********************/
         del=fabs(fptt-(*fret));  
         ibig=i;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       }              double (*func)(double)) 
 #ifdef DEBUG  { 
       printf("%d %.12e",i,(*fret));    double ulim,u,r,q, dum;
       for (j=1;j<=n;j++) {    double fu; 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);   
         printf(" x(%d)=%.12e",j,xit[j]);    *fa=(*func)(*ax); 
       }    *fb=(*func)(*bx); 
       for(j=1;j<=n;j++)    if (*fb > *fa) { 
         printf(" p=%.12e",p[j]);      SHFT(dum,*ax,*bx,dum) 
       printf("\n");        SHFT(dum,*fb,*fa,dum) 
 #endif        } 
     }    *cx=(*bx)+GOLD*(*bx-*ax); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    *fc=(*func)(*cx); 
 #ifdef DEBUG    while (*fb > *fc) { 
       int k[2],l;      r=(*bx-*ax)*(*fb-*fc); 
       k[0]=1;      q=(*bx-*cx)*(*fb-*fa); 
       k[1]=-1;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       printf("Max: %.12e",(*func)(p));        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       for (j=1;j<=n;j++)      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         printf(" %.12e",p[j]);      if ((*bx-u)*(u-*cx) > 0.0) { 
       printf("\n");        fu=(*func)(u); 
       for(l=0;l<=1;l++) {      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         for (j=1;j<=n;j++) {        fu=(*func)(u); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        if (fu < *fc) { 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         }            SHFT(*fb,*fc,fu,(*func)(u)) 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 #endif        u=ulim; 
         fu=(*func)(u); 
       } else { 
       free_vector(xit,1,n);        u=(*cx)+GOLD*(*cx-*bx); 
       free_vector(xits,1,n);        fu=(*func)(u); 
       free_vector(ptt,1,n);      } 
       free_vector(pt,1,n);      SHFT(*ax,*bx,*cx,u) 
       return;        SHFT(*fa,*fb,*fc,fu) 
     }        } 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  } 
     for (j=1;j<=n;j++) {  
       ptt[j]=2.0*p[j]-pt[j];  /*************** linmin ************************/
       xit[j]=p[j]-pt[j];  
       pt[j]=p[j];  int ncom; 
     }  double *pcom,*xicom;
     fptt=(*func)(ptt);  double (*nrfunc)(double []); 
     if (fptt < fp) {   
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       if (t < 0.0) {  { 
         linmin(p,xit,n,fret,func);    double brent(double ax, double bx, double cx, 
         for (j=1;j<=n;j++) {                 double (*f)(double), double tol, double *xmin); 
           xi[j][ibig]=xi[j][n];    double f1dim(double x); 
           xi[j][n]=xit[j];    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
         }                double *fc, double (*func)(double)); 
 #ifdef DEBUG    int j; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    double xx,xmin,bx,ax; 
         for(j=1;j<=n;j++)    double fx,fb,fa;
           printf(" %.12e",xit[j]);   
         printf("\n");    ncom=n; 
 #endif    pcom=vector(1,n); 
       }    xicom=vector(1,n); 
     }    nrfunc=func; 
   }    for (j=1;j<=n;j++) { 
 }      pcom[j]=p[j]; 
       xicom[j]=xi[j]; 
 /**** Prevalence limit ****************/    } 
     ax=0.0; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    xx=1.0; 
 {    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
      matrix by transitions matrix until convergence is reached */  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   int i, ii,j,k;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   double min, max, maxmin, maxmax,sumnew=0.;  #endif
   double **matprod2();    for (j=1;j<=n;j++) { 
   double **out, cov[NCOVMAX], **pmij();      xi[j] *= xmin; 
   double **newm;      p[j] += xi[j]; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    } 
     free_vector(xicom,1,n); 
   for (ii=1;ii<=nlstate+ndeath;ii++)    free_vector(pcom,1,n); 
     for (j=1;j<=nlstate+ndeath;j++){  } 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }  /*************** powell ************************/
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){              double (*func)(double [])) 
     newm=savm;  { 
     /* Covariates have to be included here again */    void linmin(double p[], double xi[], int n, double *fret, 
     cov[1]=1.;                double (*func)(double [])); 
     cov[2]=agefin;    int i,ibig,j; 
     if (cptcovn>0){    double del,t,*pt,*ptt,*xit;
       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}    double fp,fptt;
     }    double *xits;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    pt=vector(1,n); 
     ptt=vector(1,n); 
     savm=oldm;    xit=vector(1,n); 
     oldm=newm;    xits=vector(1,n); 
     maxmax=0.;    *fret=(*func)(p); 
     for(j=1;j<=nlstate;j++){    for (j=1;j<=n;j++) pt[j]=p[j]; 
       min=1.;    for (*iter=1;;++(*iter)) { 
       max=0.;      fp=(*fret); 
       for(i=1; i<=nlstate; i++) {      ibig=0; 
         sumnew=0;      del=0.0; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         prlim[i][j]= newm[i][j]/(1-sumnew);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         max=FMAX(max,prlim[i][j]);      fprintf(ficrespow,"%d %.12f",*iter,*fret);
         min=FMIN(min,prlim[i][j]);      for (i=1;i<=n;i++) {
       }        printf(" %d %.12f",i, p[i]);
       maxmin=max-min;        fprintf(ficlog," %d %.12lf",i, p[i]);
       maxmax=FMAX(maxmax,maxmin);        fprintf(ficrespow," %.12lf", p[i]);
     }      }
     if(maxmax < ftolpl){      printf("\n");
       return prlim;      fprintf(ficlog,"\n");
     }      fprintf(ficrespow,"\n");
   }      for (i=1;i<=n;i++) { 
 }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
 /*************** transition probabilities **********/  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        fprintf(ficlog,"fret=%lf \n",*fret);
 {  #endif
   double s1, s2;        printf("%d",i);fflush(stdout);
   /*double t34;*/        fprintf(ficlog,"%d",i);fflush(ficlog);
   int i,j,j1, nc, ii, jj;        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
     for(i=1; i<= nlstate; i++){          del=fabs(fptt-(*fret)); 
     for(j=1; j<i;j++){          ibig=i; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        } 
         /*s2 += param[i][j][nc]*cov[nc];*/  #ifdef DEBUG
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        printf("%d %.12e",i,(*fret));
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        fprintf(ficlog,"%d %.12e",i,(*fret));
       }        for (j=1;j<=n;j++) {
       ps[i][j]=s2;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/          printf(" x(%d)=%.12e",j,xit[j]);
     }          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     for(j=i+1; j<=nlstate+ndeath;j++){        }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        for(j=1;j<=n;j++) {
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          printf(" p=%.12e",p[j]);
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          fprintf(ficlog," p=%.12e",p[j]);
       }        }
       ps[i][j]=s2;        printf("\n");
     }        fprintf(ficlog,"\n");
   }  #endif
   for(i=1; i<= nlstate; i++){      } 
      s1=0;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     for(j=1; j<i; j++)  #ifdef DEBUG
       s1+=exp(ps[i][j]);        int k[2],l;
     for(j=i+1; j<=nlstate+ndeath; j++)        k[0]=1;
       s1+=exp(ps[i][j]);        k[1]=-1;
     ps[i][i]=1./(s1+1.);        printf("Max: %.12e",(*func)(p));
     for(j=1; j<i; j++)        fprintf(ficlog,"Max: %.12e",(*func)(p));
       ps[i][j]= exp(ps[i][j])*ps[i][i];        for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          printf(" %.12e",p[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];          fprintf(ficlog," %.12e",p[j]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        }
   } /* end i */        printf("\n");
         fprintf(ficlog,"\n");
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        for(l=0;l<=1;l++) {
     for(jj=1; jj<= nlstate+ndeath; jj++){          for (j=1;j<=n;j++) {
       ps[ii][jj]=0;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       ps[ii][ii]=1;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   }          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for(jj=1; jj<= nlstate+ndeath; jj++){        }
      printf("%lf ",ps[ii][jj]);  #endif
    }  
     printf("\n ");  
     }        free_vector(xit,1,n); 
     printf("\n ");printf("%lf ",cov[2]);*/        free_vector(xits,1,n); 
 /*        free_vector(ptt,1,n); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        free_vector(pt,1,n); 
   goto end;*/        return; 
     return ps;      } 
 }      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
 /**************** Product of 2 matrices ******************/        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        pt[j]=p[j]; 
 {      } 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      fptt=(*func)(ptt); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      if (fptt < fp) { 
   /* in, b, out are matrice of pointers which should have been initialized        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
      before: only the contents of out is modified. The function returns        if (t < 0.0) { 
      a pointer to pointers identical to out */          linmin(p,xit,n,fret,func); 
   long i, j, k;          for (j=1;j<=n;j++) { 
   for(i=nrl; i<= nrh; i++)            xi[j][ibig]=xi[j][n]; 
     for(k=ncolol; k<=ncoloh; k++)            xi[j][n]=xit[j]; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          }
         out[i][k] +=in[i][j]*b[j][k];  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   return out;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 }          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
 /************* Higher Matrix Product ***************/          }
           printf("\n");
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )          fprintf(ficlog,"\n");
 {  #endif
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        }
      duration (i.e. until      } 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    } 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  } 
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be  /**** Prevalence limit (stable prevalence)  ****************/
      included manually here.  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      */  {
     /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   int i, j, d, h, k;       matrix by transitions matrix until convergence is reached */
   double **out, cov[NCOVMAX];  
   double **newm;    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   /* Hstepm could be zero and should return the unit matrix */    double **matprod2();
   for (i=1;i<=nlstate+ndeath;i++)    double **out, cov[NCOVMAX], **pmij();
     for (j=1;j<=nlstate+ndeath;j++){    double **newm;
       oldm[i][j]=(i==j ? 1.0 : 0.0);    double agefin, delaymax=50 ; /* Max number of years to converge */
       po[i][j][0]=(i==j ? 1.0 : 0.0);  
     }    for (ii=1;ii<=nlstate+ndeath;ii++)
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (j=1;j<=nlstate+ndeath;j++){
   for(h=1; h <=nhstepm; h++){        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(d=1; d <=hstepm; d++){      }
       newm=savm;  
       /* Covariates have to be included here again */     cov[1]=1.;
       cov[1]=1.;   
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       if (cptcovn>0){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];      newm=savm;
     }      /* Covariates have to be included here again */
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/       cov[2]=agefin;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        for (k=1; k<=cptcovn;k++) {
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       savm=oldm;          /*      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]]);*/
       oldm=newm;        }
     }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for(i=1; i<=nlstate+ndeath; i++)        for (k=1; k<=cptcovprod;k++)
       for(j=1;j<=nlstate+ndeath;j++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         po[i][j][h]=newm[i][j];  
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
          */        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   } /* end h */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   return po;  
 }      savm=oldm;
       oldm=newm;
       maxmax=0.;
 /*************** log-likelihood *************/      for(j=1;j<=nlstate;j++){
 double func( double *x)        min=1.;
 {        max=0.;
   int i, ii, j, k, mi, d;        for(i=1; i<=nlstate; i++) {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          sumnew=0;
   double **out;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   double sw; /* Sum of weights */          prlim[i][j]= newm[i][j]/(1-sumnew);
   double lli; /* Individual log likelihood */          max=FMAX(max,prlim[i][j]);
   long ipmx;          min=FMIN(min,prlim[i][j]);
   /*extern weight */        }
   /* We are differentiating ll according to initial status */        maxmin=max-min;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        maxmax=FMAX(maxmax,maxmin);
   /*for(i=1;i<imx;i++)      }
 printf(" %d\n",s[4][i]);      if(maxmax < ftolpl){
   */        return prlim;
       }
   for(k=1; k<=nlstate; k++) ll[k]=0.;    }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  }
        for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)  /*************** transition probabilities ***************/ 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
             for(d=0; d<dh[mi][i]; d++){  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         newm=savm;  {
           cov[1]=1.;    double s1, s2;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    /*double t34;*/
           if (cptcovn>0){    int i,j,j1, nc, ii, jj;
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];  
             }      for(i=1; i<= nlstate; i++){
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      for(j=1; j<i;j++){
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           savm=oldm;          /*s2 += param[i][j][nc]*cov[nc];*/
           oldm=newm;          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);*/
         }
       } /* end mult */        ps[i][j]=s2;
            /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      }
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      for(j=i+1; j<=nlstate+ndeath;j++){
       ipmx +=1;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       sw += weight[i];          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     } /* end of wave */        }
   } /* end of individual */        ps[i][j]=s2;
       }
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    }
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      /*ps[3][2]=1;*/
   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++){
 }       s1=0;
       for(j=1; j<i; j++)
         s1+=exp(ps[i][j]);
 /*********** Maximum Likelihood Estimation ***************/      for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      ps[i][i]=1./(s1+1.);
 {      for(j=1; j<i; j++)
   int i,j, iter;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double **xi,*delti;      for(j=i+1; j<=nlstate+ndeath; j++)
   double fret;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   xi=matrix(1,npar,1,npar);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   for (i=1;i<=npar;i++)    } /* end i */
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   printf("Powell\n");      for(jj=1; jj<= nlstate+ndeath; jj++){
   powell(p,xi,npar,ftol,&iter,&fret,func);        ps[ii][jj]=0;
         ps[ii][ii]=1;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    }
   
 }  
     /*   for(ii=1; ii<= nlstate+ndeath; ii++){
 /**** Computes Hessian and covariance matrix ***/      for(jj=1; jj<= nlstate+ndeath; jj++){
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))       printf("%lf ",ps[ii][jj]);
 {     }
   double  **a,**y,*x,pd;      printf("\n ");
   double **hess;      }
   int i, j,jk;      printf("\n ");printf("%lf ",cov[2]);*/
   int *indx;  /*
     for(i=1; i<= npar; i++) printf("%f ",x[i]);
   double hessii(double p[], double delta, int theta, double delti[]);    goto end;*/
   double hessij(double p[], double delti[], int i, int j);      return ps;
   void lubksb(double **a, int npar, int *indx, double b[]) ;  }
   void ludcmp(double **a, int npar, int *indx, double *d) ;  
   /**************** Product of 2 matrices ******************/
   
   hess=matrix(1,npar,1,npar);  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
   printf("\nCalculation of the hessian matrix. Wait...\n");    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   for (i=1;i<=npar;i++){       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     printf("%d",i);fflush(stdout);    /* in, b, out are matrice of pointers which should have been initialized 
     hess[i][i]=hessii(p,ftolhess,i,delti);       before: only the contents of out is modified. The function returns
     /*printf(" %f ",p[i]);*/       a pointer to pointers identical to out */
   }    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   for (i=1;i<=npar;i++) {      for(k=ncolol; k<=ncoloh; k++)
     for (j=1;j<=npar;j++)  {        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       if (j>i) {          out[i][k] +=in[i][j]*b[j][k];
         printf(".%d%d",i,j);fflush(stdout);  
         hess[i][j]=hessij(p,delti,i,j);    return out;
         hess[j][i]=hess[i][j];  }
       }  
     }  
   }  /************* Higher Matrix Product ***************/
   printf("\n");  
   double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");  {
      /* Computes the transition matrix starting at age 'age' over 
   a=matrix(1,npar,1,npar);       'nhstepm*hstepm*stepm' months (i.e. until
   y=matrix(1,npar,1,npar);       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   x=vector(1,npar);       nhstepm*hstepm matrices. 
   indx=ivector(1,npar);       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   for (i=1;i<=npar;i++)       (typically every 2 years instead of every month which is too big 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];       for the memory).
   ludcmp(a,npar,indx,&pd);       Model is determined by parameters x and covariates have to be 
        included manually here. 
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;       */
     x[j]=1;  
     lubksb(a,npar,indx,x);    int i, j, d, h, k;
     for (i=1;i<=npar;i++){    double **out, cov[NCOVMAX];
       matcov[i][j]=x[i];    double **newm;
     }  
   }    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
   printf("\n#Hessian matrix#\n");      for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++) {        oldm[i][j]=(i==j ? 1.0 : 0.0);
     for (j=1;j<=npar;j++) {        po[i][j][0]=(i==j ? 1.0 : 0.0);
       printf("%.3e ",hess[i][j]);      }
     }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     printf("\n");    for(h=1; h <=nhstepm; h++){
   }      for(d=1; d <=hstepm; d++){
         newm=savm;
   /* Recompute Inverse */        /* Covariates have to be included here again */
   for (i=1;i<=npar;i++)        cov[1]=1.;
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   ludcmp(a,npar,indx,&pd);        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (k=1; k<=cptcovage;k++)
   /*  printf("\n#Hessian matrix recomputed#\n");          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   for (j=1;j<=npar;j++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     for (i=1;i<=npar;i++){        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       y[i][j]=x[i];        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       printf("%.3e ",y[i][j]);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     }        savm=oldm;
     printf("\n");        oldm=newm;
   }      }
   */      for(i=1; i<=nlstate+ndeath; i++)
         for(j=1;j<=nlstate+ndeath;j++) {
   free_matrix(a,1,npar,1,npar);          po[i][j][h]=newm[i][j];
   free_matrix(y,1,npar,1,npar);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   free_vector(x,1,npar);           */
   free_ivector(indx,1,npar);        }
   free_matrix(hess,1,npar,1,npar);    } /* end h */
     return po;
   }
 }  
   
 /*************** hessian matrix ****************/  /*************** log-likelihood *************/
 double hessii( double x[], double delta, int theta, double delti[])  double func( double *x)
 {  {
   int i;    int i, ii, j, k, mi, d, kk;
   int l=1, lmax=20;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   double k1,k2;    double **out;
   double p2[NPARMAX+1];    double sw; /* Sum of weights */
   double res;    double lli; /* Individual log likelihood */
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    int s1, s2;
   double fx;    double bbh, survp;
   int k=0,kmax=10;    long ipmx;
   double l1;    /*extern weight */
     /* We are differentiating ll according to initial status */
   fx=func(x);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   for (i=1;i<=npar;i++) p2[i]=x[i];    /*for(i=1;i<imx;i++) 
   for(l=0 ; l <=lmax; l++){      printf(" %d\n",s[4][i]);
     l1=pow(10,l);    */
     delts=delt;    cov[1]=1.;
     for(k=1 ; k <kmax; k=k+1){  
       delt = delta*(l1*k);    for(k=1; k<=nlstate; k++) ll[k]=0.;
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;    if(mle==1){
       p2[theta]=x[theta]-delt;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       k2=func(p2)-fx;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for(mi=1; mi<= wav[i]-1; mi++){
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          for (ii=1;ii<=nlstate+ndeath;ii++)
                  for (j=1;j<=nlstate+ndeath;j++){
 #ifdef DEBUG              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       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);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 #endif            }
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          for(d=0; d<dh[mi][i]; d++){
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){            newm=savm;
         k=kmax;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       }            for (kk=1; kk<=cptcovage;kk++) {
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         k=kmax; l=lmax*10.;            }
       }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         delts=delt;            savm=oldm;
       }            oldm=newm;
     }          } /* end mult */
   }        
   delti[theta]=delts;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   return res;          /* But now since version 0.9 we anticipate for bias and large stepm.
             * If stepm is larger than one month (smallest stepm) and if the exact delay 
 }           * (in months) between two waves is not a multiple of stepm, we rounded to 
            * the nearest (and in case of equal distance, to the lowest) interval but now
 double hessij( double x[], double delti[], int thetai,int thetaj)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
 {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   int i;           * probability in order to take into account the bias as a fraction of the way
   int l=1, l1, lmax=20;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double k1,k2,k3,k4,res,fx;           * -stepm/2 to stepm/2 .
   double p2[NPARMAX+1];           * For stepm=1 the results are the same as for previous versions of Imach.
   int k;           * For stepm > 1 the results are less biased than in previous versions. 
            */
   fx=func(x);          s1=s[mw[mi][i]][i];
   for (k=1; k<=2; k++) {          s2=s[mw[mi+1][i]][i];
     for (i=1;i<=npar;i++) p2[i]=x[i];          bbh=(double)bh[mi][i]/(double)stepm; 
     p2[thetai]=x[thetai]+delti[thetai]/k;          /* bias is positive if real duration
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;           * is higher than the multiple of stepm and negative otherwise.
     k1=func(p2)-fx;           */
            /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     p2[thetai]=x[thetai]+delti[thetai]/k;          if( s2 > nlstate){ 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     k2=func(p2)-fx;               to the likelihood is the probability to die between last step unit time and current 
                 step unit time, which is also the differences between probability to die before dh 
     p2[thetai]=x[thetai]-delti[thetai]/k;               and probability to die before dh-stepm . 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;               In version up to 0.92 likelihood was computed
     k3=func(p2)-fx;          as if date of death was unknown. Death was treated as any other
            health state: the date of the interview describes the actual state
     p2[thetai]=x[thetai]-delti[thetai]/k;          and not the date of a change in health state. The former idea was
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          to consider that at each interview the state was recorded
     k4=func(p2)-fx;          (healthy, disable or death) and IMaCh was corrected; but when we
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          introduced the exact date of death then we should have modified
 #ifdef DEBUG          the contribution of an exact death to the likelihood. This new
     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);          contribution is smaller and very dependent of the step unit
 #endif          stepm. It is no more the probability to die between last interview
   }          and month of death but the probability to survive from last
   return res;          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
 /************** Inverse of matrix **************/          mortality artificially. The bad side is that we add another loop
 void ludcmp(double **a, int n, int *indx, double *d)          which slows down the processing. The difference can be up to 10%
 {          lower mortality.
   int i,imax,j,k;            */
   double big,dum,sum,temp;            lli=log(out[s1][s2] - savm[s1][s2]);
   double *vv;          }else{
              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   vv=vector(1,n);            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   *d=1.0;          } 
   for (i=1;i<=n;i++) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     big=0.0;          /*if(lli ==000.0)*/
     for (j=1;j<=n;j++)          /*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); */
       if ((temp=fabs(a[i][j])) > big) big=temp;          ipmx +=1;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          sw += weight[i];
     vv[i]=1.0/big;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   }        } /* end of wave */
   for (j=1;j<=n;j++) {      } /* end of individual */
     for (i=1;i<j;i++) {    }  else if(mle==2){
       sum=a[i][j];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       a[i][j]=sum;        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
     big=0.0;            for (j=1;j<=nlstate+ndeath;j++){
     for (i=j;i<=n;i++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       sum=a[i][j];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (k=1;k<j;k++)            }
         sum -= a[i][k]*a[k][j];          for(d=0; d<=dh[mi][i]; d++){
       a[i][j]=sum;            newm=savm;
       if ( (dum=vv[i]*fabs(sum)) >= big) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         big=dum;            for (kk=1; kk<=cptcovage;kk++) {
         imax=i;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       }            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (j != imax) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (k=1;k<=n;k++) {            savm=oldm;
         dum=a[imax][k];            oldm=newm;
         a[imax][k]=a[j][k];          } /* end mult */
         a[j][k]=dum;        
       }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       *d = -(*d);          /* But now since version 0.9 we anticipate for bias and large stepm.
       vv[imax]=vv[j];           * 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 
     indx[j]=imax;           * the nearest (and in case of equal distance, to the lowest) interval but now
     if (a[j][j] == 0.0) a[j][j]=TINY;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     if (j != n) {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       dum=1.0/(a[j][j]);           * probability in order to take into account the bias as a fraction of the way
       for (i=j+1;i<=n;i++) a[i][j] *= dum;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     }           * -stepm/2 to stepm/2 .
   }           * For stepm=1 the results are the same as for previous versions of Imach.
   free_vector(vv,1,n);  /* Doesn't work */           * For stepm > 1 the results are less biased than in previous versions. 
 ;           */
 }          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
 void lubksb(double **a, int n, int *indx, double b[])          bbh=(double)bh[mi][i]/(double)stepm; 
 {          /* bias is positive if real duration
   int i,ii=0,ip,j;           * is higher than the multiple of stepm and negative otherwise.
   double sum;           */
            lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   for (i=1;i<=n;i++) {          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     ip=indx[i];          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     sum=b[ip];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     b[ip]=b[i];          /*if(lli ==000.0)*/
     if (ii)          /*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); */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          ipmx +=1;
     else if (sum) ii=i;          sw += weight[i];
     b[i]=sum;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   }        } /* end of wave */
   for (i=n;i>=1;i--) {      } /* end of individual */
     sum=b[i];    }  else if(mle==3){  /* exponential inter-extrapolation */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     b[i]=sum/a[i][i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   }        for(mi=1; mi<= wav[i]-1; mi++){
 }          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
 /************ Frequencies ********************/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {  /* Some frequencies */            }
            for(d=0; d<dh[mi][i]; d++){
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            newm=savm;
   double ***freq; /* Frequencies */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   double *pp;            for (kk=1; kk<=cptcovage;kk++) {
   double pos;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   FILE *ficresp;            }
   char fileresp[FILENAMELENGTH];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   pp=vector(1,nlstate);            savm=oldm;
             oldm=newm;
   strcpy(fileresp,"p");          } /* end mult */
   strcat(fileresp,fileres);        
   if((ficresp=fopen(fileresp,"w"))==NULL) {          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     printf("Problem with prevalence resultfile: %s\n", fileresp);          /* But now since version 0.9 we anticipate for bias and large stepm.
     exit(0);           * 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 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * the nearest (and in case of equal distance, to the lowest) interval but now
   j1=0;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
            * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   j=cptcovn;           * probability in order to take into account the bias as a fraction of the way
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
   for(k1=1; k1<=j;k1++){           * For stepm=1 the results are the same as for previous versions of Imach.
    for(i1=1; i1<=ncodemax[k1];i1++){           * For stepm > 1 the results are less biased than in previous versions. 
        j1++;           */
           s1=s[mw[mi][i]][i];
         for (i=-1; i<=nlstate+ndeath; i++)            s2=s[mw[mi+1][i]][i];
          for (jk=-1; jk<=nlstate+ndeath; jk++)            bbh=(double)bh[mi][i]/(double)stepm; 
            for(m=agemin; m <= agemax+3; m++)          /* bias is positive if real duration
              freq[i][jk][m]=0;           * is higher than the multiple of stepm and negative otherwise.
                   */
        for (i=1; i<=imx; i++) {          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
          bool=1;          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 */
          if  (cptcovn>0) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            for (z1=1; z1<=cptcovn; z1++)          /*if(lli ==000.0)*/
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
          }          ipmx +=1;
           if (bool==1) {          sw += weight[i];
            for(m=firstpass; m<=lastpass-1; m++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
              if(agev[m][i]==0) agev[m][i]=agemax+1;        } /* end of wave */
              if(agev[m][i]==1) agev[m][i]=agemax+2;      } /* end of individual */
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    }else{  /* ml=4 no inter-extrapolation */
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
            }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          }        for(mi=1; mi<= wav[i]-1; mi++){
        }          for (ii=1;ii<=nlstate+ndeath;ii++)
         if  (cptcovn>0) {            for (j=1;j<=nlstate+ndeath;j++){
          fprintf(ficresp, "\n#Variable");              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
        }            }
        fprintf(ficresp, "\n#");          for(d=0; d<dh[mi][i]; d++){
        for(i=1; i<=nlstate;i++)            newm=savm;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        fprintf(ficresp, "\n");            for (kk=1; kk<=cptcovage;kk++) {
                      cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for(i=(int)agemin; i <= (int)agemax+3; i++){            }
     if(i==(int)agemax+3)          
       printf("Total");            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     else                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       printf("Age %d", i);            savm=oldm;
     for(jk=1; jk <=nlstate ; jk++){            oldm=newm;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          } /* end mult */
         pp[jk] += freq[jk][m][i];        
     }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     for(jk=1; jk <=nlstate ; jk++){          ipmx +=1;
       for(m=-1, pos=0; m <=0 ; m++)          sw += weight[i];
         pos += freq[jk][m][i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       if(pp[jk]>=1.e-10)        } /* end of wave */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);      } /* end of individual */
       else    } /* End of if */
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     for(jk=1; jk <=nlstate ; jk++){    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)    return -l;
         pp[jk] += freq[jk][m][i];  }
     }  
     for(jk=1,pos=0; jk <=nlstate ; jk++)  
       pos += pp[jk];  /*********** Maximum Likelihood Estimation ***************/
     for(jk=1; jk <=nlstate ; jk++){  
       if(pos>=1.e-5)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);  {
       else    int i,j, iter;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    double **xi;
       if( i <= (int) agemax){    double fret;
         if(pos>=1.e-5)    char filerespow[FILENAMELENGTH];
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    xi=matrix(1,npar,1,npar);
       else    for (i=1;i<=npar;i++)
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      for (j=1;j<=npar;j++)
       }        xi[i][j]=(i==j ? 1.0 : 0.0);
     }    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     for(jk=-1; jk <=nlstate+ndeath; jk++)    strcpy(filerespow,"pow"); 
       for(m=-1; m <=nlstate+ndeath; m++)    strcat(filerespow,fileres);
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     if(i <= (int) agemax)      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficresp,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     printf("\n");    }
     }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     }    for (i=1;i<=nlstate;i++)
  }      for(j=1;j<=nlstate+ndeath;j++)
          if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   fclose(ficresp);    fprintf(ficrespow,"\n");
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    powell(p,xi,npar,ftol,&iter,&fret,func);
   free_vector(pp,1,nlstate);  
     fclose(ficrespow);
 }  /* End of Freq */    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 /************* Waves Concatenation ***************/    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  }
 {  
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  /**** Computes Hessian and covariance matrix ***/
      Death is a valid wave (if date is known).  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  {
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    double  **a,**y,*x,pd;
      and mw[mi+1][i]. dh depends on stepm.    double **hess;
      */    int i, j,jk;
     int *indx;
   int i, mi, m;  
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    double hessii(double p[], double delta, int theta, double delti[]);
 float sum=0.;    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
   for(i=1; i<=imx; i++){    void ludcmp(double **a, int npar, int *indx, double *d) ;
     mi=0;  
     m=firstpass;    hess=matrix(1,npar,1,npar);
     while(s[m][i] <= nlstate){  
       if(s[m][i]>=1)    printf("\nCalculation of the hessian matrix. Wait...\n");
         mw[++mi][i]=m;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       if(m >=lastpass)    for (i=1;i<=npar;i++){
         break;      printf("%d",i);fflush(stdout);
       else      fprintf(ficlog,"%d",i);fflush(ficlog);
         m++;      hess[i][i]=hessii(p,ftolhess,i,delti);
     }/* end while */      /*printf(" %f ",p[i]);*/
     if (s[m][i] > nlstate){      /*printf(" %lf ",hess[i][i]);*/
       mi++;     /* Death is another wave */    }
       /* if(mi==0)  never been interviewed correctly before death */    
          /* Only death is a correct wave */    for (i=1;i<=npar;i++) {
       mw[mi][i]=m;      for (j=1;j<=npar;j++)  {
     }        if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
     wav[i]=mi;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     if(mi==0)          hess[i][j]=hessij(p,delti,i,j);
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          hess[j][i]=hess[i][j];    
   }          /*printf(" %lf ",hess[i][j]);*/
         }
   for(i=1; i<=imx; i++){      }
     for(mi=1; mi<wav[i];mi++){    }
       if (stepm <=0)    printf("\n");
         dh[mi][i]=1;    fprintf(ficlog,"\n");
       else{  
         if (s[mw[mi+1][i]][i] > nlstate) {    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
           if(j=0) j=1;  /* Survives at least one month after exam */    
         }    a=matrix(1,npar,1,npar);
         else{    y=matrix(1,npar,1,npar);
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    x=vector(1,npar);
           k=k+1;    indx=ivector(1,npar);
           if (j >= jmax) jmax=j;    for (i=1;i<=npar;i++)
           else if (j <= jmin)jmin=j;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
           sum=sum+j;    ludcmp(a,npar,indx,&pd);
         }  
         jk= j/stepm;    for (j=1;j<=npar;j++) {
         jl= j -jk*stepm;      for (i=1;i<=npar;i++) x[i]=0;
         ju= j -(jk+1)*stepm;      x[j]=1;
         if(jl <= -ju)      lubksb(a,npar,indx,x);
           dh[mi][i]=jk;      for (i=1;i<=npar;i++){ 
         else        matcov[i][j]=x[i];
           dh[mi][i]=jk+1;      }
         if(dh[mi][i]==0)    }
           dh[mi][i]=1; /* At least one step */  
       }    printf("\n#Hessian matrix#\n");
     }    fprintf(ficlog,"\n#Hessian matrix#\n");
   }    for (i=1;i<=npar;i++) { 
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);      for (j=1;j<=npar;j++) { 
 }        printf("%.3e ",hess[i][j]);
 /*********** Tricode ****************************/        fprintf(ficlog,"%.3e ",hess[i][j]);
 void tricode(int *Tvar, int **nbcode, int imx)      }
 {      printf("\n");
   int Ndum[80],ij, k, j, i;      fprintf(ficlog,"\n");
   int cptcode=0;    }
   for (k=0; k<79; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;    /* Recompute Inverse */
      for (i=1;i<=npar;i++)
   for (j=1; j<=cptcovn; j++) {      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for (i=1; i<=imx; i++) {    ludcmp(a,npar,indx,&pd);
       ij=(int)(covar[Tvar[j]][i]);  
       Ndum[ij]++;    /*  printf("\n#Hessian matrix recomputed#\n");
       if (ij > cptcode) cptcode=ij;  
     }    for (j=1;j<=npar;j++) {
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/      for (i=1;i<=npar;i++) x[i]=0;
     for (i=0; i<=cptcode; i++) {      x[j]=1;
       if(Ndum[i]!=0) ncodemax[j]++;      lubksb(a,npar,indx,x);
     }      for (i=1;i<=npar;i++){ 
          y[i][j]=x[i];
     ij=1;        printf("%.3e ",y[i][j]);
     for (i=1; i<=ncodemax[j]; i++) {        fprintf(ficlog,"%.3e ",y[i][j]);
       for (k=0; k<=79; k++) {      }
         if (Ndum[k] != 0) {      printf("\n");
           nbcode[Tvar[j]][ij]=k;      fprintf(ficlog,"\n");
           ij++;    }
         }    */
         if (ij > ncodemax[j]) break;  
       }      free_matrix(a,1,npar,1,npar);
     }    free_matrix(y,1,npar,1,npar);
   }      free_vector(x,1,npar);
     free_ivector(indx,1,npar);
   }    free_matrix(hess,1,npar,1,npar);
   
 /*********** Health Expectancies ****************/  
   }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {  /*************** hessian matrix ****************/
   /* Health expectancies */  double hessii( double x[], double delta, int theta, double delti[])
   int i, j, nhstepm, hstepm, h;  {
   double age, agelim,hf;    int i;
   double ***p3mat;    int l=1, lmax=20;
      double k1,k2;
   fprintf(ficreseij,"# Health expectancies\n");    double p2[NPARMAX+1];
   fprintf(ficreseij,"# Age");    double res;
   for(i=1; i<=nlstate;i++)    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     for(j=1; j<=nlstate;j++)    double fx;
       fprintf(ficreseij," %1d-%1d",i,j);    int k=0,kmax=10;
   fprintf(ficreseij,"\n");    double l1;
   
   hstepm=1*YEARM; /*  Every j years of age (in month) */    fx=func(x);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
   agelim=AGESUP;      l1=pow(10,l);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      delts=delt;
     /* nhstepm age range expressed in number of stepm */      for(k=1 ; k <kmax; k=k+1){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);        delt = delta*(l1*k);
     /* Typically if 20 years = 20*12/6=40 stepm */        p2[theta]=x[theta] +delt;
     if (stepm >= YEARM) hstepm=1;        k1=func(p2)-fx;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        p2[theta]=x[theta]-delt;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        k2=func(p2)-fx;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        /*res= (k1-2.0*fx+k2)/delt/delt; */
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);          
   #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     for(i=1; i<=nlstate;i++)        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);
       for(j=1; j<=nlstate;j++)  #endif
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
           eij[i][j][(int)age] +=p3mat[i][j][h];        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         }          k=kmax;
            }
     hf=1;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     if (stepm >= YEARM) hf=stepm/YEARM;          k=kmax; l=lmax*10.;
     fprintf(ficreseij,"%.0f",age );        }
     for(i=1; i<=nlstate;i++)        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
       for(j=1; j<=nlstate;j++){          delts=delt;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        }
       }      }
     fprintf(ficreseij,"\n");    }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    delti[theta]=delts;
   }    return res; 
 }    
   }
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  double hessij( double x[], double delti[], int thetai,int thetaj)
 {  {
   /* Variance of health expectancies */    int i;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    int l=1, l1, lmax=20;
   double **newm;    double k1,k2,k3,k4,res,fx;
   double **dnewm,**doldm;    double p2[NPARMAX+1];
   int i, j, nhstepm, hstepm, h;    int k;
   int k, cptcode;  
    double *xp;    fx=func(x);
   double **gp, **gm;    for (k=1; k<=2; k++) {
   double ***gradg, ***trgradg;      for (i=1;i<=npar;i++) p2[i]=x[i];
   double ***p3mat;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double age,agelim;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   int theta;      k1=func(p2)-fx;
     
    fprintf(ficresvij,"# Covariances of life expectancies\n");      p2[thetai]=x[thetai]+delti[thetai]/k;
   fprintf(ficresvij,"# Age");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   for(i=1; i<=nlstate;i++)      k2=func(p2)-fx;
     for(j=1; j<=nlstate;j++)    
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      p2[thetai]=x[thetai]-delti[thetai]/k;
   fprintf(ficresvij,"\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
   xp=vector(1,npar);    
   dnewm=matrix(1,nlstate,1,npar);      p2[thetai]=x[thetai]-delti[thetai]/k;
   doldm=matrix(1,nlstate,1,nlstate);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        k4=func(p2)-fx;
   hstepm=1*YEARM; /* Every year of age */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  #ifdef DEBUG
   agelim = AGESUP;      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      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);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  #endif
     if (stepm >= YEARM) hstepm=1;    }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    return res;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  }
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);  
     gp=matrix(0,nhstepm,1,nlstate);  /************** Inverse of matrix **************/
     gm=matrix(0,nhstepm,1,nlstate);  void ludcmp(double **a, int n, int *indx, double *d) 
   { 
     for(theta=1; theta <=npar; theta++){    int i,imax,j,k; 
       for(i=1; i<=npar; i++){ /* Computes gradient */    double big,dum,sum,temp; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    double *vv; 
       }   
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      vv=vector(1,n); 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    *d=1.0; 
       for(j=1; j<= nlstate; j++){    for (i=1;i<=n;i++) { 
         for(h=0; h<=nhstepm; h++){      big=0.0; 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      for (j=1;j<=n;j++) 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        if ((temp=fabs(a[i][j])) > big) big=temp; 
         }      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       }      vv[i]=1.0/big; 
        } 
       for(i=1; i<=npar; i++) /* Computes gradient */    for (j=1;j<=n;j++) { 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for (i=1;i<j;i++) { 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          sum=a[i][j]; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       for(j=1; j<= nlstate; j++){        a[i][j]=sum; 
         for(h=0; h<=nhstepm; h++){      } 
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      big=0.0; 
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      for (i=j;i<=n;i++) { 
         }        sum=a[i][j]; 
       }        for (k=1;k<j;k++) 
       for(j=1; j<= nlstate; j++)          sum -= a[i][k]*a[k][j]; 
         for(h=0; h<=nhstepm; h++){        a[i][j]=sum; 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        if ( (dum=vv[i]*fabs(sum)) >= big) { 
         }          big=dum; 
     } /* End theta */          imax=i; 
         } 
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      } 
       if (j != imax) { 
     for(h=0; h<=nhstepm; h++)        for (k=1;k<=n;k++) { 
       for(j=1; j<=nlstate;j++)          dum=a[imax][k]; 
         for(theta=1; theta <=npar; theta++)          a[imax][k]=a[j][k]; 
           trgradg[h][j][theta]=gradg[h][theta][j];          a[j][k]=dum; 
         } 
     for(i=1;i<=nlstate;i++)        *d = -(*d); 
       for(j=1;j<=nlstate;j++)        vv[imax]=vv[j]; 
         vareij[i][j][(int)age] =0.;      } 
     for(h=0;h<=nhstepm;h++){      indx[j]=imax; 
       for(k=0;k<=nhstepm;k++){      if (a[j][j] == 0.0) a[j][j]=TINY; 
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      if (j != n) { 
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        dum=1.0/(a[j][j]); 
         for(i=1;i<=nlstate;i++)        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
           for(j=1;j<=nlstate;j++)      } 
             vareij[i][j][(int)age] += doldm[i][j];    } 
       }    free_vector(vv,1,n);  /* Doesn't work */
     }  ;
     h=1;  } 
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );  void lubksb(double **a, int n, int *indx, double b[]) 
     for(i=1; i<=nlstate;i++)  { 
       for(j=1; j<=nlstate;j++){    int i,ii=0,ip,j; 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    double sum; 
       }   
     fprintf(ficresvij,"\n");    for (i=1;i<=n;i++) { 
     free_matrix(gp,0,nhstepm,1,nlstate);      ip=indx[i]; 
     free_matrix(gm,0,nhstepm,1,nlstate);      sum=b[ip]; 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      b[ip]=b[i]; 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      if (ii) 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   } /* End age */      else if (sum) ii=i; 
        b[i]=sum; 
   free_vector(xp,1,npar);    } 
   free_matrix(doldm,1,nlstate,1,npar);    for (i=n;i>=1;i--) { 
   free_matrix(dnewm,1,nlstate,1,nlstate);      sum=b[i]; 
       for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 }      b[i]=sum/a[i][i]; 
     } 
 /************ 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)  
 {  /************ Frequencies ********************/
   /* Variance of prevalence limit */  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, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  {  /* Some frequencies */
   double **newm;    
   double **dnewm,**doldm;    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   int i, j, nhstepm, hstepm;    int first;
   int k, cptcode;    double ***freq; /* Frequencies */
   double *xp;    double *pp, **prop;
   double *gp, *gm;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   double **gradg, **trgradg;    FILE *ficresp;
   double age,agelim;    char fileresp[FILENAMELENGTH];
   int theta;    
        pp=vector(1,nlstate);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    prop=matrix(1,nlstate,iagemin,iagemax+3);
   fprintf(ficresvpl,"# Age");    strcpy(fileresp,"p");
   for(i=1; i<=nlstate;i++)    strcat(fileresp,fileres);
       fprintf(ficresvpl," %1d-%1d",i,i);    if((ficresp=fopen(fileresp,"w"))==NULL) {
   fprintf(ficresvpl,"\n");      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   xp=vector(1,npar);      exit(0);
   dnewm=matrix(1,nlstate,1,npar);    }
   doldm=matrix(1,nlstate,1,nlstate);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      j1=0;
   hstepm=1*YEARM; /* Every year of age */    
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    j=cptcoveff;
   agelim = AGESUP;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    first=1;
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    for(k1=1; k1<=j;k1++){
     gradg=matrix(1,npar,1,nlstate);      for(i1=1; i1<=ncodemax[k1];i1++){
     gp=vector(1,nlstate);        j1++;
     gm=vector(1,nlstate);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
     for(theta=1; theta <=npar; theta++){        for (i=-1; i<=nlstate+ndeath; i++)  
       for(i=1; i<=npar; i++){ /* Computes gradient */          for (jk=-1; jk<=nlstate+ndeath; jk++)  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            for(m=iagemin; m <= iagemax+3; m++)
       }              freq[i][jk][m]=0;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)      for (i=1; i<=nlstate; i++)  
         gp[i] = prlim[i][i];        for(m=iagemin; m <= iagemax+3; m++)
              prop[i][m]=0;
       for(i=1; i<=npar; i++) /* Computes gradient */        
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        dateintsum=0;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        k2cpt=0;
       for(i=1;i<=nlstate;i++)        for (i=1; i<=imx; i++) {
         gm[i] = prlim[i][i];          bool=1;
           if  (cptcovn>0) {
       for(i=1;i<=nlstate;i++)            for (z1=1; z1<=cptcoveff; z1++) 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     } /* End theta */                bool=0;
           }
     trgradg =matrix(1,nlstate,1,npar);          if (bool==1){
             for(m=firstpass; m<=lastpass; m++){
     for(j=1; j<=nlstate;j++)              k2=anint[m][i]+(mint[m][i]/12.);
       for(theta=1; theta <=npar; theta++)              if ((k2>=dateprev1) && (k2<=dateprev2)) {
         trgradg[j][theta]=gradg[theta][j];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
     for(i=1;i<=nlstate;i++)                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
       varpl[i][(int)age] =0.;                if (m<lastpass) {
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     for(i=1;i<=nlstate;i++)                }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */                
                 if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     fprintf(ficresvpl,"%.0f ",age );                  dateintsum=dateintsum+k2;
     for(i=1; i<=nlstate;i++)                  k2cpt++;
       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 */        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
   free_vector(xp,1,npar);        if  (cptcovn>0) {
   free_matrix(doldm,1,nlstate,1,npar);          fprintf(ficresp, "\n#********** Variable "); 
   free_matrix(dnewm,1,nlstate,1,nlstate);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresp, "**********\n#");
 }        }
         for(i=1; i<=nlstate;i++) 
           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
 /***********************************************/        
 /**************** Main Program *****************/        for(i=iagemin; i <= iagemax+3; i++){
 /***********************************************/          if(i==iagemax+3){
             fprintf(ficlog,"Total");
 /*int main(int argc, char *argv[])*/          }else{
 int main()            if(first==1){
 {              first=0;
               printf("See log file for details...\n");
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;            }
   double agedeb, agefin,hf;            fprintf(ficlog,"Age %d", i);
   double agemin=1.e20, agemax=-1.e20;          }
           for(jk=1; jk <=nlstate ; jk++){
   double fret;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double **xi,tmp,delta;              pp[jk] += freq[jk][m][i]; 
           }
   double dum; /* Dummy variable */          for(jk=1; jk <=nlstate ; jk++){
   double ***p3mat;            for(m=-1, pos=0; m <=0 ; m++)
   int *indx;              pos += freq[jk][m][i];
   char line[MAXLINE], linepar[MAXLINE];            if(pp[jk]>=1.e-10){
   char title[MAXLINE];              if(first==1){
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];              }
   char filerest[FILENAMELENGTH];              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   char fileregp[FILENAMELENGTH];            }else{
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];              if(first==1)
   int firstobs=1, lastobs=10;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   int sdeb, sfin; /* Status at beginning and end */              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   int c,  h , cpt,l;            }
   int ju,jl, mi;          }
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;  
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;          for(jk=1; jk <=nlstate ; jk++){
              for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   int hstepm, nhstepm;              pp[jk] += freq[jk][m][i];
   double bage, fage, age, agelim, agebase;          }       
   double ftolpl=FTOL;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   double **prlim;            pos += pp[jk];
   double *severity;            posprop += prop[jk][i];
   double ***param; /* Matrix of parameters */          }
   double  *p;          for(jk=1; jk <=nlstate ; jk++){
   double **matcov; /* Matrix of covariance */            if(pos>=1.e-5){
   double ***delti3; /* Scale */              if(first==1)
   double *delti; /* Scale */                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double ***eij, ***vareij;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double **varpl; /* Variances of prevalence limits by age */            }else{
   double *epj, vepp;              if(first==1)
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   char *alph[]={"a","a","b","c","d","e"}, str[4];              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
             }
   char z[1]="c", occ;            if( i <= iagemax){
 #include <sys/time.h>              if(pos>=1.e-5){
 #include <time.h>                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];                probs[i][jk][j1]= pp[jk]/pos;
   /* long total_usecs;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   struct timeval start_time, end_time;              }
                else
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
           }
   printf("\nIMACH, Version 0.64a");          
   printf("\nEnter the parameter file name: ");          for(jk=-1; jk <=nlstate+ndeath; jk++)
             for(m=-1; m <=nlstate+ndeath; m++)
 #ifdef windows              if(freq[jk][m][i] !=0 ) {
   scanf("%s",pathtot);              if(first==1)
   getcwd(pathcd, size);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   /*cygwin_split_path(pathtot,path,optionfile);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/              }
   /* cutv(path,optionfile,pathtot,'\\');*/          if(i <= iagemax)
             fprintf(ficresp,"\n");
 split(pathtot, path,optionfile);          if(first==1)
   chdir(path);            printf("Others in log...\n");
   replace(pathc,path);          fprintf(ficlog,"\n");
 #endif        }
 #ifdef unix      }
   scanf("%s",optionfile);    }
 #endif    dateintmean=dateintsum/k2cpt; 
    
 /*-------- arguments in the command line --------*/    fclose(ficresp);
     free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   strcpy(fileres,"r");    free_vector(pp,1,nlstate);
   strcat(fileres, optionfile);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     /* End of Freq */
   /*---------arguments file --------*/  }
   
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  /************ Prevalence ********************/
     printf("Problem with optionfile %s\n",optionfile);  void prevalence(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)
     goto end;  {  
   }    /* 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).
   strcpy(filereso,"o");       We still use firstpass and lastpass as another selection.
   strcat(filereso,fileres);    */
   if((ficparo=fopen(filereso,"w"))==NULL) {   
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   }    double ***freq; /* Frequencies */
     double *pp, **prop;
   /* Reads comments: lines beginning with '#' */    double pos,posprop; 
   while((c=getc(ficpar))=='#' && c!= EOF){    double  y2; /* in fractional years */
     ungetc(c,ficpar);    int iagemin, iagemax;
     fgets(line, MAXLINE, ficpar);  
     puts(line);    iagemin= (int) agemin;
     fputs(line,ficparo);    iagemax= (int) agemax;
   }    /*pp=vector(1,nlstate);*/
   ungetc(c,ficpar);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   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);    j1=0;
   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);    
   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);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
   covar=matrix(1,NCOVMAX,1,n);        
   if (strlen(model)<=1) cptcovn=0;    for(k1=1; k1<=j;k1++){
   else {      for(i1=1; i1<=ncodemax[k1];i1++){
     j=0;        j1++;
     j=nbocc(model,'+');        
     cptcovn=j+1;        for (i=1; i<=nlstate; i++)  
   }          for(m=iagemin; m <= iagemax+3; m++)
             prop[i][m]=0.0;
   ncovmodel=2+cptcovn;       
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */        for (i=1; i<=imx; i++) { /* Each individual */
            bool=1;
   /* Read guess parameters */          if  (cptcovn>0) {
   /* Reads comments: lines beginning with '#' */            for (z1=1; z1<=cptcoveff; z1++) 
   while((c=getc(ficpar))=='#' && c!= EOF){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     ungetc(c,ficpar);                bool=0;
     fgets(line, MAXLINE, ficpar);          } 
     puts(line);          if (bool==1) { 
     fputs(line,ficparo);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   ungetc(c,ficpar);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                  if(agev[m][i]==0) agev[m][i]=iagemax+1;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     for(i=1; i <=nlstate; i++)                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); 
     for(j=1; j <=nlstate+ndeath-1; j++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       fscanf(ficpar,"%1d%1d",&i1,&j1);                  /*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]]);*/
       fprintf(ficparo,"%1d%1d",i1,j1);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       printf("%1d%1d",i,j);                  prop[s[m][i]][iagemax+3] += weight[i]; 
       for(k=1; k<=ncovmodel;k++){                } 
         fscanf(ficpar," %lf",&param[i][j][k]);              }
         printf(" %lf",param[i][j][k]);            } /* end selection of waves */
         fprintf(ficparo," %lf",param[i][j][k]);          }
       }        }
       fscanf(ficpar,"\n");        for(i=iagemin; i <= iagemax+3; i++){  
       printf("\n");          
       fprintf(ficparo,"\n");          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     }            posprop += prop[jk][i]; 
            } 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  
   p=param[1][1];          for(jk=1; jk <=nlstate ; jk++){     
              if( i <=  iagemax){ 
   /* Reads comments: lines beginning with '#' */              if(posprop>=1.e-5){ 
   while((c=getc(ficpar))=='#' && c!= EOF){                probs[i][jk][j1]= prop[jk][i]/posprop;
     ungetc(c,ficpar);              } 
     fgets(line, MAXLINE, ficpar);            } 
     puts(line);          }/* end jk */ 
     fputs(line,ficparo);        }/* end i */ 
   }      } /* end i1 */
   ungetc(c,ficpar);    } /* end k1 */
     
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    /*free_vector(pp,1,nlstate);*/
   for(i=1; i <=nlstate; i++){    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     for(j=1; j <=nlstate+ndeath-1; j++){  }  /* End of prevalence */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       printf("%1d%1d",i,j);  /************* Waves Concatenation ***************/
       fprintf(ficparo,"%1d%1d",i1,j1);  
       for(k=1; k<=ncovmodel;k++){  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)
         fscanf(ficpar,"%le",&delti3[i][j][k]);  {
         printf(" %le",delti3[i][j][k]);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
         fprintf(ficparo," %le",delti3[i][j][k]);       Death is a valid wave (if date is known).
       }       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       fscanf(ficpar,"\n");       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       printf("\n");       and mw[mi+1][i]. dh depends on stepm.
       fprintf(ficparo,"\n");       */
     }  
   }    int i, mi, m;
   delti=delti3[1][1];    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
         double sum=0., jmean=0.;*/
   /* Reads comments: lines beginning with '#' */    int first;
   while((c=getc(ficpar))=='#' && c!= EOF){    int j, k=0,jk, ju, jl;
     ungetc(c,ficpar);    double sum=0.;
     fgets(line, MAXLINE, ficpar);    first=0;
     puts(line);    jmin=1e+5;
     fputs(line,ficparo);    jmax=-1;
   }    jmean=0.;
   ungetc(c,ficpar);    for(i=1; i<=imx; i++){
        mi=0;
   matcov=matrix(1,npar,1,npar);      m=firstpass;
   for(i=1; i <=npar; i++){      while(s[m][i] <= nlstate){
     fscanf(ficpar,"%s",&str);        if(s[m][i]>=1)
     printf("%s",str);          mw[++mi][i]=m;
     fprintf(ficparo,"%s",str);        if(m >=lastpass)
     for(j=1; j <=i; j++){          break;
       fscanf(ficpar," %le",&matcov[i][j]);        else
       printf(" %.5le",matcov[i][j]);          m++;
       fprintf(ficparo," %.5le",matcov[i][j]);      }/* end while */
     }      if (s[m][i] > nlstate){
     fscanf(ficpar,"\n");        mi++;     /* Death is another wave */
     printf("\n");        /* if(mi==0)  never been interviewed correctly before death */
     fprintf(ficparo,"\n");           /* Only death is a correct wave */
   }        mw[mi][i]=m;
   for(i=1; i <=npar; i++)      }
     for(j=i+1;j<=npar;j++)  
       matcov[i][j]=matcov[j][i];      wav[i]=mi;
          if(mi==0){
   printf("\n");        if(first==0){
           printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
           first=1;
    if(mle==1){        }
     /*-------- data file ----------*/        if(first==1){
     if((ficres =fopen(fileres,"w"))==NULL) {          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
       printf("Problem with resultfile: %s\n", fileres);goto end;        }
     }      } /* end mi==0 */
     fprintf(ficres,"#%s\n",version);    } /* End individuals */
      
     if((fic=fopen(datafile,"r"))==NULL)    {    for(i=1; i<=imx; i++){
       printf("Problem with datafile: %s\n", datafile);goto end;      for(mi=1; mi<wav[i];mi++){
     }        if (stepm <=0)
           dh[mi][i]=1;
     n= lastobs;        else{
     severity = vector(1,maxwav);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     outcome=imatrix(1,maxwav+1,1,n);            if (agedc[i] < 2*AGESUP) {
     num=ivector(1,n);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     moisnais=vector(1,n);            if(j==0) j=1;  /* Survives at least one month after exam */
     annais=vector(1,n);            k=k+1;
     moisdc=vector(1,n);            if (j >= jmax) jmax=j;
     andc=vector(1,n);            if (j <= jmin) jmin=j;
     agedc=vector(1,n);            sum=sum+j;
     cod=ivector(1,n);            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     weight=vector(1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d 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]);
     mint=matrix(1,maxwav,1,n);            }
     anint=matrix(1,maxwav,1,n);          }
     s=imatrix(1,maxwav+1,1,n);          else{
     adl=imatrix(1,maxwav+1,1,n);                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     tab=ivector(1,NCOVMAX);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     ncodemax=ivector(1,8);            k=k+1;
             if (j >= jmax) jmax=j;
     i=1;            else if (j <= jmin)jmin=j;
     while (fgets(line, MAXLINE, fic) != NULL)    {            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       if ((i >= firstobs) && (i <=lastobs)) {            /*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]);*/
                    if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         for (j=maxwav;j>=1;j--){            sum=sum+j;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          }
           strcpy(line,stra);          jk= j/stepm;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          jl= j -jk*stepm;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          ju= j -(jk+1)*stepm;
         }          if(mle <=1){ 
                    if(jl==0){
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=0;
             }else{ /* We want a negative bias in order to only have interpolation ie
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                    * at the price of an extra matrix product in likelihood */
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk+1;
               bh[mi][i]=ju;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);            }
         for (j=ncov;j>=1;j--){          }else{
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            if(jl <= -ju){
         }              dh[mi][i]=jk;
         num[i]=atol(stra);              bh[mi][i]=jl;       /* bias is positive if real duration
                                    * is higher than the multiple of stepm and negative otherwise.
         /*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]));*/                                   */
             }
         i=i+1;            else{
       }              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
             }
     /*scanf("%d",i);*/            if(dh[mi][i]==0){
   imx=i-1; /* Number of individuals */              dh[mi][i]=1; /* At least one step */
               bh[mi][i]=ju; /* At least one step */
   /* Calculation of the number of parameter from char model*/              /*  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);*/
   Tvar=ivector(1,8);                }
              }
   if (strlen(model) >1){        } /* end if mle */
     j=0;      } /* end wave */
     j=nbocc(model,'+');    }
     cptcovn=j+1;    jmean=sum/k;
        printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     strcpy(modelsav,model);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     if (j==0) {   }
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);  
     }  /*********** Tricode ****************************/
     else {  void tricode(int *Tvar, int **nbcode, int imx)
       for(i=j; i>=1;i--){  {
         cutv(stra,strb,modelsav,'+');    
         if (strchr(strb,'*')) {    int Ndum[20],ij=1, k, j, i, maxncov=19;
           cutv(strd,strc,strb,'*');    int cptcode=0;
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;    cptcoveff=0; 
           cutv(strb,strc,strd,'V');   
           for (k=1; k<=lastobs;k++)    for (k=0; k<maxncov; k++) Ndum[k]=0;
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    for (k=1; k<=7; k++) ncodemax[k]=0;
         }  
         else {cutv(strd,strc,strb,'V');    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         Tvar[i+1]=atoi(strc);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
         }                                 modality*/ 
         strcpy(modelsav,stra);          ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       }        Ndum[ij]++; /*store the modality */
       cutv(strd,strc,stra,'V');        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       Tvar[1]=atoi(strc);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     }                                         Tvar[j]. If V=sex and male is 0 and 
   }                                         female is 1, then  cptcode=1.*/
   /*printf("tvar=%d ",Tvar[1]);      }
   scanf("%d ",i);*/  
     fclose(fic);      for (i=0; i<=cptcode; i++) {
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
     if (weightopt != 1) { /* Maximisation without weights*/      }
       for(i=1;i<=n;i++) weight[i]=1.0;  
     }      ij=1; 
     /*-calculation of age at interview from date of interview and age at death -*/      for (i=1; i<=ncodemax[j]; i++) {
     agev=matrix(1,maxwav,1,imx);        for (k=0; k<= maxncov; k++) {
              if (Ndum[k] != 0) {
     for (i=1; i<=imx; i++)  {            nbcode[Tvar[j]][ij]=k; 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            /* 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; */
       for(m=1; (m<= maxwav); m++){            
         if(s[m][i] >0){            ij++;
           if (s[m][i] == nlstate+1) {          }
             if(agedc[i]>0)          if (ij > ncodemax[j]) break; 
               if(moisdc[i]!=99 && andc[i]!=9999)        }  
               agev[m][i]=agedc[i];      } 
             else{    }  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  
               agev[m][i]=-1;   for (k=0; k< maxncov; k++) Ndum[k]=0;
             }  
           }   for (i=1; i<=ncovmodel-2; i++) { 
           else if(s[m][i] !=9){ /* Should no more exist */     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);     ij=Tvar[i];
             if(mint[m][i]==99 || anint[m][i]==9999)     Ndum[ij]++;
               agev[m][i]=1;   }
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];   ij=1;
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/   for (i=1; i<= maxncov; i++) {
             }     if((Ndum[i]!=0) && (i<=ncovcol)){
             else if(agev[m][i] >agemax){       Tvaraff[ij]=i; /*For printing */
               agemax=agev[m][i];       ij++;
              /* 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;*/   cptcoveff=ij-1; /*Number of simple covariates*/
           }  }
           else { /* =9 */  
             agev[m][i]=1;  /*********** Health Expectancies ****************/
             s[m][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 )
         }  
         else /*= 0 Unknown */  {
           agev[m][i]=1;    /* Health expectancies */
       }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
        double age, agelim, hf;
     }    double ***p3mat,***varhe;
     for (i=1; i<=imx; i++)  {    double **dnewm,**doldm;
       for(m=1; (m<= maxwav); m++){    double *xp;
         if (s[m][i] > (nlstate+ndeath)) {    double **gp, **gm;
           printf("Error: Wrong value in nlstate or ndeath\n");      double ***gradg, ***trgradg;
           goto end;    int theta;
         }  
       }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     }    xp=vector(1,npar);
     dnewm=matrix(1,nlstate*nlstate,1,npar);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
     free_vector(severity,1,maxwav);    fprintf(ficreseij,"# Health expectancies\n");
     free_imatrix(outcome,1,maxwav+1,1,n);    fprintf(ficreseij,"# Age");
     free_vector(moisnais,1,n);    for(i=1; i<=nlstate;i++)
     free_vector(annais,1,n);      for(j=1; j<=nlstate;j++)
     free_matrix(mint,1,maxwav,1,n);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     free_matrix(anint,1,maxwav,1,n);    fprintf(ficreseij,"\n");
     free_vector(moisdc,1,n);  
     free_vector(andc,1,n);    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
        }
     wav=ivector(1,imx);    else  hstepm=estepm;   
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    /* We compute the life expectancy from trapezoids spaced every estepm months
     mw=imatrix(1,lastpass-firstpass+1,1,imx);     * This is mainly to measure the difference between two models: for example
         * if stepm=24 months pijx are given only every 2 years and by summing them
     /* Concatenates waves */     * we are calculating an estimate of the Life Expectancy assuming a linear 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);     * progression in between and thus overestimating or underestimating according
      * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
 Tcode=ivector(1,100);     * to compare the new estimate of Life expectancy with the same linear 
    nbcode=imatrix(1,nvar,1,8);       * hypothesis. A more precise result, taking into account a more precise
    ncodemax[1]=1;     * curvature will be obtained if estepm is as small as stepm. */
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
      /* For example we decided to compute the life expectancy with the smallest unit */
    codtab=imatrix(1,100,1,10);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
    h=0;       nhstepm is the number of hstepm from age to agelim 
    m=pow(2,cptcovn);       nstepm is the number of stepm from age to agelin. 
         Look at hpijx to understand the reason of that which relies in memory size
    for(k=1;k<=cptcovn; k++){       and note for a fixed period like estepm months */
      for(i=1; i <=(m/pow(2,k));i++){    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        for(j=1; j <= ncodemax[k]; j++){       survival function given by stepm (the optimization length). Unfortunately it
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){       means that if the survival funtion is printed only each two years of age and if
            h++;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
            if (h>m) h=1;codtab[h][k]=j;       results. So we changed our mind and took the option of the best precision.
          }    */
        }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      }  
    }    agelim=AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
    /*for(i=1; i <=m ;i++){      /* nhstepm age range expressed in number of stepm */
      for(k=1; k <=cptcovn; k++){      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
      }      /* if (stepm >= YEARM) hstepm=1;*/
      printf("\n");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
    }*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
    /*scanf("%d",i);*/      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
          gp=matrix(0,nhstepm,1,nlstate*nlstate);
    /* Calculates basic frequencies. Computes observed prevalence at single age      gm=matrix(0,nhstepm,1,nlstate*nlstate);
        and prints on file fileres'p'. */  
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
          in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     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 */      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
          /* Computing Variances of health expectancies */
     /* 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] */       for(theta=1; theta <=npar; theta++){
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        for(i=1; i<=npar; i++){ 
              xp[i] = x[i] + (i==theta ?delti[theta]:0);
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        
     /*--------- results files --------------*/        cptj=0;
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);        for(j=1; j<= nlstate; j++){
              for(i=1; i<=nlstate; i++){
    jk=1;            cptj=cptj+1;
    fprintf(ficres,"# Parameters\n");            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
    printf("# Parameters\n");              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    for(i=1,jk=1; i <=nlstate; i++){            }
      for(k=1; k <=(nlstate+ndeath); k++){          }
        if (k != i)        }
          {       
            printf("%d%d ",i,k);       
            fprintf(ficres,"%1d%1d ",i,k);        for(i=1; i<=npar; i++) 
            for(j=1; j <=ncovmodel; j++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
              printf("%f ",p[jk]);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
              fprintf(ficres,"%f ",p[jk]);        
              jk++;        cptj=0;
            }        for(j=1; j<= nlstate; j++){
            printf("\n");          for(i=1;i<=nlstate;i++){
            fprintf(ficres,"\n");            cptj=cptj+1;
          }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
      }  
    }              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
     /* Computing hessian and covariance matrix */          }
     ftolhess=ftol; /* Usually correct */        }
     hesscov(matcov, p, npar, delti, ftolhess, func);        for(j=1; j<= nlstate*nlstate; j++)
     fprintf(ficres,"# Scales\n");          for(h=0; h<=nhstepm-1; h++){
     printf("# Scales\n");            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
      for(i=1,jk=1; i <=nlstate; i++){          }
       for(j=1; j <=nlstate+ndeath; j++){       } 
         if (j!=i) {     
           fprintf(ficres,"%1d%1d",i,j);  /* End theta */
           printf("%1d%1d",i,j);  
           for(k=1; k<=ncovmodel;k++){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
             printf(" %.5e",delti[jk]);  
             fprintf(ficres," %.5e",delti[jk]);       for(h=0; h<=nhstepm-1; h++)
             jk++;        for(j=1; j<=nlstate*nlstate;j++)
           }          for(theta=1; theta <=npar; theta++)
           printf("\n");            trgradg[h][j][theta]=gradg[h][theta][j];
           fprintf(ficres,"\n");       
         }  
       }       for(i=1;i<=nlstate*nlstate;i++)
       }        for(j=1;j<=nlstate*nlstate;j++)
              varhe[i][j][(int)age] =0.;
     k=1;  
     fprintf(ficres,"# Covariance\n");       printf("%d|",(int)age);fflush(stdout);
     printf("# Covariance\n");       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
     for(i=1;i<=npar;i++){       for(h=0;h<=nhstepm-1;h++){
       /*  if (k>nlstate) k=1;        for(k=0;k<=nhstepm-1;k++){
       i1=(i-1)/(ncovmodel*nlstate)+1;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       printf("%s%d%d",alph[k],i1,tab[i]);*/          for(i=1;i<=nlstate*nlstate;i++)
       fprintf(ficres,"%3d",i);            for(j=1;j<=nlstate*nlstate;j++)
       printf("%3d",i);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
       for(j=1; j<=i;j++){        }
         fprintf(ficres," %.5e",matcov[i][j]);      }
         printf(" %.5e",matcov[i][j]);      /* Computing expectancies */
       }      for(i=1; i<=nlstate;i++)
       fprintf(ficres,"\n");        for(j=1; j<=nlstate;j++)
       printf("\n");          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
       k++;            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     }            
      /* 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]);*/
     while((c=getc(ficpar))=='#' && c!= EOF){  
       ungetc(c,ficpar);          }
       fgets(line, MAXLINE, ficpar);  
       puts(line);      fprintf(ficreseij,"%3.0f",age );
       fputs(line,ficparo);      cptj=0;
     }      for(i=1; i<=nlstate;i++)
     ungetc(c,ficpar);        for(j=1; j<=nlstate;j++){
            cptj++;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
            }
     if (fage <= 2) {      fprintf(ficreseij,"\n");
       bage = agemin;     
       fage = agemax;      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     }      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 /*------------ gnuplot -------------*/    }
 chdir(pathcd);    printf("\n");
   if((ficgp=fopen("graph.plt","w"))==NULL) {    fprintf(ficlog,"\n");
     printf("Problem with file graph.gp");goto end;  
   }    free_vector(xp,1,npar);
 #ifdef windows    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   fprintf(ficgp,"cd \"%s\" \n",pathc);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 #endif    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 m=pow(2,cptcovn);  }
    
  /* 1eme*/  /************ Variance ******************/
   for (cpt=1; cpt<= nlstate ; cpt ++) {  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)
    for (k1=1; k1<= m ; k1 ++) {  {
     /* Variance of health expectancies */
 #ifdef windows    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     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);    /* double **newm;*/
 #endif    double **dnewm,**doldm;
 #ifdef unix    double **dnewmp,**doldmp;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    int i, j, nhstepm, hstepm, h, nstepm ;
 #endif    int k, cptcode;
     double *xp;
 for (i=1; i<= nlstate ; i ++) {    double **gp, **gm;  /* for var eij */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    double ***gradg, ***trgradg; /*for var eij */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double **gradgp, **trgradgp; /* for var p point j */
 }    double *gpp, *gmp; /* for var p point j */
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     for (i=1; i<= nlstate ; i ++) {    double ***p3mat;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    double age,agelim, hf;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double ***mobaverage;
 }    int theta;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    char digit[4];
      for (i=1; i<= nlstate ; i ++) {    char digitp[25];
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    char fileresprobmorprev[FILENAMELENGTH];
 }    
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    if(popbased==1){
 #ifdef unix      if(mobilav!=0)
 fprintf(ficgp,"\nset ter gif small size 400,300");        strcpy(digitp,"-populbased-mobilav-");
 #endif      else strcpy(digitp,"-populbased-nomobil-");
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    }
    }    else 
   }      strcpy(digitp,"-stablbased-");
   /*2 eme*/  
     if (mobilav!=0) {
   for (k1=1; k1<= m ; k1 ++) {      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
            fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
     for (i=1; i<= nlstate+1 ; i ++) {        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       k=2*i;      }
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    }
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    strcpy(fileresprobmorprev,"prmorprev"); 
   else fprintf(ficgp," \%%*lf (\%%*lf)");    sprintf(digit,"%-d",ij);
 }      /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    strcat(fileresprobmorprev,fileres);
       for (j=1; j<= nlstate+1 ; j ++) {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      printf("Problem with resultfile: %s\n", fileresprobmorprev);
         else fprintf(ficgp," \%%*lf (\%%*lf)");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 }      }
       fprintf(ficgp,"\" t\"\" w l 0,");    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       for (j=1; j<= nlstate+1 ; 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);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 }        fprintf(ficresprobmorprev," p.%-d SE",j);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      for(i=1; i<=nlstate;i++)
       else fprintf(ficgp,"\" t\"\" w l 0,");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }    }  
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    fprintf(ficresprobmorprev,"\n");
   }    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
        printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
   /*3eme*/      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       exit(0);
   for (k1=1; k1<= m ; k1 ++) {    }
     for (cpt=1; cpt<= nlstate ; cpt ++) {    else{
       k=2+nlstate*(cpt-1);      fprintf(ficgp,"\n# Routine varevsij");
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    }
       for (i=1; i< nlstate ; i ++) {    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
         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);      printf("Problem with html file: %s\n", optionfilehtm);
       }      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      exit(0);
     }    }
   }    else{
        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");
   /* CV preval stat */      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   for (k1=1; k1<= m ; k1 ++) {    }
     for (cpt=1; cpt<nlstate ; cpt ++) {    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       k=3;  
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
       for (i=1; i< nlstate ; i ++)    fprintf(ficresvij,"# Age");
         fprintf(ficgp,"+$%d",k+i+1);    for(i=1; i<=nlstate;i++)
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);      for(j=1; j<=nlstate;j++)
              fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       l=3+(nlstate+ndeath)*cpt;    fprintf(ficresvij,"\n");
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {    xp=vector(1,npar);
         l=3+(nlstate+ndeath)*cpt;    dnewm=matrix(1,nlstate,1,npar);
         fprintf(ficgp,"+$%d",l+i+1);    doldm=matrix(1,nlstate,1,nlstate);
       }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   }    gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
   /* proba elementaires */    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
    for(i=1,jk=1; i <=nlstate; i++){    
     for(k=1; k <=(nlstate+ndeath); k++){    if(estepm < stepm){
       if (k != i) {      printf ("Problem %d lower than %d\n",estepm, stepm);
         for(j=1; j <=ncovmodel; j++){    }
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    else  hstepm=estepm;   
           /*fprintf(ficgp,"%s",alph[1]);*/    /* For example we decided to compute the life expectancy with the smallest unit */
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           jk++;       nhstepm is the number of hstepm from age to agelim 
           fprintf(ficgp,"\n");       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 k years */
     }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     }       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
   for(jk=1; jk <=m; jk++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);       results. So we changed our mind and took the option of the best precision.
    i=1;    */
    for(k2=1; k2<=nlstate; k2++) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      k3=i;    agelim = AGESUP;
      for(k=1; k<=(nlstate+ndeath); k++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        if (k != k2){      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         for(j=3; j <=ncovmodel; j++)      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
           fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      gp=matrix(0,nhstepm,1,nlstate);
         fprintf(ficgp,")/(1");      gm=matrix(0,nhstepm,1,nlstate);
   
         for(k1=1; k1 <=nlstate+1; k1=k1+2){    
             fprintf(ficgp,"+exp(p%d+p%d*x",k1+k3-1,k1+k3);      for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
             for(j=3; j <=ncovmodel; j++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
               fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        }
             fprintf(ficgp,")");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        if (popbased==1) {
     i=i+ncovmodel;          if(mobilav ==0){
        }            for(i=1; i<=nlstate;i++)
      }              prlim[i][i]=probs[(int)age][i][ij];
    }          }else{ /* mobilav */ 
   fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);            for(i=1; i<=nlstate;i++)
    }              prlim[i][i]=mobaverage[(int)age][i][ij];
              }
   fclose(ficgp);        }
        
 chdir(path);        for(j=1; j<= nlstate; j++){
     free_matrix(agev,1,maxwav,1,imx);          for(h=0; h<=nhstepm; h++){
     free_ivector(wav,1,imx);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          }
            }
     free_imatrix(s,1,maxwav+1,1,n);        /* This for computing probability of death (h=1 means
               computed over hstepm matrices product = hstepm*stepm months) 
               as a weighted average of prlim.
     free_ivector(num,1,n);        */
     free_vector(agedc,1,n);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     free_vector(weight,1,n);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            gpp[j] += prlim[i][i]*p3mat[i][j][1];
     fclose(ficparo);        }    
     fclose(ficres);        /* end probability of death */
    }  
            for(i=1; i<=npar; i++) /* Computes gradient x - delta */
    /*________fin mle=1_________*/          xp[i] = x[i] - (i==theta ?delti[theta]:0);
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     
     /* No more information from the sample is required now */        if (popbased==1) {
   /* Reads comments: lines beginning with '#' */          if(mobilav ==0){
   while((c=getc(ficpar))=='#' && c!= EOF){            for(i=1; i<=nlstate;i++)
     ungetc(c,ficpar);              prlim[i][i]=probs[(int)age][i][ij];
     fgets(line, MAXLINE, ficpar);          }else{ /* mobilav */ 
     puts(line);            for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);              prlim[i][i]=mobaverage[(int)age][i][ij];
   }          }
   ungetc(c,ficpar);        }
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        for(j=1; j<= nlstate; j++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          for(h=0; h<=nhstepm; h++){
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 /*--------- index.htm --------*/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
   if((fichtm=fopen("index.htm","w"))==NULL)    {        }
     printf("Problem with index.htm \n");goto end;        /* This for computing probability of death (h=1 means
   }           computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n        */
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n        for(j=nlstate+1;j<=nlstate+ndeath;j++){
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>          for(i=1,gmp[j]=0.; i<= nlstate; i++)
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>           gmp[j] += prlim[i][i]*p3mat[i][j][1];
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        }    
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        /* end probability of death */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>        for(j=1; j<= nlstate; j++) /* vareij */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>          for(h=0; h<=nhstepm; 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);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
  fprintf(fichtm," <li>Graphs</li>\n<p>");  
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
  m=cptcovn;          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}        }
   
  j1=0;      } /* End theta */
  for(k1=1; k1<=m;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
        j1++;  
        if (cptcovn > 0) {      for(h=0; h<=nhstepm; h++) /* veij */
          fprintf(fichtm,"<hr>************ Results for covariates");        for(j=1; j<=nlstate;j++)
          for (cpt=1; cpt<=cptcovn;cpt++)          for(theta=1; theta <=npar; theta++)
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);            trgradg[h][j][theta]=gradg[h][theta][j];
          fprintf(fichtm," ************\n<hr>");  
        }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
        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);              trgradgp[j][theta]=gradgp[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);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        }      for(i=1;i<=nlstate;i++)
     for(cpt=1; cpt<=nlstate;cpt++) {        for(j=1;j<=nlstate;j++)
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident          vareij[i][j][(int)age] =0.;
 interval) in state (%d): v%s%d%d.gif <br>  
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        for(h=0;h<=nhstepm;h++){
      }        for(k=0;k<=nhstepm;k++){
      for(cpt=1; cpt<=nlstate;cpt++) {          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(i=1;i<=nlstate;i++)
      }            for(j=1;j<=nlstate;j++)
      fprintf(fichtm,"\n<br>- Total life expectancy by age and              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 health expectancies in states (1) and (2): e%s%d.gif<br>        }
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      }
 fprintf(fichtm,"\n</body>");    
    }      /* pptj */
  }      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 fclose(fichtm);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
   /*--------------- Prevalence limit --------------*/        for(i=nlstate+1;i<=nlstate+ndeath;i++)
            varppt[j][i]=doldmp[j][i];
   strcpy(filerespl,"pl");      /* end ppptj */
   strcat(filerespl,fileres);      /*  x centered again */
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
   }   
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      if (popbased==1) {
   fprintf(ficrespl,"#Prevalence limit\n");        if(mobilav ==0){
   fprintf(ficrespl,"#Age ");          for(i=1; i<=nlstate;i++)
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            prlim[i][i]=probs[(int)age][i][ij];
   fprintf(ficrespl,"\n");        }else{ /* mobilav */ 
            for(i=1; i<=nlstate;i++)
   prlim=matrix(1,nlstate,1,nlstate);            prlim[i][i]=mobaverage[(int)age][i][ij];
   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 */      /* This for computing probability of death (h=1 means
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
   k=0;         as a weighted average of prlim.
   agebase=agemin;      */
   agelim=agemax;      for(j=nlstate+1;j<=nlstate+ndeath;j++){
   ftolpl=1.e-10;        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
   i1=cptcovn;          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   if (cptcovn < 1){i1=1;}      }    
       /* end probability of death */
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
         k=k+1;      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         fprintf(ficrespl,"\n#****** ");        for(i=1; i<=nlstate;i++){
         for(j=1;j<=cptcovn;j++)          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        }
         fprintf(ficrespl,"******\n");      } 
              fprintf(ficresprobmorprev,"\n");
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      fprintf(ficresvij,"%.0f ",age );
           fprintf(ficrespl,"%.0f",age );      for(i=1; i<=nlstate;i++)
           for(i=1; i<=nlstate;i++)        for(j=1; j<=nlstate;j++){
           fprintf(ficrespl," %.5f", prlim[i][i]);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
           fprintf(ficrespl,"\n");        }
         }      fprintf(ficresvij,"\n");
       }      free_matrix(gp,0,nhstepm,1,nlstate);
     }      free_matrix(gm,0,nhstepm,1,nlstate);
   fclose(ficrespl);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   /*------------- h Pij x at various ages ------------*/      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
        free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    } /* End age */
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    free_vector(gpp,nlstate+1,nlstate+ndeath);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    free_vector(gmp,nlstate+1,nlstate+ndeath);
   }    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   printf("Computing pij: result on file '%s' \n", filerespij);    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");
   stepsize=(int) (stepm+YEARM-1)/YEARM;    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   if (stepm<=24) stepsize=2;    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); */
   agelim=AGESUP;  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   hstepm=stepsize*YEARM; /* Every year of age */  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
      fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   k=0;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
       k=k+1;    /*  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(ficrespij,"\n#****** ");  */
         for(j=1;j<=cptcovn;j++)    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);  
         fprintf(ficrespij,"******\n");    free_vector(xp,1,npar);
            free_matrix(doldm,1,nlstate,1,nlstate);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    free_matrix(dnewm,1,nlstate,1,npar);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           oldm=oldms;savm=savms;    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      fclose(ficresprobmorprev);
           fprintf(ficrespij,"# Age");    fclose(ficgp);
           for(i=1; i<=nlstate;i++)    fclose(fichtm);
             for(j=1; j<=nlstate+ndeath;j++)  }  
               fprintf(ficrespij," %1d-%1d",i,j);  
           fprintf(ficrespij,"\n");  /************ Variance of prevlim ******************/
           for (h=0; h<=nhstepm; h++){  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  {
             for(i=1; i<=nlstate;i++)    /* Variance of prevalence limit */
               for(j=1; j<=nlstate+ndeath;j++)    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    double **newm;
             fprintf(ficrespij,"\n");    double **dnewm,**doldm;
           }    int i, j, nhstepm, hstepm;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int k, cptcode;
           fprintf(ficrespij,"\n");    double *xp;
         }    double *gp, *gm;
     }    double **gradg, **trgradg;
   }    double age,agelim;
     int theta;
   fclose(ficrespij);     
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
   /*---------- Health expectancies and variances ------------*/    fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
   strcpy(filerest,"t");        fprintf(ficresvpl," %1d-%1d",i,i);
   strcat(filerest,fileres);    fprintf(ficresvpl,"\n");
   if((ficrest=fopen(filerest,"w"))==NULL) {  
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    xp=vector(1,npar);
   }    dnewm=matrix(1,nlstate,1,npar);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
   strcpy(filerese,"e");    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   strcat(filerese,fileres);    agelim = AGESUP;
   if((ficreseij=fopen(filerese,"w"))==NULL) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   }      if (stepm >= YEARM) hstepm=1;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
  strcpy(fileresv,"v");      gp=vector(1,nlstate);
   strcat(fileresv,fileres);      gm=vector(1,nlstate);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      for(theta=1; theta <=npar; theta++){
   }        for(i=1; i<=npar; i++){ /* Computes gradient */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   k=0;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   for(cptcov=1;cptcov<=i1;cptcov++){        for(i=1;i<=nlstate;i++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          gp[i] = prlim[i][i];
       k=k+1;      
       fprintf(ficrest,"\n#****** ");        for(i=1; i<=npar; i++) /* Computes gradient */
       for(j=1;j<=cptcovn;j++)          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficrest,"******\n");        for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcovn;j++)        for(i=1;i<=nlstate;i++)
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       fprintf(ficreseij,"******\n");      } /* End theta */
   
       fprintf(ficresvij,"\n#****** ");      trgradg =matrix(1,nlstate,1,npar);
       for(j=1;j<=cptcovn;j++)  
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      for(j=1; j<=nlstate;j++)
       fprintf(ficresvij,"******\n");        for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;      for(i=1;i<=nlstate;i++)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          varpl[i][(int)age] =0.;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       oldm=oldms;savm=savms;      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      for(i=1;i<=nlstate;i++)
              varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      fprintf(ficresvpl,"%.0f ",age );
       fprintf(ficrest,"\n");      for(i=1; i<=nlstate;i++)
                fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       hf=1;      fprintf(ficresvpl,"\n");
       if (stepm >= YEARM) hf=stepm/YEARM;      free_vector(gp,1,nlstate);
       epj=vector(1,nlstate+1);      free_vector(gm,1,nlstate);
       for(age=bage; age <=fage ;age++){      free_matrix(gradg,1,npar,1,nlstate);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      free_matrix(trgradg,1,nlstate,1,npar);
         fprintf(ficrest," %.0f",age);    } /* End age */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){  
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    free_vector(xp,1,npar);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    free_matrix(doldm,1,nlstate,1,npar);
           }    free_matrix(dnewm,1,nlstate,1,nlstate);
           epj[nlstate+1] +=epj[j];  
         }  }
         for(i=1, vepp=0.;i <=nlstate;i++)  
           for(j=1;j <=nlstate;j++)  /************ Variance of one-step probabilities  ******************/
             vepp += vareij[i][j][(int)age];  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));  {
         for(j=1;j <=nlstate;j++){    int i, j=0,  i1, k1, l1, t, tj;
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    int k2, l2, j1,  z1;
         }    int k=0,l, cptcode;
         fprintf(ficrest,"\n");    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;
  fclose(ficreseij);    double **gradg, **trgradg;
  fclose(ficresvij);    double **mu;
   fclose(ficrest);    double age,agelim, cov[NCOVMAX];
   fclose(ficpar);    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   free_vector(epj,1,nlstate+1);    int theta;
   /*  scanf("%d ",i); */    char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
   /*------- Variance limit prevalence------*/      char fileresprobcor[FILENAMELENGTH];
   
 strcpy(fileresvpl,"vpl");    double ***varpij;
   strcat(fileresvpl,fileres);  
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    strcpy(fileresprob,"prob"); 
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    strcat(fileresprob,fileres);
     exit(0);    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
   }      printf("Problem with resultfile: %s\n", fileresprob);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
  k=0;    strcpy(fileresprobcov,"probcov"); 
  for(cptcov=1;cptcov<=i1;cptcov++){    strcat(fileresprobcov,fileres);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
      k=k+1;      printf("Problem with resultfile: %s\n", fileresprobcov);
      fprintf(ficresvpl,"\n#****** ");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
      for(j=1;j<=cptcovn;j++)    }
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    strcpy(fileresprobcor,"probcor"); 
      fprintf(ficresvpl,"******\n");    strcat(fileresprobcor,fileres);
          if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      printf("Problem with resultfile: %s\n", fileresprobcor);
      oldm=oldms;savm=savms;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    }
    }    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);
   fclose(ficresvpl);    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);
   /*---------- End : free ----------------*/    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    
      fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficresprob,"# Age");
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
      fprintf(ficresprobcov,"# Age");
      fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    fprintf(ficresprobcov,"# Age");
   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);    for(i=1; i<=nlstate;i++)
        for(j=1; j<=(nlstate+ndeath);j++){
   free_matrix(matcov,1,npar,1,npar);        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   free_vector(delti,1,npar);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
          fprintf(ficresprobcor," p%1d-%1d ",i,j);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      }  
    /* fprintf(ficresprob,"\n");
   printf("End of Imach\n");    fprintf(ficresprobcov,"\n");
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    fprintf(ficresprobcor,"\n");
     */
   /* 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);*/   xp=vector(1,npar);
   /*printf("Total time was %d uSec.\n", total_usecs);*/    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   /*------ End -----------*/    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
  end:    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 #ifdef windows    first=1;
  chdir(pathcd);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 #endif      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
  system("wgnuplot graph.plt");      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       exit(0);
 #ifdef windows    }
   while (z[0] != 'q') {    else{
     chdir(pathcd);      fprintf(ficgp,"\n# Routine varprob");
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    }
     scanf("%s",z);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     if (z[0] == 'c') system("./imach");      printf("Problem with html file: %s\n", optionfilehtm);
     else if (z[0] == 'e') {      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       chdir(path);      exit(0);
       system("index.htm");    }
     }    else{
     else if (z[0] == 'q') exit(0);      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   }      fprintf(fichtm,"\n");
 #endif  
 }      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
       fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
       fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
   
     }
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fclose(ficgp);
     fclose(fichtm);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
     if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
       fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
    - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
      <a href=\"e%s\">e%s</a> <br>\n</li>", \
     jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br>
   <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
   <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
   <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
    - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
    - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
    - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   fclose(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
     if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
       fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
     }
   
     /*#ifdef windows */
       fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   m=pow(2,cptcoveff);
     
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
         
         for (i=1; i<= nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fclose(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(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(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);
   }
   
   /***********************************************/
   /**************** 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;
     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[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     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, 80)!= 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, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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);
     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);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         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");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     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);
       puts(line);
       fputs(line,ficparo);
     }
     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);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%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]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     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);
       puts(line);
       fputs(line,ficparo);
     }
     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]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       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");
   
   
     /*-------- 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=ivector(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);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         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("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d 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 %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d 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 %d 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;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       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) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_ivector(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);
   
   
     /*---------- 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(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* 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 -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.5  
changed lines
  Added in v.1.82


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