Diff for /imach/src/imach.c between versions 1.10 and 1.93

version 1.10, 2001/05/09 14:25:42 version 1.93, 2003/06/25 16:33:55
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.93  2003/06/25 16:33:55  brouard
   individuals from different ages are interviewed on their health status    (Module): On windows (cygwin) function asctime_r doesn't
   or degree of  disability. At least a second wave of interviews    exist so I changed back to asctime which exists.
   ("longitudinal") should  measure each new individual health status.    (Module): Version 0.96b
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.92  2003/06/25 16:30:45  brouard
   of life states). More degrees you consider, more time is necessary to    (Module): On windows (cygwin) function asctime_r doesn't
   reach the Maximum Likelihood of the parameters involved in the model.    exist so I changed back to asctime which exists.
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.91  2003/06/25 15:30:29  brouard
   to be observed in state i at the first wave. Therefore the model is:    * imach.c (Repository): Duplicated warning errors corrected.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    (Repository): Elapsed time after each iteration is now output. It
   is a covariate. If you want to have a more complex model than "constant and    helps to forecast when convergence will be reached. Elapsed time
   age", you should modify the program where the markup    is stamped in powell.  We created a new html file for the graphs
     *Covariates have to be included here again* invites you to do it.    concerning matrix of covariance. It has extension -cov.htm.
   More covariates you add, less is the speed of the convergence.  
     Revision 1.90  2003/06/24 12:34:15  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Some bugs corrected for windows. Also, when
   delay between waves is not identical for each individual, or if some    mle=-1 a template is output in file "or"mypar.txt with the design
   individual missed an interview, the information is not rounded or lost, but    of the covariance matrix to be input.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.89  2003/06/24 12:30:52  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): Some bugs corrected for windows. Also, when
   x. The delay 'h' can be split into an exact number (nh*stepm) of    mle=-1 a template is output in file "or"mypar.txt with the design
   unobserved intermediate  states. This elementary transition (by month or    of the covariance matrix to be input.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.88  2003/06/23 17:54:56  brouard
   and the contribution of each individual to the likelihood is simply hPijx.    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   
   Also this programme outputs the covariance matrix of the parameters but also    Revision 1.87  2003/06/18 12:26:01  brouard
   of the life expectancies. It also computes the prevalence limits.    Version 0.96
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.86  2003/06/17 20:04:08  brouard
            Institut national d'études démographiques, Paris.    (Module): Change position of html and gnuplot routines and added
   This software have been partly granted by Euro-REVES, a concerted action    routine fileappend.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Revision 1.85  2003/06/17 13:12:43  brouard
   software can be distributed freely for non commercial use. Latest version    * imach.c (Repository): Check when date of death was earlier that
   can be accessed at http://euroreves.ined.fr/imach .    current date of interview. It may happen when the death was just
   **********************************************************************/    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
 #include <math.h>    assuming that the date of death was just one stepm after the
 #include <stdio.h>    interview.
 #include <stdlib.h>    (Repository): Because some people have very long ID (first column)
 #include <unistd.h>    we changed int to long in num[] and we added a new lvector for
     memory allocation. But we also truncated to 8 characters (left
 #define MAXLINE 256    truncation)
 #define FILENAMELENGTH 80    (Repository): No more line truncation errors.
 /*#define DEBUG*/  
 #define windows    Revision 1.84  2003/06/13 21:44:43  brouard
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    * imach.c (Repository): Replace "freqsummary" at a correct
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    parcimony.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   
 #define NINTERVMAX 8    Revision 1.83  2003/06/10 13:39:11  lievre
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    *** empty log message ***
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.82  2003/06/05 15:57:20  brouard
 #define MAXN 20000    Add log in  imach.c and  fullversion number is now printed.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130  */
 #define AGEBASE 40  /*
      Interpolated Markov Chain
   
 int nvar;    Short summary of the programme:
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    
 int npar=NPARMAX;    This program computes Healthy Life Expectancies from
 int nlstate=2; /* Number of live states */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int ndeath=1; /* Number of dead states */    first survey ("cross") where individuals from different ages are
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
 int *wav; /* Number of waves for this individuual 0 is possible */    second wave of interviews ("longitudinal") which measure each change
 int maxwav; /* Maxim number of waves */    (if any) in individual health status.  Health expectancies are
 int jmin, jmax; /* min, max spacing between 2 waves */    computed from the time spent in each health state according to a
 int mle, weightopt;    model. More health states you consider, more time is necessary to reach the
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Maximum Likelihood of the parameters involved in the model.  The
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    simplest model is the multinomial logistic model where pij is the
 double jmean; /* Mean space between 2 waves */    probability to be observed in state j at the second wave
 double **oldm, **newm, **savm; /* Working pointers to matrices */    conditional to be observed in state i at the first wave. Therefore
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    'age' is age and 'sex' is a covariate. If you want to have a more
 FILE *ficgp, *fichtm;    complex model than "constant and age", you should modify the program
 FILE *ficreseij;    where the markup *Covariates have to be included here again* invites
   char filerese[FILENAMELENGTH];    you to do it.  More covariates you add, slower the
  FILE  *ficresvij;    convergence.
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;    The advantage of this computer programme, compared to a simple
   char fileresvpl[FILENAMELENGTH];    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 #define NR_END 1    intermediate interview, the information is lost, but taken into
 #define FREE_ARG char*    account using an interpolation or extrapolation.  
 #define FTOL 1.0e-10  
     hPijx is the probability to be observed in state i at age x+h
 #define NRANSI    conditional to the observed state i at age x. The delay 'h' can be
 #define ITMAX 200    split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
 #define TOL 2.0e-4    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 #define CGOLD 0.3819660    and the contribution of each individual to the likelihood is simply
 #define ZEPS 1.0e-10    hPijx.
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Also this programme outputs the covariance matrix of the parameters but also
 #define GOLD 1.618034    of the life expectancies. It also computes the stable prevalence. 
 #define GLIMIT 100.0    
 #define TINY 1.0e-20    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
 static double maxarg1,maxarg2;    This software have been partly granted by Euro-REVES, a concerted action
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    from the European Union.
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    It is copyrighted identically to a GNU software product, ie programme and
      software can be distributed freely for non commercial use. Latest version
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    can be accessed at http://euroreves.ined.fr/imach .
 #define rint(a) floor(a+0.5)  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 static double sqrarg;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    **********************************************************************/
   /*
 int imx;    main
 int stepm;    read parameterfile
 /* Stepm, step in month: minimum step interpolation*/    read datafile
     concatwav
 int m,nb;    freqsummary
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    if (mle >= 1)
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;      mlikeli
 double **pmmij;    print results files
     if mle==1 
 double *weight;       computes hessian
 int **s; /* Status */    read end of parameter file: agemin, agemax, bage, fage, estepm
 double *agedc, **covar, idx;        begin-prev-date,...
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    open gnuplot file
     open html file
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    stable prevalence
 double ftolhess; /* Tolerance for computing hessian */     for age prevalim()
     h Pij x
 /**************** split *************************/    variance of p varprob
 static  int split( char *path, char *dirc, char *name )    forecasting if prevfcast==1 prevforecast call prevalence()
 {    health expectancies
    char *s;                             /* pointer */    Variance-covariance of DFLE
    int  l1, l2;                         /* length counters */    prevalence()
      movingaverage()
    l1 = strlen( path );                 /* length of path */    varevsij() 
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    if popbased==1 varevsij(,popbased)
    s = strrchr( path, '\\' );           /* find last / */    total life expectancies
    if ( s == NULL ) {                   /* no directory, so use current */    Variance of stable prevalence
 #if     defined(__bsd__)                /* get current working directory */   end
       extern char       *getwd( );  */
   
       if ( getwd( dirc ) == NULL ) {  
 #else  
       extern char       *getcwd( );   
   #include <math.h>
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #include <stdio.h>
 #endif  #include <stdlib.h>
          return( GLOCK_ERROR_GETCWD );  #include <unistd.h>
       }  
       strcpy( name, path );             /* we've got it */  #include <sys/time.h>
    } else {                             /* strip direcotry from path */  #include <time.h>
       s++;                              /* after this, the filename */  #include "timeval.h"
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define MAXLINE 256
       strcpy( name, s );                /* save file name */  #define GNUPLOTPROGRAM "gnuplot"
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       dirc[l1-l2] = 0;                  /* add zero */  #define FILENAMELENGTH 132
    }  /*#define DEBUG*/
    l1 = strlen( dirc );                 /* length of directory */  /*#define windows*/
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    return( 0 );                         /* we're done */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 }  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 /******************************************/  
   #define NINTERVMAX 8
 void replace(char *s, char*t)  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 {  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   int i;  #define NCOVMAX 8 /* Maximum number of covariates */
   int lg=20;  #define MAXN 20000
   i=0;  #define YEARM 12. /* Number of months per year */
   lg=strlen(t);  #define AGESUP 130
   for(i=0; i<= lg; i++) {  #define AGEBASE 40
     (s[i] = t[i]);  #ifdef unix
     if (t[i]== '\\') s[i]='/';  #define DIRSEPARATOR '/'
   }  #define ODIRSEPARATOR '\\'
 }  #else
   #define DIRSEPARATOR '\\'
 int nbocc(char *s, char occ)  #define ODIRSEPARATOR '/'
 {  #endif
   int i,j=0;  
   int lg=20;  /* $Id$ */
   i=0;  /* $State$ */
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {  char version[]="Imach version 0.96b, June 2003, INED-EUROREVES ";
   if  (s[i] == occ ) j++;  char fullversion[]="$Revision$ $Date$"; 
   }  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   return j;  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 void cutv(char *u,char *v, char*t, char occ)  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
   int i,lg,j,p=0;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   i=0;  int popbased=0;
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  int *wav; /* Number of waves for this individuual 0 is possible */
   }  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
   lg=strlen(t);  int gipmx, gsw; /* Global variables on the number of contributions 
   for(j=0; j<p; j++) {                     to the likelihood and the sum of weights (done by funcone)*/
     (u[j] = t[j]);  int mle, weightopt;
   }  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
      u[p]='\0';  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
    for(j=0; j<= lg; j++) {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
     if (j>=(p+1))(v[j-p-1] = t[j]);  double jmean; /* Mean space between 2 waves */
   }  double **oldm, **newm, **savm; /* Working pointers to matrices */
 }  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 /********************** nrerror ********************/  FILE *ficlog, *ficrespow;
   int globpr; /* Global variable for printing or not */
 void nrerror(char error_text[])  double fretone; /* Only one call to likelihood */
 {  long ipmx; /* Number of contributions */
   fprintf(stderr,"ERREUR ...\n");  double sw; /* Sum of weights */
   fprintf(stderr,"%s\n",error_text);  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   exit(1);  FILE *ficresilk;
 }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 /*********************** vector *******************/  FILE *ficresprobmorprev;
 double *vector(int nl, int nh)  FILE *fichtm, *fichtmcov; /* Html File */
 {  FILE *ficreseij;
   double *v;  char filerese[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  FILE  *ficresvij;
   if (!v) nrerror("allocation failure in vector");  char fileresv[FILENAMELENGTH];
   return v-nl+NR_END;  FILE  *ficresvpl;
 }  char fileresvpl[FILENAMELENGTH];
   char title[MAXLINE];
 /************************ free vector ******************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH]; 
   free((FREE_ARG)(v+nl-NR_END));  char command[FILENAMELENGTH];
 }  int  outcmd=0;
   
 /************************ivector *******************************/  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 int *ivector(long nl,long nh)  char lfileres[FILENAMELENGTH];
 {  char filelog[FILENAMELENGTH]; /* Log file */
   int *v;  char filerest[FILENAMELENGTH];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char fileregp[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in ivector");  char popfile[FILENAMELENGTH];
   return v-nl+NR_END;  
 }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
 /******************free ivector **************************/  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 void free_ivector(int *v, long nl, long nh)  struct timezone tzp;
 {  extern int gettimeofday();
   free((FREE_ARG)(v+nl-NR_END));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 }  long time_value;
   extern long time();
 /******************* imatrix *******************************/  char strcurr[80], strfor[80];
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define NR_END 1
 {  #define FREE_ARG char*
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define FTOL 1.0e-10
   int **m;  
    #define NRANSI 
   /* allocate pointers to rows */  #define ITMAX 200 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  #define TOL 2.0e-4 
   m += NR_END;  
   m -= nrl;  #define CGOLD 0.3819660 
    #define ZEPS 1.0e-10 
    #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   /* allocate rows and set pointers to them */  
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define GOLD 1.618034 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define GLIMIT 100.0 
   m[nrl] += NR_END;  #define TINY 1.0e-20 
   m[nrl] -= ncl;  
    static double maxarg1,maxarg2;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   /* return pointer to array of pointers to rows */    
   return m;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 }  #define rint(a) floor(a+0.5)
   
 /****************** free_imatrix *************************/  static double sqrarg;
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
       int **m;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */  int imx; 
 {  int stepm;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  /* Stepm, step in month: minimum step interpolation*/
   free((FREE_ARG) (m+nrl-NR_END));  
 }  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  int m,nb;
 {  long *num;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **m;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij, ***probs;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double dateintmean=0;
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  double *weight;
   m -= nrl;  int **s; /* Status */
   double *agedc, **covar, idx;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m[nrl] -= ncl;  double ftolhess; /* Tolerance for computing hessian */
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  /**************** split *************************/
   return m;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 }  {
     char  *ss;                            /* pointer */
 /*************************free matrix ************************/    int   l1, l2;                         /* length counters */
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  
 {    l1 = strlen(path );                   /* length of path */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   free((FREE_ARG)(m+nrl-NR_END));    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 }    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 /******************* ma3x *******************************/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      /* get current working directory */
 {      /*    extern  char* getcwd ( char *buf , int len);*/
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   double ***m;        return( GLOCK_ERROR_GETCWD );
       }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      strcpy( name, path );               /* we've got it */
   if (!m) nrerror("allocation failure 1 in matrix()");    } else {                              /* strip direcotry from path */
   m += NR_END;      ss++;                               /* after this, the filename */
   m -= nrl;      l2 = strlen( ss );                  /* length of filename */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      strcpy( name, ss );         /* save file name */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   m[nrl] += NR_END;      dirc[l1-l2] = 0;                    /* add zero */
   m[nrl] -= ncl;    }
     l1 = strlen( dirc );                  /* length of directory */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    /*#ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  #else
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m[nrl][ncl] += NR_END;  #endif
   m[nrl][ncl] -= nll;    */
   for (j=ncl+1; j<=nch; j++)    ss = strrchr( name, '.' );            /* find last / */
     m[nrl][j]=m[nrl][j-1]+nlay;    ss++;
      strcpy(ext,ss);                       /* save extension */
   for (i=nrl+1; i<=nrh; i++) {    l1= strlen( name);
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    l2= strlen(ss)+1;
     for (j=ncl+1; j<=nch; j++)    strncpy( finame, name, l1-l2);
       m[i][j]=m[i][j-1]+nlay;    finame[l1-l2]= 0;
   }    return( 0 );                          /* we're done */
   return m;  }
 }  
   
 /*************************free ma3x ************************/  /******************************************/
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  void replace_back_to_slash(char *s, char*t)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int i;
   free((FREE_ARG)(m+nrl-NR_END));    int lg=0;
 }    i=0;
     lg=strlen(t);
 /***************** f1dim *************************/    for(i=0; i<= lg; i++) {
 extern int ncom;      (s[i] = t[i]);
 extern double *pcom,*xicom;      if (t[i]== '\\') s[i]='/';
 extern double (*nrfunc)(double []);    }
    }
 double f1dim(double x)  
 {  int nbocc(char *s, char occ)
   int j;  {
   double f;    int i,j=0;
   double *xt;    int lg=20;
      i=0;
   xt=vector(1,ncom);    lg=strlen(s);
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    for(i=0; i<= lg; i++) {
   f=(*nrfunc)(xt);    if  (s[i] == occ ) j++;
   free_vector(xt,1,ncom);    }
   return f;    return j;
 }  }
   
 /*****************brent *************************/  void cutv(char *u,char *v, char*t, char occ)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  {
 {    /* cuts string t into u and v where u is ended by char occ excluding it
   int iter;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   double a,b,d,etemp;       gives u="abcedf" and v="ghi2j" */
   double fu,fv,fw,fx;    int i,lg,j,p=0;
   double ftemp;    i=0;
   double p,q,r,tol1,tol2,u,v,w,x,xm;    for(j=0; j<=strlen(t)-1; j++) {
   double e=0.0;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
      }
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);    lg=strlen(t);
   x=w=v=bx;    for(j=0; j<p; j++) {
   fw=fv=fx=(*f)(x);      (u[j] = t[j]);
   for (iter=1;iter<=ITMAX;iter++) {    }
     xm=0.5*(a+b);       u[p]='\0';
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/     for(j=0; j<= lg; j++) {
     printf(".");fflush(stdout);      if (j>=(p+1))(v[j-p-1] = t[j]);
 #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)))) { */  
 #endif  /********************** nrerror ********************/
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  
       *xmin=x;  void nrerror(char error_text[])
       return fx;  {
     }    fprintf(stderr,"ERREUR ...\n");
     ftemp=fu;    fprintf(stderr,"%s\n",error_text);
     if (fabs(e) > tol1) {    exit(EXIT_FAILURE);
       r=(x-w)*(fx-fv);  }
       q=(x-v)*(fx-fw);  /*********************** vector *******************/
       p=(x-v)*q-(x-w)*r;  double *vector(int nl, int nh)
       q=2.0*(q-r);  {
       if (q > 0.0) p = -p;    double *v;
       q=fabs(q);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       etemp=e;    if (!v) nrerror("allocation failure in vector");
       e=d;    return v-nl+NR_END;
       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 {  /************************ free vector ******************/
         d=p/q;  void free_vector(double*v, int nl, int nh)
         u=x+d;  {
         if (u-a < tol2 || b-u < tol2)    free((FREE_ARG)(v+nl-NR_END));
           d=SIGN(tol1,xm-x);  }
       }  
     } else {  /************************ivector *******************************/
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  int *ivector(long nl,long nh)
     }  {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    int *v;
     fu=(*f)(u);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     if (fu <= fx) {    if (!v) nrerror("allocation failure in ivector");
       if (u >= x) a=x; else b=x;    return v-nl+NR_END;
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  /******************free ivector **************************/
           if (u < x) a=u; else b=u;  void free_ivector(int *v, long nl, long nh)
           if (fu <= fw || w == x) {  {
             v=w;    free((FREE_ARG)(v+nl-NR_END));
             w=u;  }
             fv=fw;  
             fw=fu;  /************************lvector *******************************/
           } else if (fu <= fv || v == x || v == w) {  long *lvector(long nl,long nh)
             v=u;  {
             fv=fu;    long *v;
           }    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
         }    if (!v) nrerror("allocation failure in ivector");
   }    return v-nl+NR_END;
   nrerror("Too many iterations in brent");  }
   *xmin=x;  
   return fx;  /******************free lvector **************************/
 }  void free_lvector(long *v, long nl, long nh)
   {
 /****************** mnbrak ***********************/    free((FREE_ARG)(v+nl-NR_END));
   }
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  
             double (*func)(double))  /******************* imatrix *******************************/
 {  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   double ulim,u,r,q, dum;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   double fu;  { 
      long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   *fa=(*func)(*ax);    int **m; 
   *fb=(*func)(*bx);    
   if (*fb > *fa) {    /* allocate pointers to rows */ 
     SHFT(dum,*ax,*bx,dum)    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       SHFT(dum,*fb,*fa,dum)    if (!m) nrerror("allocation failure 1 in matrix()"); 
       }    m += NR_END; 
   *cx=(*bx)+GOLD*(*bx-*ax);    m -= nrl; 
   *fc=(*func)(*cx);    
   while (*fb > *fc) {    
     r=(*bx-*ax)*(*fb-*fc);    /* allocate rows and set pointers to them */ 
     q=(*bx-*cx)*(*fb-*fa);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    m[nrl] += NR_END; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);    m[nrl] -= ncl; 
     if ((*bx-u)*(u-*cx) > 0.0) {    
       fu=(*func)(u);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    
       fu=(*func)(u);    /* return pointer to array of pointers to rows */ 
       if (fu < *fc) {    return m; 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  } 
           SHFT(*fb,*fc,fu,(*func)(u))  
           }  /****************** free_imatrix *************************/
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  void free_imatrix(m,nrl,nrh,ncl,nch)
       u=ulim;        int **m;
       fu=(*func)(u);        long nch,ncl,nrh,nrl; 
     } else {       /* free an int matrix allocated by imatrix() */ 
       u=(*cx)+GOLD*(*cx-*bx);  { 
       fu=(*func)(u);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     }    free((FREE_ARG) (m+nrl-NR_END)); 
     SHFT(*ax,*bx,*cx,u)  } 
       SHFT(*fa,*fb,*fc,fu)  
       }  /******************* matrix *******************************/
 }  double **matrix(long nrl, long nrh, long ncl, long nch)
   {
 /*************** linmin ************************/    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     double **m;
 int ncom;  
 double *pcom,*xicom;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 double (*nrfunc)(double []);    if (!m) nrerror("allocation failure 1 in matrix()");
      m += NR_END;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    m -= nrl;
 {  
   double brent(double ax, double bx, double cx,    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
                double (*f)(double), double tol, double *xmin);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double f1dim(double x);    m[nrl] += NR_END;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    m[nrl] -= ncl;
               double *fc, double (*func)(double));  
   int j;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double xx,xmin,bx,ax;    return m;
   double fx,fb,fa;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       */
   ncom=n;  }
   pcom=vector(1,n);  
   xicom=vector(1,n);  /*************************free matrix ************************/
   nrfunc=func;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   for (j=1;j<=n;j++) {  {
     pcom[j]=p[j];    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     xicom[j]=xi[j];    free((FREE_ARG)(m+nrl-NR_END));
   }  }
   ax=0.0;  
   xx=1.0;  /******************* ma3x *******************************/
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  {
 #ifdef DEBUG    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    double ***m;
 #endif  
   for (j=1;j<=n;j++) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     xi[j] *= xmin;    if (!m) nrerror("allocation failure 1 in matrix()");
     p[j] += xi[j];    m += NR_END;
   }    m -= nrl;
   free_vector(xicom,1,n);  
   free_vector(pcom,1,n);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
 /*************** powell ************************/    m[nrl] -= ncl;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 {  
   void linmin(double p[], double xi[], int n, double *fret,    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
               double (*func)(double []));    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   int i,ibig,j;    m[nrl][ncl] += NR_END;
   double del,t,*pt,*ptt,*xit;    m[nrl][ncl] -= nll;
   double fp,fptt;    for (j=ncl+1; j<=nch; j++) 
   double *xits;      m[nrl][j]=m[nrl][j-1]+nlay;
   pt=vector(1,n);    
   ptt=vector(1,n);    for (i=nrl+1; i<=nrh; i++) {
   xit=vector(1,n);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   xits=vector(1,n);      for (j=ncl+1; j<=nch; j++) 
   *fret=(*func)(p);        m[i][j]=m[i][j-1]+nlay;
   for (j=1;j<=n;j++) pt[j]=p[j];    }
   for (*iter=1;;++(*iter)) {    return m; 
     fp=(*fret);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     ibig=0;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     del=0.0;    */
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  }
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);  /*************************free ma3x ************************/
     printf("\n");  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     for (i=1;i<=n;i++) {  {
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       fptt=(*fret);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 #ifdef DEBUG    free((FREE_ARG)(m+nrl-NR_END));
       printf("fret=%lf \n",*fret);  }
 #endif  
       printf("%d",i);fflush(stdout);  /***************** f1dim *************************/
       linmin(p,xit,n,fret,func);  extern int ncom; 
       if (fabs(fptt-(*fret)) > del) {  extern double *pcom,*xicom;
         del=fabs(fptt-(*fret));  extern double (*nrfunc)(double []); 
         ibig=i;   
       }  double f1dim(double x) 
 #ifdef DEBUG  { 
       printf("%d %.12e",i,(*fret));    int j; 
       for (j=1;j<=n;j++) {    double f;
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    double *xt; 
         printf(" x(%d)=%.12e",j,xit[j]);   
       }    xt=vector(1,ncom); 
       for(j=1;j<=n;j++)    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         printf(" p=%.12e",p[j]);    f=(*nrfunc)(xt); 
       printf("\n");    free_vector(xt,1,ncom); 
 #endif    return f; 
     }  } 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG  /*****************brent *************************/
       int k[2],l;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       k[0]=1;  { 
       k[1]=-1;    int iter; 
       printf("Max: %.12e",(*func)(p));    double a,b,d,etemp;
       for (j=1;j<=n;j++)    double fu,fv,fw,fx;
         printf(" %.12e",p[j]);    double ftemp;
       printf("\n");    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       for(l=0;l<=1;l++) {    double e=0.0; 
         for (j=1;j<=n;j++) {   
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    a=(ax < cx ? ax : cx); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    b=(ax > cx ? ax : cx); 
         }    x=w=v=bx; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    fw=fv=fx=(*f)(x); 
       }    for (iter=1;iter<=ITMAX;iter++) { 
 #endif      xm=0.5*(a+b); 
       tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       free_vector(xit,1,n);      printf(".");fflush(stdout);
       free_vector(xits,1,n);      fprintf(ficlog,".");fflush(ficlog);
       free_vector(ptt,1,n);  #ifdef DEBUG
       free_vector(pt,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);
       return;      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     }      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  #endif
     for (j=1;j<=n;j++) {      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       ptt[j]=2.0*p[j]-pt[j];        *xmin=x; 
       xit[j]=p[j]-pt[j];        return fx; 
       pt[j]=p[j];      } 
     }      ftemp=fu;
     fptt=(*func)(ptt);      if (fabs(e) > tol1) { 
     if (fptt < fp) {        r=(x-w)*(fx-fv); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        q=(x-v)*(fx-fw); 
       if (t < 0.0) {        p=(x-v)*q-(x-w)*r; 
         linmin(p,xit,n,fret,func);        q=2.0*(q-r); 
         for (j=1;j<=n;j++) {        if (q > 0.0) p = -p; 
           xi[j][ibig]=xi[j][n];        q=fabs(q); 
           xi[j][n]=xit[j];        etemp=e; 
         }        e=d; 
 #ifdef DEBUG        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         for(j=1;j<=n;j++)        else { 
           printf(" %.12e",xit[j]);          d=p/q; 
         printf("\n");          u=x+d; 
 #endif          if (u-a < tol2 || b-u < tol2) 
       }            d=SIGN(tol1,xm-x); 
     }        } 
   }      } else { 
 }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       } 
 /**** Prevalence limit ****************/      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       fu=(*f)(u); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)      if (fu <= fx) { 
 {        if (u >= x) a=x; else b=x; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit        SHFT(v,w,x,u) 
      matrix by transitions matrix until convergence is reached */          SHFT(fv,fw,fx,fu) 
           } else { 
   int i, ii,j,k;            if (u < x) a=u; else b=u; 
   double min, max, maxmin, maxmax,sumnew=0.;            if (fu <= fw || w == x) { 
   double **matprod2();              v=w; 
   double **out, cov[NCOVMAX], **pmij();              w=u; 
   double **newm;              fv=fw; 
   double agefin, delaymax=50 ; /* Max number of years to converge */              fw=fu; 
             } else if (fu <= fv || v == x || v == w) { 
   for (ii=1;ii<=nlstate+ndeath;ii++)              v=u; 
     for (j=1;j<=nlstate+ndeath;j++){              fv=fu; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);            } 
     }          } 
     } 
    cov[1]=1.;    nrerror("Too many iterations in brent"); 
      *xmin=x; 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    return fx; 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  } 
     newm=savm;  
     /* Covariates have to be included here again */  /****************** mnbrak ***********************/
      cov[2]=agefin;  
    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       for (k=1; k<=cptcovn;k++) {              double (*func)(double)) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  { 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    double ulim,u,r,q, dum;
       }    double fu; 
       for (k=1; k<=cptcovage;k++)   
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    *fa=(*func)(*ax); 
       for (k=1; k<=cptcovprod;k++)    *fb=(*func)(*bx); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    if (*fb > *fa) { 
       SHFT(dum,*ax,*bx,dum) 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        SHFT(dum,*fb,*fa,dum) 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        } 
     *cx=(*bx)+GOLD*(*bx-*ax); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
     savm=oldm;      r=(*bx-*ax)*(*fb-*fc); 
     oldm=newm;      q=(*bx-*cx)*(*fb-*fa); 
     maxmax=0.;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     for(j=1;j<=nlstate;j++){        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       min=1.;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       max=0.;      if ((*bx-u)*(u-*cx) > 0.0) { 
       for(i=1; i<=nlstate; i++) {        fu=(*func)(u); 
         sumnew=0;      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fu=(*func)(u); 
         prlim[i][j]= newm[i][j]/(1-sumnew);        if (fu < *fc) { 
         max=FMAX(max,prlim[i][j]);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         min=FMIN(min,prlim[i][j]);            SHFT(*fb,*fc,fu,(*func)(u)) 
       }            } 
       maxmin=max-min;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       maxmax=FMAX(maxmax,maxmin);        u=ulim; 
     }        fu=(*func)(u); 
     if(maxmax < ftolpl){      } else { 
       return prlim;        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
   }      } 
 }      SHFT(*ax,*bx,*cx,u) 
         SHFT(*fa,*fb,*fc,fu) 
 /*************** transition probabilities **********/        } 
   } 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  
 {  /*************** linmin ************************/
   double s1, s2;  
   /*double t34;*/  int ncom; 
   int i,j,j1, nc, ii, jj;  double *pcom,*xicom;
   double (*nrfunc)(double []); 
     for(i=1; i<= nlstate; i++){   
     for(j=1; j<i;j++){  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  { 
         /*s2 += param[i][j][nc]*cov[nc];*/    double brent(double ax, double bx, double cx, 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];                 double (*f)(double), double tol, double *xmin); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    double f1dim(double x); 
       }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       ps[i][j]=s2;                double *fc, double (*func)(double)); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    int j; 
     }    double xx,xmin,bx,ax; 
     for(j=i+1; j<=nlstate+ndeath;j++){    double fx,fb,fa;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){   
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    ncom=n; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    pcom=vector(1,n); 
       }    xicom=vector(1,n); 
       ps[i][j]=s2;    nrfunc=func; 
     }    for (j=1;j<=n;j++) { 
   }      pcom[j]=p[j]; 
   for(i=1; i<= nlstate; i++){      xicom[j]=xi[j]; 
      s1=0;    } 
     for(j=1; j<i; j++)    ax=0.0; 
       s1+=exp(ps[i][j]);    xx=1.0; 
     for(j=i+1; j<=nlstate+ndeath; j++)    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       s1+=exp(ps[i][j]);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     ps[i][i]=1./(s1+1.);  #ifdef DEBUG
     for(j=1; j<i; j++)    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for(j=i+1; j<=nlstate+ndeath; j++)  #endif
       ps[i][j]= exp(ps[i][j])*ps[i][i];    for (j=1;j<=n;j++) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      xi[j] *= xmin; 
   } /* end i */      p[j] += xi[j]; 
     } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    free_vector(xicom,1,n); 
     for(jj=1; jj<= nlstate+ndeath; jj++){    free_vector(pcom,1,n); 
       ps[ii][jj]=0;  } 
       ps[ii][ii]=1;  
     }  char *asc_diff_time(long time_sec, char ascdiff[])
   }  {
     long sec_left, days, hours, minutes;
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    days = (time_sec) / (60*60*24);
     for(jj=1; jj<= nlstate+ndeath; jj++){    sec_left = (time_sec) % (60*60*24);
      printf("%lf ",ps[ii][jj]);    hours = (sec_left) / (60*60) ;
    }    sec_left = (sec_left) %(60*60);
     printf("\n ");    minutes = (sec_left) /60;
     }    sec_left = (sec_left) % (60);
     printf("\n ");printf("%lf ",cov[2]);*/    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 /*    return ascdiff;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  }
   goto end;*/  
     return ps;  /*************** powell ************************/
 }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
               double (*func)(double [])) 
 /**************** Product of 2 matrices ******************/  { 
     void linmin(double p[], double xi[], int n, double *fret, 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)                double (*func)(double [])); 
 {    int i,ibig,j; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    double del,t,*pt,*ptt,*xit;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    double fp,fptt;
   /* in, b, out are matrice of pointers which should have been initialized    double *xits;
      before: only the contents of out is modified. The function returns    int niterf, itmp;
      a pointer to pointers identical to out */  
   long i, j, k;    pt=vector(1,n); 
   for(i=nrl; i<= nrh; i++)    ptt=vector(1,n); 
     for(k=ncolol; k<=ncoloh; k++)    xit=vector(1,n); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    xits=vector(1,n); 
         out[i][k] +=in[i][j]*b[j][k];    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
   return out;    for (*iter=1;;++(*iter)) { 
 }      fp=(*fret); 
       ibig=0; 
       del=0.0; 
 /************* Higher Matrix Product ***************/      last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
 {      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
      duration (i.e. until      for (i=1;i<=n;i++) {
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        printf(" %d %.12f",i, p[i]);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        fprintf(ficlog," %d %.12lf",i, p[i]);
      (typically every 2 years instead of every month which is too big).        fprintf(ficrespow," %.12lf", p[i]);
      Model is determined by parameters x and covariates have to be      }
      included manually here.      printf("\n");
       fprintf(ficlog,"\n");
      */      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
   int i, j, d, h, k;        tm = *localtime(&curr_time.tv_sec);
   double **out, cov[NCOVMAX];        strcpy(strcurr,asctime(&tmf));
   double **newm;  /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time;
   /* Hstepm could be zero and should return the unit matrix */        itmp = strlen(strcurr);
   for (i=1;i<=nlstate+ndeath;i++)        if(strcurr[itmp-1]=='\n')
     for (j=1;j<=nlstate+ndeath;j++){          strcurr[itmp-1]='\0';
       oldm[i][j]=(i==j ? 1.0 : 0.0);        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       po[i][j][0]=(i==j ? 1.0 : 0.0);        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     }        for(niterf=10;niterf<=30;niterf+=10){
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   for(h=1; h <=nhstepm; h++){          tmf = *localtime(&forecast_time.tv_sec);
     for(d=1; d <=hstepm; d++){  /*      asctime_r(&tmf,strfor); */
       newm=savm;          strcpy(strfor,asctime(&tmf));
       /* Covariates have to be included here again */          itmp = strlen(strfor);
       cov[1]=1.;          if(strfor[itmp-1]=='\n')
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          strfor[itmp-1]='\0';
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
 for (k=1; k<=cptcovage;k++)          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         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]]];      for (i=1;i<=n;i++) { 
         for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  #ifdef DEBUG
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        printf("fret=%lf \n",*fret);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        fprintf(ficlog,"fret=%lf \n",*fret);
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  #endif
       savm=oldm;        printf("%d",i);fflush(stdout);
       oldm=newm;        fprintf(ficlog,"%d",i);fflush(ficlog);
     }        linmin(p,xit,n,fret,func); 
     for(i=1; i<=nlstate+ndeath; i++)        if (fabs(fptt-(*fret)) > del) { 
       for(j=1;j<=nlstate+ndeath;j++) {          del=fabs(fptt-(*fret)); 
         po[i][j][h]=newm[i][j];          ibig=i; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        } 
          */  #ifdef DEBUG
       }        printf("%d %.12e",i,(*fret));
   } /* end h */        fprintf(ficlog,"%d %.12e",i,(*fret));
   return po;        for (j=1;j<=n;j++) {
 }          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
           fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 /*************** log-likelihood *************/        }
 double func( double *x)        for(j=1;j<=n;j++) {
 {          printf(" p=%.12e",p[j]);
   int i, ii, j, k, mi, d, kk;          fprintf(ficlog," p=%.12e",p[j]);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        }
   double **out;        printf("\n");
   double sw; /* Sum of weights */        fprintf(ficlog,"\n");
   double lli; /* Individual log likelihood */  #endif
   long ipmx;      } 
   /*extern weight */      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   /* We are differentiating ll according to initial status */  #ifdef DEBUG
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        int k[2],l;
   /*for(i=1;i<imx;i++)        k[0]=1;
     printf(" %d\n",s[4][i]);        k[1]=-1;
   */        printf("Max: %.12e",(*func)(p));
   cov[1]=1.;        fprintf(ficlog,"Max: %.12e",(*func)(p));
         for (j=1;j<=n;j++) {
   for(k=1; k<=nlstate; k++) ll[k]=0.;          printf(" %.12e",p[j]);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          fprintf(ficlog," %.12e",p[j]);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        }
     for(mi=1; mi<= wav[i]-1; mi++){        printf("\n");
       for (ii=1;ii<=nlstate+ndeath;ii++)        fprintf(ficlog,"\n");
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        for(l=0;l<=1;l++) {
       for(d=0; d<dh[mi][i]; d++){          for (j=1;j<=n;j++) {
         newm=savm;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         for (kk=1; kk<=cptcovage;kk++) {            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];          }
         }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                  fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        }
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  #endif
         savm=oldm;  
         oldm=newm;  
                free_vector(xit,1,n); 
                free_vector(xits,1,n); 
       } /* end mult */        free_vector(ptt,1,n); 
              free_vector(pt,1,n); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        return; 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      } 
       ipmx +=1;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       sw += weight[i];      for (j=1;j<=n;j++) { 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        ptt[j]=2.0*p[j]-pt[j]; 
     } /* end of wave */        xit[j]=p[j]-pt[j]; 
   } /* end of individual */        pt[j]=p[j]; 
       } 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      fptt=(*func)(ptt); 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      if (fptt < fp) { 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   return -l;        if (t < 0.0) { 
 }          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
 /*********** Maximum Likelihood Estimation ***************/            xi[j][n]=xit[j]; 
           }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  #ifdef DEBUG
 {          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int i,j, iter;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double **xi,*delti;          for(j=1;j<=n;j++){
   double fret;            printf(" %.12e",xit[j]);
   xi=matrix(1,npar,1,npar);            fprintf(ficlog," %.12e",xit[j]);
   for (i=1;i<=npar;i++)          }
     for (j=1;j<=npar;j++)          printf("\n");
       xi[i][j]=(i==j ? 1.0 : 0.0);          fprintf(ficlog,"\n");
   printf("Powell\n");  #endif
   powell(p,xi,npar,ftol,&iter,&fret,func);        }
       } 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    } 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  } 
   
 }  /**** Prevalence limit (stable prevalence)  ****************/
   
 /**** Computes Hessian and covariance matrix ***/  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  {
 {    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   double  **a,**y,*x,pd;       matrix by transitions matrix until convergence is reached */
   double **hess;  
   int i, j,jk;    int i, ii,j,k;
   int *indx;    double min, max, maxmin, maxmax,sumnew=0.;
     double **matprod2();
   double hessii(double p[], double delta, int theta, double delti[]);    double **out, cov[NCOVMAX], **pmij();
   double hessij(double p[], double delti[], int i, int j);    double **newm;
   void lubksb(double **a, int npar, int *indx, double b[]) ;    double agefin, delaymax=50 ; /* Max number of years to converge */
   void ludcmp(double **a, int npar, int *indx, double *d) ;  
     for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   hess=matrix(1,npar,1,npar);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){     cov[1]=1.;
     printf("%d",i);fflush(stdout);   
     hess[i][i]=hessii(p,ftolhess,i,delti);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     /*printf(" %f ",p[i]);*/    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   }      newm=savm;
       /* Covariates have to be included here again */
   for (i=1;i<=npar;i++) {       cov[2]=agefin;
     for (j=1;j<=npar;j++)  {    
       if (j>i) {        for (k=1; k<=cptcovn;k++) {
         printf(".%d%d",i,j);fflush(stdout);          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         hess[i][j]=hessij(p,delti,i,j);          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         hess[j][i]=hess[i][j];        }
       }        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]]];
   printf("\n");  
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        /*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]);*/
   a=matrix(1,npar,1,npar);      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);      savm=oldm;
   indx=ivector(1,npar);      oldm=newm;
   for (i=1;i<=npar;i++)      maxmax=0.;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      for(j=1;j<=nlstate;j++){
   ludcmp(a,npar,indx,&pd);        min=1.;
         max=0.;
   for (j=1;j<=npar;j++) {        for(i=1; i<=nlstate; i++) {
     for (i=1;i<=npar;i++) x[i]=0;          sumnew=0;
     x[j]=1;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     lubksb(a,npar,indx,x);          prlim[i][j]= newm[i][j]/(1-sumnew);
     for (i=1;i<=npar;i++){          max=FMAX(max,prlim[i][j]);
       matcov[i][j]=x[i];          min=FMIN(min,prlim[i][j]);
     }        }
   }        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
   printf("\n#Hessian matrix#\n");      }
   for (i=1;i<=npar;i++) {      if(maxmax < ftolpl){
     for (j=1;j<=npar;j++) {        return prlim;
       printf("%.3e ",hess[i][j]);      }
     }    }
     printf("\n");  }
   }  
   /*************** transition probabilities ***************/ 
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  {
   ludcmp(a,npar,indx,&pd);    double s1, s2;
     /*double t34;*/
   /*  printf("\n#Hessian matrix recomputed#\n");    int i,j,j1, nc, ii, jj;
   
   for (j=1;j<=npar;j++) {      for(i=1; i<= nlstate; i++){
     for (i=1;i<=npar;i++) x[i]=0;      for(j=1; j<i;j++){
     x[j]=1;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     lubksb(a,npar,indx,x);          /*s2 += param[i][j][nc]*cov[nc];*/
     for (i=1;i<=npar;i++){          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       y[i][j]=x[i];          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       printf("%.3e ",y[i][j]);        }
     }        ps[i][j]=s2;
     printf("\n");        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   }      }
   */      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   free_matrix(a,1,npar,1,npar);          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   free_matrix(y,1,npar,1,npar);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   free_vector(x,1,npar);        }
   free_ivector(indx,1,npar);        ps[i][j]=s2;
   free_matrix(hess,1,npar,1,npar);      }
     }
       /*ps[3][2]=1;*/
 }  
     for(i=1; i<= nlstate; i++){
 /*************** hessian matrix ****************/       s1=0;
 double hessii( double x[], double delta, int theta, double delti[])      for(j=1; j<i; j++)
 {        s1+=exp(ps[i][j]);
   int i;      for(j=i+1; j<=nlstate+ndeath; j++)
   int l=1, lmax=20;        s1+=exp(ps[i][j]);
   double k1,k2;      ps[i][i]=1./(s1+1.);
   double p2[NPARMAX+1];      for(j=1; j<i; j++)
   double res;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      for(j=i+1; j<=nlstate+ndeath; j++)
   double fx;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int k=0,kmax=10;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   double l1;    } /* end i */
   
   fx=func(x);    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=npar;i++) p2[i]=x[i];      for(jj=1; jj<= nlstate+ndeath; jj++){
   for(l=0 ; l <=lmax; l++){        ps[ii][jj]=0;
     l1=pow(10,l);        ps[ii][ii]=1;
     delts=delt;      }
     for(k=1 ; k <kmax; k=k+1){    }
       delt = delta*(l1*k);  
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       p2[theta]=x[theta]-delt;      for(jj=1; jj<= nlstate+ndeath; jj++){
       k2=func(p2)-fx;       printf("%lf ",ps[ii][jj]);
       /*res= (k1-2.0*fx+k2)/delt/delt; */     }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */      printf("\n ");
            }
 #ifdef DEBUG      printf("\n ");printf("%lf ",cov[2]);*/
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  /*
 #endif    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    goto end;*/
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      return ps;
         k=kmax;  }
       }  
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  /**************** Product of 2 matrices ******************/
         k=kmax; l=lmax*10.;  
       }  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  {
         delts=delt;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       }       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     }    /* in, b, out are matrice of pointers which should have been initialized 
   }       before: only the contents of out is modified. The function returns
   delti[theta]=delts;       a pointer to pointers identical to out */
   return res;    long i, j, k;
      for(i=nrl; i<= nrh; i++)
 }      for(k=ncolol; k<=ncoloh; k++)
         for(j=ncl,out[i][k]=0.; j<=nch; j++)
 double hessij( double x[], double delti[], int thetai,int thetaj)          out[i][k] +=in[i][j]*b[j][k];
 {  
   int i;    return out;
   int l=1, l1, lmax=20;  }
   double k1,k2,k3,k4,res,fx;  
   double p2[NPARMAX+1];  
   int k;  /************* Higher Matrix Product ***************/
   
   fx=func(x);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   for (k=1; k<=2; k++) {  {
     for (i=1;i<=npar;i++) p2[i]=x[i];    /* Computes the transition matrix starting at age 'age' over 
     p2[thetai]=x[thetai]+delti[thetai]/k;       'nhstepm*hstepm*stepm' months (i.e. until
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     k1=func(p2)-fx;       nhstepm*hstepm matrices. 
         Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     p2[thetai]=x[thetai]+delti[thetai]/k;       (typically every 2 years instead of every month which is too big 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;       for the memory).
     k2=func(p2)-fx;       Model is determined by parameters x and covariates have to be 
         included manually here. 
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;       */
     k3=func(p2)-fx;  
      int i, j, d, h, k;
     p2[thetai]=x[thetai]-delti[thetai]/k;    double **out, cov[NCOVMAX];
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    double **newm;
     k4=func(p2)-fx;  
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    /* Hstepm could be zero and should return the unit matrix */
 #ifdef DEBUG    for (i=1;i<=nlstate+ndeath;i++)
     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 (j=1;j<=nlstate+ndeath;j++){
 #endif        oldm[i][j]=(i==j ? 1.0 : 0.0);
   }        po[i][j][0]=(i==j ? 1.0 : 0.0);
   return res;      }
 }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(h=1; h <=nhstepm; h++){
 /************** Inverse of matrix **************/      for(d=1; d <=hstepm; d++){
 void ludcmp(double **a, int n, int *indx, double *d)        newm=savm;
 {        /* Covariates have to be included here again */
   int i,imax,j,k;        cov[1]=1.;
   double big,dum,sum,temp;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   double *vv;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
          for (k=1; k<=cptcovage;k++)
   vv=vector(1,n);          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   *d=1.0;        for (k=1; k<=cptcovprod;k++)
   for (i=1;i<=n;i++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     big=0.0;  
     for (j=1;j<=n;j++)  
       if ((temp=fabs(a[i][j])) > big) big=temp;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     vv[i]=1.0/big;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (j=1;j<=n;j++) {        savm=oldm;
     for (i=1;i<j;i++) {        oldm=newm;
       sum=a[i][j];      }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      for(i=1; i<=nlstate+ndeath; i++)
       a[i][j]=sum;        for(j=1;j<=nlstate+ndeath;j++) {
     }          po[i][j][h]=newm[i][j];
     big=0.0;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     for (i=j;i<=n;i++) {           */
       sum=a[i][j];        }
       for (k=1;k<j;k++)    } /* end h */
         sum -= a[i][k]*a[k][j];    return po;
       a[i][j]=sum;  }
       if ( (dum=vv[i]*fabs(sum)) >= big) {  
         big=dum;  
         imax=i;  /*************** log-likelihood *************/
       }  double func( double *x)
     }  {
     if (j != imax) {    int i, ii, j, k, mi, d, kk;
       for (k=1;k<=n;k++) {    double l, ll[NLSTATEMAX], cov[NCOVMAX];
         dum=a[imax][k];    double **out;
         a[imax][k]=a[j][k];    double sw; /* Sum of weights */
         a[j][k]=dum;    double lli; /* Individual log likelihood */
       }    int s1, s2;
       *d = -(*d);    double bbh, survp;
       vv[imax]=vv[j];    long ipmx;
     }    /*extern weight */
     indx[j]=imax;    /* We are differentiating ll according to initial status */
     if (a[j][j] == 0.0) a[j][j]=TINY;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     if (j != n) {    /*for(i=1;i<imx;i++) 
       dum=1.0/(a[j][j]);      printf(" %d\n",s[4][i]);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    */
     }    cov[1]=1.;
   }  
   free_vector(vv,1,n);  /* Doesn't work */    for(k=1; k<=nlstate; k++) ll[k]=0.;
 ;  
 }    if(mle==1){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 void lubksb(double **a, int n, int *indx, double b[])        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 {        for(mi=1; mi<= wav[i]-1; mi++){
   int i,ii=0,ip,j;          for (ii=1;ii<=nlstate+ndeath;ii++)
   double sum;            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=1;i<=n;i++) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     ip=indx[i];            }
     sum=b[ip];          for(d=0; d<dh[mi][i]; d++){
     b[ip]=b[i];            newm=savm;
     if (ii)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            for (kk=1; kk<=cptcovage;kk++) {
     else if (sum) ii=i;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     b[i]=sum;            }
   }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (i=n;i>=1;i--) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     sum=b[i];            savm=oldm;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            oldm=newm;
     b[i]=sum/a[i][i];          } /* end mult */
   }        
 }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
           /* But now since version 0.9 we anticipate for bias and large stepm.
 /************ Frequencies ********************/           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)           * (in months) between two waves is not a multiple of stepm, we rounded to 
 {  /* Some frequencies */           * the nearest (and in case of equal distance, to the lowest) interval but now
             * we keep into memory the bias bh[mi][i] and also the previous matrix product
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   double ***freq; /* Frequencies */           * probability in order to take into account the bias as a fraction of the way
   double *pp;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double pos;           * -stepm/2 to stepm/2 .
   FILE *ficresp;           * For stepm=1 the results are the same as for previous versions of Imach.
   char fileresp[FILENAMELENGTH];           * For stepm > 1 the results are less biased than in previous versions. 
            */
   pp=vector(1,nlstate);          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   strcpy(fileresp,"p");          bbh=(double)bh[mi][i]/(double)stepm; 
   strcat(fileresp,fileres);          /* bias is positive if real duration
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * is higher than the multiple of stepm and negative otherwise.
     printf("Problem with prevalence resultfile: %s\n", fileresp);           */
     exit(0);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   }          if( s2 > nlstate){ 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   j1=0;               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 
   j=cptcoveff;               and probability to die before dh-stepm . 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}               In version up to 0.92 likelihood was computed
           as if date of death was unknown. Death was treated as any other
   for(k1=1; k1<=j;k1++){          health state: the date of the interview describes the actual state
    for(i1=1; i1<=ncodemax[k1];i1++){          and not the date of a change in health state. The former idea was
        j1++;          to consider that at each interview the state was recorded
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          (healthy, disable or death) and IMaCh was corrected; but when we
          scanf("%d", i);*/          introduced the exact date of death then we should have modified
         for (i=-1; i<=nlstate+ndeath; i++)            the contribution of an exact death to the likelihood. This new
          for (jk=-1; jk<=nlstate+ndeath; jk++)            contribution is smaller and very dependent of the step unit
            for(m=agemin; m <= agemax+3; m++)          stepm. It is no more the probability to die between last interview
              freq[i][jk][m]=0;          and month of death but the probability to survive from last
                  interview up to one month before death multiplied by the
        for (i=1; i<=imx; i++) {          probability to die within a month. Thanks to Chris
          bool=1;          Jackson for correcting this bug.  Former versions increased
          if  (cptcovn>0) {          mortality artificially. The bad side is that we add another loop
            for (z1=1; z1<=cptcoveff; z1++)          which slows down the processing. The difference can be up to 10%
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          lower mortality.
                bool=0;            */
          }            lli=log(out[s1][s2] - savm[s1][s2]);
           if (bool==1) {          }else{
            for(m=firstpass; m<=lastpass-1; m++){            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
              if(agev[m][i]==0) agev[m][i]=agemax+1;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
              if(agev[m][i]==1) agev[m][i]=agemax+2;          } 
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          /*if(lli ==000.0)*/
            }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
          }          ipmx +=1;
        }          sw += weight[i];
         if  (cptcovn>0) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          fprintf(ficresp, "\n#********** Variable ");        } /* end of wave */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);      } /* end of individual */
        fprintf(ficresp, "**********\n#");    }  else if(mle==2){
         }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        for(i=1; i<=nlstate;i++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        for(mi=1; mi<= wav[i]-1; mi++){
        fprintf(ficresp, "\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
                    for (j=1;j<=nlstate+ndeath;j++){
   for(i=(int)agemin; i <= (int)agemax+3; i++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if(i==(int)agemax+3)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       printf("Total");            }
     else          for(d=0; d<=dh[mi][i]; d++){
       printf("Age %d", i);            newm=savm;
     for(jk=1; jk <=nlstate ; jk++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            for (kk=1; kk<=cptcovage;kk++) {
         pp[jk] += freq[jk][m][i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     }            }
     for(jk=1; jk <=nlstate ; jk++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for(m=-1, pos=0; m <=0 ; m++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         pos += freq[jk][m][i];            savm=oldm;
       if(pp[jk]>=1.e-10)            oldm=newm;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          } /* end mult */
       else        
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     }          /* But now since version 0.9 we anticipate for bias and large stepm.
     for(jk=1; jk <=nlstate ; jk++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         pp[jk] += freq[jk][m][i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     for(jk=1,pos=0; jk <=nlstate ; jk++)           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       pos += pp[jk];           * probability in order to take into account the bias as a fraction of the way
     for(jk=1; jk <=nlstate ; jk++){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       if(pos>=1.e-5)           * -stepm/2 to stepm/2 .
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);           * For stepm=1 the results are the same as for previous versions of Imach.
       else           * For stepm > 1 the results are less biased than in previous versions. 
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);           */
       if( i <= (int) agemax){          s1=s[mw[mi][i]][i];
         if(pos>=1.e-5)          s2=s[mw[mi+1][i]][i];
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          bbh=(double)bh[mi][i]/(double)stepm; 
       else          /* bias is positive if real duration
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);           * is higher than the multiple of stepm and negative otherwise.
       }           */
     }          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     for(jk=-1; jk <=nlstate+ndeath; jk++)          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       for(m=-1; m <=nlstate+ndeath; m++)          /*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 */
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     if(i <= (int) agemax)          /*if(lli ==000.0)*/
       fprintf(ficresp,"\n");          /*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); */
     printf("\n");          ipmx +=1;
     }          sw += weight[i];
     }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  }        } /* end of wave */
        } /* end of individual */
   fclose(ficresp);    }  else if(mle==3){  /* exponential inter-extrapolation */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   free_vector(pp,1,nlstate);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
 }  /* End of Freq */          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
 /************* Waves Concatenation ***************/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            }
 {          for(d=0; d<dh[mi][i]; d++){
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.            newm=savm;
      Death is a valid wave (if date is known).            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            for (kk=1; kk<=cptcovage;kk++) {
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
      and mw[mi+1][i]. dh depends on stepm.            }
      */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int i, mi, m;            savm=oldm;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;            oldm=newm;
      double sum=0., jmean=0.;*/          } /* end mult */
         
 int j, k=0,jk, ju, jl;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
      double sum=0.;          /* But now since version 0.9 we anticipate for bias and large stepm.
 jmin=1e+5;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
  jmax=-1;           * (in months) between two waves is not a multiple of stepm, we rounded to 
 jmean=0.;           * the nearest (and in case of equal distance, to the lowest) interval but now
   for(i=1; i<=imx; i++){           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     mi=0;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     m=firstpass;           * probability in order to take into account the bias as a fraction of the way
     while(s[m][i] <= nlstate){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       if(s[m][i]>=1)           * -stepm/2 to stepm/2 .
         mw[++mi][i]=m;           * For stepm=1 the results are the same as for previous versions of Imach.
       if(m >=lastpass)           * For stepm > 1 the results are less biased than in previous versions. 
         break;           */
       else          s1=s[mw[mi][i]][i];
         m++;          s2=s[mw[mi+1][i]][i];
     }/* end while */          bbh=(double)bh[mi][i]/(double)stepm; 
     if (s[m][i] > nlstate){          /* bias is positive if real duration
       mi++;     /* Death is another wave */           * is higher than the multiple of stepm and negative otherwise.
       /* if(mi==0)  never been interviewed correctly before death */           */
          /* Only death is a correct wave */          /* 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 */
       mw[mi][i]=m;          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 */
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
     wav[i]=mi;          /*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(mi==0)          ipmx +=1;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   for(i=1; i<=imx; i++){      } /* end of individual */
     for(mi=1; mi<wav[i];mi++){    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       if (stepm <=0)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         dh[mi][i]=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       else{        for(mi=1; mi<= wav[i]-1; mi++){
         if (s[mw[mi+1][i]][i] > nlstate) {          for (ii=1;ii<=nlstate+ndeath;ii++)
           if (agedc[i] < 2*AGESUP) {            for (j=1;j<=nlstate+ndeath;j++){
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if(j==0) j=1;  /* Survives at least one month after exam */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           k=k+1;            }
           if (j >= jmax) jmax=j;          for(d=0; d<dh[mi][i]; d++){
           else if (j <= jmin)jmin=j;            newm=savm;
           sum=sum+j;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           if (j<0) printf("j=%d num=%d ",j,i);            for (kk=1; kk<=cptcovage;kk++) {
           }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         }            }
         else{          
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           k=k+1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           if (j >= jmax) jmax=j;            savm=oldm;
           else if (j <= jmin)jmin=j;            oldm=newm;
           sum=sum+j;          } /* end mult */
         }        
         jk= j/stepm;          s1=s[mw[mi][i]][i];
         jl= j -jk*stepm;          s2=s[mw[mi+1][i]][i];
         ju= j -(jk+1)*stepm;          if( s2 > nlstate){ 
         if(jl <= -ju)            lli=log(out[s1][s2] - savm[s1][s2]);
           dh[mi][i]=jk;          }else{
         else            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           dh[mi][i]=jk+1;          }
         if(dh[mi][i]==0)          ipmx +=1;
           dh[mi][i]=1; /* At least one step */          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   }        } /* end of wave */
   jmean=sum/k;      } /* end of individual */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 /*********** Tricode ****************************/        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 void tricode(int *Tvar, int **nbcode, int imx)        for(mi=1; mi<= wav[i]-1; mi++){
 {          for (ii=1;ii<=nlstate+ndeath;ii++)
   int Ndum[20],ij=1, k, j, i;            for (j=1;j<=nlstate+ndeath;j++){
   int cptcode=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   cptcoveff=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   for (k=0; k<19; k++) Ndum[k]=0;          for(d=0; d<dh[mi][i]; d++){
   for (k=1; k<=7; k++) ncodemax[k]=0;            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            for (kk=1; kk<=cptcovage;kk++) {
     for (i=1; i<=imx; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       ij=(int)(covar[Tvar[j]][i]);            }
       Ndum[ij]++;          
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       if (ij > cptcode) cptcode=ij;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
             oldm=newm;
     for (i=0; i<=cptcode; i++) {          } /* end mult */
       if(Ndum[i]!=0) ncodemax[j]++;        
     }          s1=s[mw[mi][i]][i];
     ij=1;          s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           ipmx +=1;
     for (i=1; i<=ncodemax[j]; i++) {          sw += weight[i];
       for (k=0; k<=19; k++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if (Ndum[k] != 0) {          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
           nbcode[Tvar[j]][ij]=k;        } /* end of wave */
           ij++;      } /* end of individual */
         }    } /* End of if */
         if (ij > ncodemax[j]) break;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       }      /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     }    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }      return -l;
   }
  for (k=0; k<19; k++) Ndum[k]=0;  
   /*************** log-likelihood *************/
  for (i=1; i<=ncovmodel; i++) {  double funcone( double *x)
       ij=Tvar[i];  {
       Ndum[ij]++;    /* Same as likeli but slower because of a lot of printf and if */
     }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
  ij=1;    double **out;
  for (i=1; i<=10; i++) {    double lli; /* Individual log likelihood */
    if((Ndum[i]!=0) && (i<=ncov)){    double llt;
      Tvaraff[ij]=i;    int s1, s2;
      ij++;    double bbh, survp;
    }    /*extern weight */
  }    /* We are differentiating ll according to initial status */
      /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     cptcoveff=ij-1;    /*for(i=1;i<imx;i++) 
 }      printf(" %d\n",s[4][i]);
     */
 /*********** Health Expectancies ****************/    cov[1]=1.;
   
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    for(k=1; k<=nlstate; k++) ll[k]=0.;
 {  
   /* Health expectancies */    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i, j, nhstepm, hstepm, h;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double age, agelim,hf;      for(mi=1; mi<= wav[i]-1; mi++){
   double ***p3mat;        for (ii=1;ii<=nlstate+ndeath;ii++)
            for (j=1;j<=nlstate+ndeath;j++){
   fprintf(ficreseij,"# Health expectancies\n");            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"# Age");            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=1; i<=nlstate;i++)          }
     for(j=1; j<=nlstate;j++)        for(d=0; d<dh[mi][i]; d++){
       fprintf(ficreseij," %1d-%1d",i,j);          newm=savm;
   fprintf(ficreseij,"\n");          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for (kk=1; kk<=cptcovage;kk++) {
   hstepm=1*YEARM; /*  Every j years of age (in month) */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   agelim=AGESUP;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          savm=oldm;
     /* nhstepm age range expressed in number of stepm */          oldm=newm;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);        } /* end mult */
     /* Typically if 20 years = 20*12/6=40 stepm */        
     if (stepm >= YEARM) hstepm=1;        s1=s[mw[mi][i]][i];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        s2=s[mw[mi+1][i]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        bbh=(double)bh[mi][i]/(double)stepm; 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        /* bias is positive if real duration
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */         * is higher than the multiple of stepm and negative otherwise.
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);           */
         if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
     for(i=1; i<=nlstate;i++)        } else if (mle==1){
       for(j=1; j<=nlstate;j++)          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){        } else if(mle==2){
           eij[i][j][(int)age] +=p3mat[i][j][h];          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         }        } else if(mle==3){  /* exponential inter-extrapolation */
              lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     hf=1;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     if (stepm >= YEARM) hf=stepm/YEARM;          lli=log(out[s1][s2]); /* Original formula */
     fprintf(ficreseij,"%.0f",age );        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     for(i=1; i<=nlstate;i++)          lli=log(out[s1][s2]); /* Original formula */
       for(j=1; j<=nlstate;j++){        } /* End of if */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        ipmx +=1;
       }        sw += weight[i];
     fprintf(ficreseij,"\n");        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   }        if(globpr){
 }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
    %10.6f %10.6f %10.6f ", \
 /************ Variance ******************/                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 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)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 {          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   /* Variance of health expectancies */            llt +=ll[k]*gipmx/gsw;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   double **newm;          }
   double **dnewm,**doldm;          fprintf(ficresilk," %10.6f\n", -llt);
   int i, j, nhstepm, hstepm, h;        }
   int k, cptcode;      } /* end of wave */
    double *xp;    } /* end of individual */
   double **gp, **gm;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   double ***gradg, ***trgradg;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   double ***p3mat;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   double age,agelim;    if(globpr==0){ /* First time we count the contributions and weights */
   int theta;      gipmx=ipmx;
       gsw=sw;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    }
   fprintf(ficresvij,"# Age");    return -l;
   for(i=1; i<=nlstate;i++)  }
     for(j=1; j<=nlstate;j++)  
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  char *subdirf(char fileres[])
   fprintf(ficresvij,"\n");  {
     /* Caution optionfilefiname is hidden */
   xp=vector(1,npar);    strcpy(tmpout,optionfilefiname);
   dnewm=matrix(1,nlstate,1,npar);    strcat(tmpout,"/"); /* Add to the right */
   doldm=matrix(1,nlstate,1,nlstate);    strcat(tmpout,fileres);
      return tmpout;
   hstepm=1*YEARM; /* Every year of age */  }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;  char *subdirf2(char fileres[], char *preop)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    
     if (stepm >= YEARM) hstepm=1;    strcpy(tmpout,optionfilefiname);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    strcat(tmpout,"/");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcat(tmpout,preop);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    strcat(tmpout,fileres);
     gp=matrix(0,nhstepm,1,nlstate);    return tmpout;
     gm=matrix(0,nhstepm,1,nlstate);  }
   char *subdirf3(char fileres[], char *preop, char *preop2)
     for(theta=1; theta <=npar; theta++){  {
       for(i=1; i<=npar; i++){ /* Computes gradient */    
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    strcpy(tmpout,optionfilefiname);
       }    strcat(tmpout,"/");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      strcat(tmpout,preop);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    strcat(tmpout,preop2);
       for(j=1; j<= nlstate; j++){    strcat(tmpout,fileres);
         for(h=0; h<=nhstepm; h++){    return tmpout;
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  }
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  
         }  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       }  {
        /* This routine should help understanding what is done with 
       for(i=1; i<=npar; i++) /* Computes gradient */       the selection of individuals/waves and
         xp[i] = x[i] - (i==theta ?delti[theta]:0);       to check the exact contribution to the likelihood.
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);         Plotting could be done.
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);     */
       for(j=1; j<= nlstate; j++){    int k;
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    if(*globpri !=0){ /* Just counts and sums, no printings */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      strcpy(fileresilk,"ilk"); 
         }      strcat(fileresilk,fileres);
       }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       for(j=1; j<= nlstate; j++)        printf("Problem with resultfile: %s\n", fileresilk);
         for(h=0; h<=nhstepm; h++){        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      }
         }      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     } /* End theta */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      for(k=1; k<=nlstate; k++) 
         fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     for(h=0; h<=nhstepm; h++)      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       for(j=1; j<=nlstate;j++)    }
         for(theta=1; theta <=npar; theta++)  
           trgradg[h][j][theta]=gradg[h][theta][j];    *fretone=(*funcone)(p);
     if(*globpri !=0){
     for(i=1;i<=nlstate;i++)      fclose(ficresilk);
       for(j=1;j<=nlstate;j++)      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         vareij[i][j][(int)age] =0.;      fflush(fichtm); 
     for(h=0;h<=nhstepm;h++){    } 
       for(k=0;k<=nhstepm;k++){    return;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  }
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  
         for(i=1;i<=nlstate;i++)  
           for(j=1;j<=nlstate;j++)  /*********** Maximum Likelihood Estimation ***************/
             vareij[i][j][(int)age] += doldm[i][j];  
       }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     }  {
     h=1;    int i,j, iter;
     if (stepm >= YEARM) h=stepm/YEARM;    double **xi;
     fprintf(ficresvij,"%.0f ",age );    double fret;
     for(i=1; i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
       for(j=1; j<=nlstate;j++){    char filerespow[FILENAMELENGTH];
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    xi=matrix(1,npar,1,npar);
       }    for (i=1;i<=npar;i++)
     fprintf(ficresvij,"\n");      for (j=1;j<=npar;j++)
     free_matrix(gp,0,nhstepm,1,nlstate);        xi[i][j]=(i==j ? 1.0 : 0.0);
     free_matrix(gm,0,nhstepm,1,nlstate);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    strcpy(filerespow,"pow"); 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    strcat(filerespow,fileres);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   } /* End age */      printf("Problem with resultfile: %s\n", filerespow);
        fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   free_vector(xp,1,npar);    }
   free_matrix(doldm,1,nlstate,1,npar);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   free_matrix(dnewm,1,nlstate,1,nlstate);    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
 }        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     fprintf(ficrespow,"\n");
 /************ Variance of prevlim ******************/  
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    powell(p,xi,npar,ftol,&iter,&fret,func);
 {  
   /* Variance of prevalence limit */    fclose(ficrespow);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   double **newm;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   double **dnewm,**doldm;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int i, j, nhstepm, hstepm;  
   int k, cptcode;  }
   double *xp;  
   double *gp, *gm;  /**** Computes Hessian and covariance matrix ***/
   double **gradg, **trgradg;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   double age,agelim;  {
   int theta;    double  **a,**y,*x,pd;
        double **hess;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    int i, j,jk;
   fprintf(ficresvpl,"# Age");    int *indx;
   for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %1d-%1d",i,i);    double hessii(double p[], double delta, int theta, double delti[]);
   fprintf(ficresvpl,"\n");    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
   xp=vector(1,npar);    void ludcmp(double **a, int npar, int *indx, double *d) ;
   dnewm=matrix(1,nlstate,1,npar);  
   doldm=matrix(1,nlstate,1,nlstate);    hess=matrix(1,npar,1,npar);
    
   hstepm=1*YEARM; /* Every year of age */    printf("\nCalculation of the hessian matrix. Wait...\n");
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   agelim = AGESUP;    for (i=1;i<=npar;i++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      printf("%d",i);fflush(stdout);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      fprintf(ficlog,"%d",i);fflush(ficlog);
     if (stepm >= YEARM) hstepm=1;      hess[i][i]=hessii(p,ftolhess,i,delti);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      /*printf(" %f ",p[i]);*/
     gradg=matrix(1,npar,1,nlstate);      /*printf(" %lf ",hess[i][i]);*/
     gp=vector(1,nlstate);    }
     gm=vector(1,nlstate);    
     for (i=1;i<=npar;i++) {
     for(theta=1; theta <=npar; theta++){      for (j=1;j<=npar;j++)  {
       for(i=1; i<=npar; i++){ /* Computes gradient */        if (j>i) { 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          printf(".%d%d",i,j);fflush(stdout);
       }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          hess[i][j]=hessij(p,delti,i,j);
       for(i=1;i<=nlstate;i++)          hess[j][i]=hess[i][j];    
         gp[i] = prlim[i][i];          /*printf(" %lf ",hess[i][j]);*/
            }
       for(i=1; i<=npar; i++) /* Computes gradient */      }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    printf("\n");
       for(i=1;i<=nlstate;i++)    fprintf(ficlog,"\n");
         gm[i] = prlim[i][i];  
     printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       for(i=1;i<=nlstate;i++)    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    
     } /* End theta */    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
     trgradg =matrix(1,nlstate,1,npar);    x=vector(1,npar);
     indx=ivector(1,npar);
     for(j=1; j<=nlstate;j++)    for (i=1;i<=npar;i++)
       for(theta=1; theta <=npar; theta++)      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         trgradg[j][theta]=gradg[theta][j];    ludcmp(a,npar,indx,&pd);
   
     for(i=1;i<=nlstate;i++)    for (j=1;j<=npar;j++) {
       varpl[i][(int)age] =0.;      for (i=1;i<=npar;i++) x[i]=0;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      x[j]=1;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      lubksb(a,npar,indx,x);
     for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++){ 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        matcov[i][j]=x[i];
       }
     fprintf(ficresvpl,"%.0f ",age );    }
     for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    printf("\n#Hessian matrix#\n");
     fprintf(ficresvpl,"\n");    fprintf(ficlog,"\n#Hessian matrix#\n");
     free_vector(gp,1,nlstate);    for (i=1;i<=npar;i++) { 
     free_vector(gm,1,nlstate);      for (j=1;j<=npar;j++) { 
     free_matrix(gradg,1,npar,1,nlstate);        printf("%.3e ",hess[i][j]);
     free_matrix(trgradg,1,nlstate,1,npar);        fprintf(ficlog,"%.3e ",hess[i][j]);
   } /* End age */      }
       printf("\n");
   free_vector(xp,1,npar);      fprintf(ficlog,"\n");
   free_matrix(doldm,1,nlstate,1,npar);    }
   free_matrix(dnewm,1,nlstate,1,nlstate);  
     /* Recompute Inverse */
 }    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
   
 /***********************************************/    /*  printf("\n#Hessian matrix recomputed#\n");
 /**************** Main Program *****************/  
 /***********************************************/    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
 /*int main(int argc, char *argv[])*/      x[j]=1;
 int main()      lubksb(a,npar,indx,x);
 {      for (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;        printf("%.3e ",y[i][j]);
   double agedeb, agefin,hf;        fprintf(ficlog,"%.3e ",y[i][j]);
   double agemin=1.e20, agemax=-1.e20;      }
       printf("\n");
   double fret;      fprintf(ficlog,"\n");
   double **xi,tmp,delta;    }
     */
   double dum; /* Dummy variable */  
   double ***p3mat;    free_matrix(a,1,npar,1,npar);
   int *indx;    free_matrix(y,1,npar,1,npar);
   char line[MAXLINE], linepar[MAXLINE];    free_vector(x,1,npar);
   char title[MAXLINE];    free_ivector(indx,1,npar);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    free_matrix(hess,1,npar,1,npar);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];  
   char filerest[FILENAMELENGTH];  
   char fileregp[FILENAMELENGTH];  }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];  
   int firstobs=1, lastobs=10;  /*************** hessian matrix ****************/
   int sdeb, sfin; /* Status at beginning and end */  double hessii( double x[], double delta, int theta, double delti[])
   int c,  h , cpt,l;  {
   int ju,jl, mi;    int i;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    int l=1, lmax=20;
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    double k1,k2;
      double p2[NPARMAX+1];
   int hstepm, nhstepm;    double res;
   double bage, fage, age, agelim, agebase;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   double ftolpl=FTOL;    double fx;
   double **prlim;    int k=0,kmax=10;
   double *severity;    double l1;
   double ***param; /* Matrix of parameters */  
   double  *p;    fx=func(x);
   double **matcov; /* Matrix of covariance */    for (i=1;i<=npar;i++) p2[i]=x[i];
   double ***delti3; /* Scale */    for(l=0 ; l <=lmax; l++){
   double *delti; /* Scale */      l1=pow(10,l);
   double ***eij, ***vareij;      delts=delt;
   double **varpl; /* Variances of prevalence limits by age */      for(k=1 ; k <kmax; k=k+1){
   double *epj, vepp;        delt = delta*(l1*k);
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";        p2[theta]=x[theta] +delt;
   char *alph[]={"a","a","b","c","d","e"}, str[4];        k1=func(p2)-fx;
         p2[theta]=x[theta]-delt;
   char z[1]="c", occ;        k2=func(p2)-fx;
 #include <sys/time.h>        /*res= (k1-2.0*fx+k2)/delt/delt; */
 #include <time.h>        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        
   /* long total_usecs;  #ifdef DEBUG
   struct timeval start_time, end_time;        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
          fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   printf("\nIMACH, Version 0.64b");          k=kmax;
   printf("\nEnter the parameter file name: ");        }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 #ifdef windows          k=kmax; l=lmax*10.;
   scanf("%s",pathtot);        }
   getcwd(pathcd, size);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   /*cygwin_split_path(pathtot,path,optionfile);          delts=delt;
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/        }
   /* cutv(path,optionfile,pathtot,'\\');*/      }
     }
 split(pathtot, path,optionfile);    delti[theta]=delts;
   chdir(path);    return res; 
   replace(pathc,path);    
 #endif  }
 #ifdef unix  
   scanf("%s",optionfile);  double hessij( double x[], double delti[], int thetai,int thetaj)
 #endif  {
     int i;
 /*-------- arguments in the command line --------*/    int l=1, l1, lmax=20;
     double k1,k2,k3,k4,res,fx;
   strcpy(fileres,"r");    double p2[NPARMAX+1];
   strcat(fileres, optionfile);    int k;
   
   /*---------arguments file --------*/    fx=func(x);
     for (k=1; k<=2; k++) {
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      for (i=1;i<=npar;i++) p2[i]=x[i];
     printf("Problem with optionfile %s\n",optionfile);      p2[thetai]=x[thetai]+delti[thetai]/k;
     goto end;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   }      k1=func(p2)-fx;
     
   strcpy(filereso,"o");      p2[thetai]=x[thetai]+delti[thetai]/k;
   strcat(filereso,fileres);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   if((ficparo=fopen(filereso,"w"))==NULL) {      k2=func(p2)-fx;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    
   }      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   /* Reads comments: lines beginning with '#' */      k3=func(p2)-fx;
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);      p2[thetai]=x[thetai]-delti[thetai]/k;
     fgets(line, MAXLINE, ficpar);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     puts(line);      k4=func(p2)-fx;
     fputs(line,ficparo);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   }  #ifdef DEBUG
   ungetc(c,ficpar);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   fscanf(ficpar,"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);  #endif
   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);    return res;
   }
   covar=matrix(0,NCOVMAX,1,n);  
   cptcovn=0;  /************** Inverse of matrix **************/
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;  void ludcmp(double **a, int n, int *indx, double *d) 
   { 
   ncovmodel=2+cptcovn;    int i,imax,j,k; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    double big,dum,sum,temp; 
      double *vv; 
   /* Read guess parameters */   
   /* Reads comments: lines beginning with '#' */    vv=vector(1,n); 
   while((c=getc(ficpar))=='#' && c!= EOF){    *d=1.0; 
     ungetc(c,ficpar);    for (i=1;i<=n;i++) { 
     fgets(line, MAXLINE, ficpar);      big=0.0; 
     puts(line);      for (j=1;j<=n;j++) 
     fputs(line,ficparo);        if ((temp=fabs(a[i][j])) > big) big=temp; 
   }      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   ungetc(c,ficpar);      vv[i]=1.0/big; 
      } 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (j=1;j<=n;j++) { 
     for(i=1; i <=nlstate; i++)      for (i=1;i<j;i++) { 
     for(j=1; j <=nlstate+ndeath-1; j++){        sum=a[i][j]; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       fprintf(ficparo,"%1d%1d",i1,j1);        a[i][j]=sum; 
       printf("%1d%1d",i,j);      } 
       for(k=1; k<=ncovmodel;k++){      big=0.0; 
         fscanf(ficpar," %lf",&param[i][j][k]);      for (i=j;i<=n;i++) { 
         printf(" %lf",param[i][j][k]);        sum=a[i][j]; 
         fprintf(ficparo," %lf",param[i][j][k]);        for (k=1;k<j;k++) 
       }          sum -= a[i][k]*a[k][j]; 
       fscanf(ficpar,"\n");        a[i][j]=sum; 
       printf("\n");        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       fprintf(ficparo,"\n");          big=dum; 
     }          imax=i; 
          } 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      } 
   p=param[1][1];      if (j != imax) { 
          for (k=1;k<=n;k++) { 
   /* Reads comments: lines beginning with '#' */          dum=a[imax][k]; 
   while((c=getc(ficpar))=='#' && c!= EOF){          a[imax][k]=a[j][k]; 
     ungetc(c,ficpar);          a[j][k]=dum; 
     fgets(line, MAXLINE, ficpar);        } 
     puts(line);        *d = -(*d); 
     fputs(line,ficparo);        vv[imax]=vv[j]; 
   }      } 
   ungetc(c,ficpar);      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      if (j != n) { 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */        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+ndeath-1; j++){      } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);    } 
       printf("%1d%1d",i,j);    free_vector(vv,1,n);  /* Doesn't work */
       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]);  void lubksb(double **a, int n, int *indx, double b[]) 
         fprintf(ficparo," %le",delti3[i][j][k]);  { 
       }    int i,ii=0,ip,j; 
       fscanf(ficpar,"\n");    double sum; 
       printf("\n");   
       fprintf(ficparo,"\n");    for (i=1;i<=n;i++) { 
     }      ip=indx[i]; 
   }      sum=b[ip]; 
   delti=delti3[1][1];      b[ip]=b[i]; 
        if (ii) 
   /* Reads comments: lines beginning with '#' */        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   while((c=getc(ficpar))=='#' && c!= EOF){      else if (sum) ii=i; 
     ungetc(c,ficpar);      b[i]=sum; 
     fgets(line, MAXLINE, ficpar);    } 
     puts(line);    for (i=n;i>=1;i--) { 
     fputs(line,ficparo);      sum=b[i]; 
   }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   ungetc(c,ficpar);      b[i]=sum/a[i][i]; 
      } 
   matcov=matrix(1,npar,1,npar);  } 
   for(i=1; i <=npar; i++){  
     fscanf(ficpar,"%s",&str);  /************ Frequencies ********************/
     printf("%s",str);  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)
     fprintf(ficparo,"%s",str);  {  /* Some frequencies */
     for(j=1; j <=i; j++){    
       fscanf(ficpar," %le",&matcov[i][j]);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       printf(" %.5le",matcov[i][j]);    int first;
       fprintf(ficparo," %.5le",matcov[i][j]);    double ***freq; /* Frequencies */
     }    double *pp, **prop;
     fscanf(ficpar,"\n");    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     printf("\n");    FILE *ficresp;
     fprintf(ficparo,"\n");    char fileresp[FILENAMELENGTH];
   }    
   for(i=1; i <=npar; i++)    pp=vector(1,nlstate);
     for(j=i+1;j<=npar;j++)    prop=matrix(1,nlstate,iagemin,iagemax+3);
       matcov[i][j]=matcov[j][i];    strcpy(fileresp,"p");
        strcat(fileresp,fileres);
   printf("\n");    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     /*-------- data file ----------*/      exit(0);
     if((ficres =fopen(fileres,"w"))==NULL) {    }
       printf("Problem with resultfile: %s\n", fileres);goto end;    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     }    j1=0;
     fprintf(ficres,"#%s\n",version);    
        j=cptcoveff;
     if((fic=fopen(datafile,"r"))==NULL)    {    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       printf("Problem with datafile: %s\n", datafile);goto end;  
     }    first=1;
   
     n= lastobs;    for(k1=1; k1<=j;k1++){
     severity = vector(1,maxwav);      for(i1=1; i1<=ncodemax[k1];i1++){
     outcome=imatrix(1,maxwav+1,1,n);        j1++;
     num=ivector(1,n);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     moisnais=vector(1,n);          scanf("%d", i);*/
     annais=vector(1,n);        for (i=-1; i<=nlstate+ndeath; i++)  
     moisdc=vector(1,n);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     andc=vector(1,n);            for(m=iagemin; m <= iagemax+3; m++)
     agedc=vector(1,n);              freq[i][jk][m]=0;
     cod=ivector(1,n);  
     weight=vector(1,n);      for (i=1; i<=nlstate; i++)  
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */        for(m=iagemin; m <= iagemax+3; m++)
     mint=matrix(1,maxwav,1,n);          prop[i][m]=0;
     anint=matrix(1,maxwav,1,n);        
     s=imatrix(1,maxwav+1,1,n);        dateintsum=0;
     adl=imatrix(1,maxwav+1,1,n);            k2cpt=0;
     tab=ivector(1,NCOVMAX);        for (i=1; i<=imx; i++) {
     ncodemax=ivector(1,8);          bool=1;
           if  (cptcovn>0) {
     i=1;            for (z1=1; z1<=cptcoveff; z1++) 
     while (fgets(line, MAXLINE, fic) != NULL)    {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       if ((i >= firstobs) && (i <=lastobs)) {                bool=0;
                  }
         for (j=maxwav;j>=1;j--){          if (bool==1){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);            for(m=firstpass; m<=lastpass; m++){
           strcpy(line,stra);              k2=anint[m][i]+(mint[m][i]/12.);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                        if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);                if (m<lastpass) {
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                   freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                
                 if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);                  dateintsum=dateintsum+k2;
         for (j=ncov;j>=1;j--){                  k2cpt++;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                }
         }                /*}*/
         num[i]=atol(stra);            }
           }
         /*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;        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       }  
     }        if  (cptcovn>0) {
           fprintf(ficresp, "\n#********** Variable "); 
     /*scanf("%d",i);*/          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   imx=i-1; /* Number of individuals */          fprintf(ficresp, "**********\n#");
         }
   /* Calculation of the number of parameter from char model*/        for(i=1; i<=nlstate;i++) 
   Tvar=ivector(1,15);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   Tprod=ivector(1,15);        fprintf(ficresp, "\n");
   Tvaraff=ivector(1,15);        
   Tvard=imatrix(1,15,1,2);        for(i=iagemin; i <= iagemax+3; i++){
   Tage=ivector(1,15);                if(i==iagemax+3){
                fprintf(ficlog,"Total");
   if (strlen(model) >1){          }else{
     j=0, j1=0, k1=1, k2=1;            if(first==1){
     j=nbocc(model,'+');              first=0;
     j1=nbocc(model,'*');              printf("See log file for details...\n");
     cptcovn=j+1;            }
     cptcovprod=j1;            fprintf(ficlog,"Age %d", i);
              }
              for(jk=1; jk <=nlstate ; jk++){
     strcpy(modelsav,model);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){              pp[jk] += freq[jk][m][i]; 
       printf("Error. Non available option model=%s ",model);          }
       goto end;          for(jk=1; jk <=nlstate ; jk++){
     }            for(m=-1, pos=0; m <=0 ; m++)
                  pos += freq[jk][m][i];
     for(i=(j+1); i>=1;i--){            if(pp[jk]>=1.e-10){
       cutv(stra,strb,modelsav,'+');              if(first==1){
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/              }
       /*scanf("%d",i);*/              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       if (strchr(strb,'*')) {            }else{
         cutv(strd,strc,strb,'*');              if(first==1)
         if (strcmp(strc,"age")==0) {                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           cptcovprod--;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           cutv(strb,stre,strd,'V');            }
           Tvar[i]=atoi(stre);          }
           cptcovage++;  
             Tage[cptcovage]=i;          for(jk=1; jk <=nlstate ; jk++){
             /*printf("stre=%s ", stre);*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
         }              pp[jk] += freq[jk][m][i];
         else if (strcmp(strd,"age")==0) {          }       
           cptcovprod--;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
           cutv(strb,stre,strc,'V');            pos += pp[jk];
           Tvar[i]=atoi(stre);            posprop += prop[jk][i];
           cptcovage++;          }
           Tage[cptcovage]=i;          for(jk=1; jk <=nlstate ; jk++){
         }            if(pos>=1.e-5){
         else {              if(first==1)
           cutv(strb,stre,strc,'V');                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           Tvar[i]=ncov+k1;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           cutv(strb,strc,strd,'V');            }else{
           Tprod[k1]=i;              if(first==1)
           Tvard[k1][1]=atoi(strc);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           Tvard[k1][2]=atoi(stre);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           Tvar[cptcovn+k2]=Tvard[k1][1];            }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];            if( i <= iagemax){
           for (k=1; k<=lastobs;k++)              if(pos>=1.e-5){
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
           k1++;                /*probs[i][jk][j1]= pp[jk]/pos;*/
           k2=k2+2;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
         }              }
       }              else
       else {                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/            }
        /*  scanf("%d",i);*/          }
       cutv(strd,strc,strb,'V');          
       Tvar[i]=atoi(strc);          for(jk=-1; jk <=nlstate+ndeath; jk++)
       }            for(m=-1; m <=nlstate+ndeath; m++)
       strcpy(modelsav,stra);                if(freq[jk][m][i] !=0 ) {
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);              if(first==1)
         scanf("%d",i);*/                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 }              }
            if(i <= iagemax)
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);            fprintf(ficresp,"\n");
   printf("cptcovprod=%d ", cptcovprod);          if(first==1)
   scanf("%d ",i);*/            printf("Others in log...\n");
     fclose(fic);          fprintf(ficlog,"\n");
         }
     /*  if(mle==1){*/      }
     if (weightopt != 1) { /* Maximisation without weights*/    }
       for(i=1;i<=n;i++) weight[i]=1.0;    dateintmean=dateintsum/k2cpt; 
     }   
     /*-calculation of age at interview from date of interview and age at death -*/    fclose(ficresp);
     agev=matrix(1,maxwav,1,imx);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
        free_vector(pp,1,nlstate);
     for (i=1; i<=imx; i++)  {    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    /* End of Freq */
       for(m=1; (m<= maxwav); m++){  }
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {  /************ Prevalence ********************/
             if(agedc[i]>0)  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
               if(moisdc[i]!=99 && andc[i]!=9999)  {  
               agev[m][i]=agedc[i];    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
             else {       in each health status at the date of interview (if between dateprev1 and dateprev2).
               if (andc[i]!=9999){       We still use firstpass and lastpass as another selection.
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    */
               agev[m][i]=-1;   
               }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
             }    double ***freq; /* Frequencies */
           }    double *pp, **prop;
           else if(s[m][i] !=9){ /* Should no more exist */    double pos,posprop; 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    double  y2; /* in fractional years */
             if(mint[m][i]==99 || anint[m][i]==9999)    int iagemin, iagemax;
               agev[m][i]=1;  
             else if(agev[m][i] <agemin){    iagemin= (int) agemin;
               agemin=agev[m][i];    iagemax= (int) agemax;
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    /*pp=vector(1,nlstate);*/
             }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
             else if(agev[m][i] >agemax){    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
               agemax=agev[m][i];    j1=0;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    
             }    j=cptcoveff;
             /*agev[m][i]=anint[m][i]-annais[i];*/    if (cptcovn<1) {j=1;ncodemax[1]=1;}
             /*   agev[m][i] = age[i]+2*m;*/    
           }    for(k1=1; k1<=j;k1++){
           else { /* =9 */      for(i1=1; i1<=ncodemax[k1];i1++){
             agev[m][i]=1;        j1++;
             s[m][i]=-1;        
           }        for (i=1; i<=nlstate; i++)  
         }          for(m=iagemin; m <= iagemax+3; m++)
         else /*= 0 Unknown */            prop[i][m]=0.0;
           agev[m][i]=1;       
       }        for (i=1; i<=imx; i++) { /* Each individual */
              bool=1;
     }          if  (cptcovn>0) {
     for (i=1; i<=imx; i++)  {            for (z1=1; z1<=cptcoveff; z1++) 
       for(m=1; (m<= maxwav); m++){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         if (s[m][i] > (nlstate+ndeath)) {                bool=0;
           printf("Error: Wrong value in nlstate or ndeath\n");            } 
           goto end;          if (bool==1) { 
         }            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
     free_vector(severity,1,maxwav);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     free_imatrix(outcome,1,maxwav+1,1,n);                  /*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]]);*/
     free_vector(moisnais,1,n);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     free_vector(annais,1,n);                  prop[s[m][i]][iagemax+3] += weight[i]; 
     free_matrix(mint,1,maxwav,1,n);                } 
     free_matrix(anint,1,maxwav,1,n);              }
     free_vector(moisdc,1,n);            } /* end selection of waves */
     free_vector(andc,1,n);          }
         }
            for(i=iagemin; i <= iagemax+3; i++){  
     wav=ivector(1,imx);          
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);            posprop += prop[jk][i]; 
              } 
     /* Concatenates waves */  
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);          for(jk=1; jk <=nlstate ; jk++){     
             if( i <=  iagemax){ 
               if(posprop>=1.e-5){ 
       Tcode=ivector(1,100);                probs[i][jk][j1]= prop[jk][i]/posprop;
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);              } 
       ncodemax[1]=1;            } 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          }/* end jk */ 
              }/* end i */ 
    codtab=imatrix(1,100,1,10);      } /* end i1 */
    h=0;    } /* end k1 */
    m=pow(2,cptcoveff);    
      /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
    for(k=1;k<=cptcoveff; k++){    /*free_vector(pp,1,nlstate);*/
      for(i=1; i <=(m/pow(2,k));i++){    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
        for(j=1; j <= ncodemax[k]; j++){  }  /* End of prevalence */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;  /************* Waves Concatenation ***************/
            if (h>m) h=1;codtab[h][k]=j;  
          }  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)
        }  {
      }    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
    }       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
        dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
    /*for(i=1; i <=m ;i++){       and mw[mi+1][i]. dh depends on stepm.
      for(k=1; k <=cptcovn; k++){       */
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);  
      }    int i, mi, m;
      printf("\n");    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
    }       double sum=0., jmean=0.;*/
    scanf("%d",i);*/    int first;
        int j, k=0,jk, ju, jl;
    /* Calculates basic frequencies. Computes observed prevalence at single age    double sum=0.;
        and prints on file fileres'p'. */    first=0;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    jmin=1e+5;
     jmax=-1;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    jmean=0.;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for(i=1; i<=imx; i++){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      mi=0;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      m=firstpass;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      while(s[m][i] <= nlstate){
            if(s[m][i]>=1)
     /* For Powell, parameters are in a vector p[] starting at p[1]          mw[++mi][i]=m;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        if(m >=lastpass)
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          break;
         else
     if(mle==1){          m++;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      }/* end while */
     }      if (s[m][i] > nlstate){
            mi++;     /* Death is another wave */
     /*--------- results files --------------*/        /* if(mi==0)  never been interviewed correctly before death */
     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);           /* Only death is a correct wave */
            mw[mi][i]=m;
    jk=1;      }
    fprintf(ficres,"# Parameters\n");  
    printf("# Parameters\n");      wav[i]=mi;
    for(i=1,jk=1; i <=nlstate; i++){      if(mi==0){
      for(k=1; k <=(nlstate+ndeath); k++){        nbwarn++;
        if (k != i)        if(first==0){
          {          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
            printf("%d%d ",i,k);          first=1;
            fprintf(ficres,"%1d%1d ",i,k);        }
            for(j=1; j <=ncovmodel; j++){        if(first==1){
              printf("%f ",p[jk]);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
              fprintf(ficres,"%f ",p[jk]);        }
              jk++;      } /* end mi==0 */
            }    } /* End individuals */
            printf("\n");  
            fprintf(ficres,"\n");    for(i=1; i<=imx; i++){
          }      for(mi=1; mi<wav[i];mi++){
      }        if (stepm <=0)
    }          dh[mi][i]=1;
  if(mle==1){        else{
     /* Computing hessian and covariance matrix */          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     ftolhess=ftol; /* Usually correct */            if (agedc[i] < 2*AGESUP) {
     hesscov(matcov, p, npar, delti, ftolhess, func);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
  }              if(j==0) j=1;  /* Survives at least one month after exam */
     fprintf(ficres,"# Scales\n");              else if(j<0){
     printf("# Scales\n");                nberr++;
      for(i=1,jk=1; i <=nlstate; i++){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       for(j=1; j <=nlstate+ndeath; j++){                j=1; /* Temporary Dangerous patch */
         if (j!=i) {                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
           fprintf(ficres,"%1d%1d",i,j);                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
           printf("%1d%1d",i,j);                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
           for(k=1; k<=ncovmodel;k++){              }
             printf(" %.5e",delti[jk]);              k=k+1;
             fprintf(ficres," %.5e",delti[jk]);              if (j >= jmax) jmax=j;
             jk++;              if (j <= jmin) jmin=j;
           }              sum=sum+j;
           printf("\n");              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
           fprintf(ficres,"\n");              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         }            }
       }          }
       }          else{
                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     k=1;            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     fprintf(ficres,"# Covariance\n");            k=k+1;
     printf("# Covariance\n");            if (j >= jmax) jmax=j;
     for(i=1;i<=npar;i++){            else if (j <= jmin)jmin=j;
       /*  if (k>nlstate) k=1;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       i1=(i-1)/(ncovmodel*nlstate)+1;            /*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]);*/
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            if(j<0){
       printf("%s%d%d",alph[k],i1,tab[i]);*/              nberr++;
       fprintf(ficres,"%3d",i);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       printf("%3d",i);              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       for(j=1; j<=i;j++){            }
         fprintf(ficres," %.5e",matcov[i][j]);            sum=sum+j;
         printf(" %.5e",matcov[i][j]);          }
       }          jk= j/stepm;
       fprintf(ficres,"\n");          jl= j -jk*stepm;
       printf("\n");          ju= j -(jk+1)*stepm;
       k++;          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     }            if(jl==0){
                  dh[mi][i]=jk;
     while((c=getc(ficpar))=='#' && c!= EOF){              bh[mi][i]=0;
       ungetc(c,ficpar);            }else{ /* We want a negative bias in order to only have interpolation ie
       fgets(line, MAXLINE, ficpar);                    * at the price of an extra matrix product in likelihood */
       puts(line);              dh[mi][i]=jk+1;
       fputs(line,ficparo);              bh[mi][i]=ju;
     }            }
     ungetc(c,ficpar);          }else{
              if(jl <= -ju){
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              dh[mi][i]=jk;
                  bh[mi][i]=jl;       /* bias is positive if real duration
     if (fage <= 2) {                                   * is higher than the multiple of stepm and negative otherwise.
       bage = agemin;                                   */
       fage = agemax;            }
     }            else{
               dh[mi][i]=jk+1;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");              bh[mi][i]=ju;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            }
             if(dh[mi][i]==0){
                  dh[mi][i]=1; /* At least one step */
 /*------------ gnuplot -------------*/              bh[mi][i]=ju; /* At least one step */
 chdir(pathcd);              /*  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);*/
   if((ficgp=fopen("graph.plt","w"))==NULL) {            }
     printf("Problem with file graph.gp");goto end;          } /* end if mle */
   }        }
 #ifdef windows      } /* end wave */
   fprintf(ficgp,"cd \"%s\" \n",pathc);    }
 #endif    jmean=sum/k;
 m=pow(2,cptcoveff);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
      fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
  /* 1eme*/   }
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
    for (k1=1; k1<= m ; k1 ++) {  /*********** Tricode ****************************/
   void tricode(int *Tvar, int **nbcode, int imx)
 #ifdef windows  {
     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);    
 #endif    int Ndum[20],ij=1, k, j, i, maxncov=19;
 #ifdef unix    int cptcode=0;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    cptcoveff=0; 
 #endif   
     for (k=0; k<maxncov; k++) Ndum[k]=0;
 for (i=1; i<= nlstate ; i ++) {    for (k=1; k<=7; k++) ncodemax[k]=0;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);                                 modality*/ 
     for (i=1; i<= nlstate ; i ++) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        Ndum[ij]++; /*store the modality */
   else fprintf(ficgp," \%%*lf (\%%*lf)");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);                                         Tvar[j]. If V=sex and male is 0 and 
      for (i=1; i<= nlstate ; i ++) {                                         female is 1, then  cptcode=1.*/
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }        for (i=0; i<=cptcode; i++) {
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));        if(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 */
 #ifdef unix      }
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif      ij=1; 
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      for (i=1; i<=ncodemax[j]; i++) {
    }        for (k=0; k<= maxncov; k++) {
   }          if (Ndum[k] != 0) {
   /*2 eme*/            nbcode[Tvar[j]][ij]=k; 
             /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   for (k1=1; k1<= m ; k1 ++) {            
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);            ij++;
              }
     for (i=1; i<= nlstate+1 ; i ++) {          if (ij > ncodemax[j]) break; 
       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)");   for (k=0; k< maxncov; k++) Ndum[k]=0;
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");   for (i=1; i<=ncovmodel-2; i++) { 
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);     ij=Tvar[i];
       for (j=1; j<= nlstate+1 ; j ++) {     Ndum[ij]++;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   }
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }     ij=1;
       fprintf(ficgp,"\" t\"\" w l 0,");   for (i=1; i<= maxncov; i++) {
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);     if((Ndum[i]!=0) && (i<=ncovcol)){
       for (j=1; j<= nlstate+1 ; j ++) {       Tvaraff[ij]=i; /*For printing */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");       ij++;
   else fprintf(ficgp," \%%*lf (\%%*lf)");     }
 }     }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");   
       else fprintf(ficgp,"\" t\"\" w l 0,");   cptcoveff=ij-1; /*Number of simple covariates*/
     }  }
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }  /*********** Health Expectancies ****************/
    
   /*3eme*/  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 )
   
   for (k1=1; k1<= m ; k1 ++) {  {
     for (cpt=1; cpt<= nlstate ; cpt ++) {    /* Health expectancies */
       k=2+nlstate*(cpt-1);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       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);    double age, agelim, hf;
       for (i=1; i< nlstate ; i ++) {    double ***p3mat,***varhe;
         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);    double **dnewm,**doldm;
       }    double *xp;
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    double **gp, **gm;
     }    double ***gradg, ***trgradg;
   }    int theta;
    
   /* CV preval stat */    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   for (k1=1; k1<= m ; k1 ++) {    xp=vector(1,npar);
     for (cpt=1; cpt<nlstate ; cpt ++) {    dnewm=matrix(1,nlstate*nlstate,1,npar);
       k=3;    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    
       for (i=1; i< nlstate ; i ++)    fprintf(ficreseij,"# Health expectancies\n");
         fprintf(ficgp,"+$%d",k+i+1);    fprintf(ficreseij,"# Age");
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    for(i=1; i<=nlstate;i++)
            for(j=1; j<=nlstate;j++)
       l=3+(nlstate+ndeath)*cpt;        fprintf(ficreseij," %1d-%1d (SE)",i,j);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    fprintf(ficreseij,"\n");
       for (i=1; i< nlstate ; i ++) {  
         l=3+(nlstate+ndeath)*cpt;    if(estepm < stepm){
         fprintf(ficgp,"+$%d",l+i+1);      printf ("Problem %d lower than %d\n",estepm, stepm);
       }    }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      else  hstepm=estepm;   
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* We compute the life expectancy from trapezoids spaced every estepm months
     }     * This is mainly to measure the difference between two models: for example
   }     * if stepm=24 months pijx are given only every 2 years and by summing them
      * we are calculating an estimate of the Life Expectancy assuming a linear 
   /* proba elementaires */     * progression in between and thus overestimating or underestimating according
    for(i=1,jk=1; i <=nlstate; i++){     * to the curvature of the survival function. If, for the same date, we 
     for(k=1; k <=(nlstate+ndeath); k++){     * estimate the model with stepm=1 month, we can keep estepm to 24 months
       if (k != i) {     * to compare the new estimate of Life expectancy with the same linear 
         for(j=1; j <=ncovmodel; j++){     * hypothesis. A more precise result, taking into account a more precise
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/     * curvature will be obtained if estepm is as small as stepm. */
           /*fprintf(ficgp,"%s",alph[1]);*/  
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    /* For example we decided to compute the life expectancy with the smallest unit */
           jk++;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           fprintf(ficgp,"\n");       nhstepm is the number of hstepm from age to agelim 
         }       nstepm is the number of stepm from age to agelin. 
       }       Look at hpijx to understand the reason of that which relies in memory size
     }       and note for a fixed period like estepm months */
     }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
   for(jk=1; jk <=m; jk++) {       means that if the survival funtion is printed only each two years of age and if
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
    i=1;       results. So we changed our mind and took the option of the best precision.
    for(k2=1; k2<=nlstate; k2++) {    */
      k3=i;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      for(k=1; k<=(nlstate+ndeath); k++) {  
        if (k != k2){    agelim=AGESUP;
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 ij=1;      /* nhstepm age range expressed in number of stepm */
         for(j=3; j <=ncovmodel; j++) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      /* if (stepm >= YEARM) hstepm=1;*/
             ij++;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
           }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           else      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
         }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
           fprintf(ficgp,")/(1");  
              /* Computed by stepm unit matrices, product of hstepm matrices, stored
         for(k1=1; k1 <=nlstate; k1++){           in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 ij=1;   
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;      /* Computing Variances of health expectancies */
           }  
           else       for(theta=1; theta <=npar; theta++){
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(i=1; i<=npar; i++){ 
           }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           fprintf(ficgp,")");        }
         }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        cptj=0;
         i=i+ncovmodel;        for(j=1; j<= nlstate; j++){
        }          for(i=1; i<=nlstate; i++){
      }            cptj=cptj+1;
    }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   }            }
              }
   fclose(ficgp);        }
           
 chdir(path);       
     free_matrix(agev,1,maxwav,1,imx);        for(i=1; i<=npar; i++) 
     free_ivector(wav,1,imx);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        
            cptj=0;
     free_imatrix(s,1,maxwav+1,1,n);        for(j=1; j<= nlstate; j++){
              for(i=1;i<=nlstate;i++){
                cptj=cptj+1;
     free_ivector(num,1,n);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            }
     fclose(ficparo);          }
     fclose(ficres);        }
     /*  }*/        for(j=1; j<= nlstate*nlstate; j++)
              for(h=0; h<=nhstepm-1; h++){
    /*________fin mle=1_________*/            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
              }
        } 
       
     /* No more information from the sample is required now */  /* End theta */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);       for(h=0; h<=nhstepm-1; h++)
     puts(line);        for(j=1; j<=nlstate*nlstate;j++)
     fputs(line,ficparo);          for(theta=1; theta <=npar; theta++)
   }            trgradg[h][j][theta]=gradg[h][theta][j];
   ungetc(c,ficpar);       
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);       for(i=1;i<=nlstate*nlstate;i++)
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        for(j=1;j<=nlstate*nlstate;j++)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          varhe[i][j][(int)age] =0.;
 /*--------- index.htm --------*/  
        printf("%d|",(int)age);fflush(stdout);
   strcpy(optionfilehtm,optionfile);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   strcat(optionfilehtm,".htm");       for(h=0;h<=nhstepm-1;h++){
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {        for(k=0;k<=nhstepm-1;k++){
     printf("Problem with %s \n",optionfilehtm);goto end;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           for(i=1;i<=nlstate*nlstate;i++)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">            for(j=1;j<=nlstate*nlstate;j++)
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 Total number of observations=%d <br>        }
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      }
 <hr  size=\"2\" color=\"#EC5E5E\">      /* Computing expectancies */
 <li>Outputs files<br><br>\n      for(i=1; i<=nlstate;i++)
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n        for(j=1; j<=nlstate;j++)
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>            
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  /* 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]);*/
         - 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>          }
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);      fprintf(ficreseij,"%3.0f",age );
       cptj=0;
  fprintf(fichtm," <li>Graphs</li><p>");      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
  m=cptcoveff;          cptj++;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         }
  j1=0;      fprintf(ficreseij,"\n");
  for(k1=1; k1<=m;k1++){     
    for(i1=1; i1<=ncodemax[k1];i1++){      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
        j1++;      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
        if (cptcovn > 0) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
          for (cpt=1; cpt<=cptcoveff;cpt++)      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    }
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    printf("\n");
        }    fprintf(ficlog,"\n");
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        free_vector(xp,1,npar);
        for(cpt=1; cpt<nlstate;cpt++){    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
        }  }
     for(cpt=1; cpt<=nlstate;cpt++) {  
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  /************ Variance ******************/
 interval) in state (%d): v%s%d%d.gif <br>  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)
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    {
      }    /* Variance of health expectancies */
      for(cpt=1; cpt<=nlstate;cpt++) {    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    /* double **newm;*/
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **dnewm,**doldm;
      }    double **dnewmp,**doldmp;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    int i, j, nhstepm, hstepm, h, nstepm ;
 health expectancies in states (1) and (2): e%s%d.gif<br>    int k, cptcode;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    double *xp;
 fprintf(fichtm,"\n</body>");    double **gp, **gm;  /* for var eij */
    }    double ***gradg, ***trgradg; /*for var eij */
  }    double **gradgp, **trgradgp; /* for var p point j */
 fclose(fichtm);    double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   /*--------------- Prevalence limit --------------*/    double ***p3mat;
      double age,agelim, hf;
   strcpy(filerespl,"pl");    double ***mobaverage;
   strcat(filerespl,fileres);    int theta;
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    char digit[4];
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    char digitp[25];
   }  
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    char fileresprobmorprev[FILENAMELENGTH];
   fprintf(ficrespl,"#Prevalence limit\n");  
   fprintf(ficrespl,"#Age ");    if(popbased==1){
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      if(mobilav!=0)
   fprintf(ficrespl,"\n");        strcpy(digitp,"-populbased-mobilav-");
        else strcpy(digitp,"-populbased-nomobil-");
   prlim=matrix(1,nlstate,1,nlstate);    }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    else 
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      strcpy(digitp,"-stablbased-");
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    if (mobilav!=0) {
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   k=0;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   agebase=agemin;        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   agelim=agemax;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   ftolpl=1.e-10;      }
   i1=cptcoveff;    }
   if (cptcovn < 1){i1=1;}  
     strcpy(fileresprobmorprev,"prmorprev"); 
   for(cptcov=1;cptcov<=i1;cptcov++){    sprintf(digit,"%-d",ij);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         k=k+1;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         fprintf(ficrespl,"\n#******");    strcat(fileresprobmorprev,fileres);
         for(j=1;j<=cptcoveff;j++)    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
         fprintf(ficrespl,"******\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
            }
         for (age=agebase; age<=agelim; age++){    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           fprintf(ficrespl,"%.0f",age );    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);
           for(i=1; i<=nlstate;i++)    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           fprintf(ficrespl," %.5f", prlim[i][i]);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespl,"\n");      fprintf(ficresprobmorprev," p.%-d SE",j);
         }      for(i=1; i<=nlstate;i++)
       }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }    }  
   fclose(ficrespl);    fprintf(ficresprobmorprev,"\n");
   /*------------- h Pij x at various ages ------------*/    fprintf(ficgp,"\n# Routine varevsij");
      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {  /*   } */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
      fprintf(ficresvij,"# Age");
   stepsize=(int) (stepm+YEARM-1)/YEARM;    for(i=1; i<=nlstate;i++)
   if (stepm<=24) stepsize=2;      for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   agelim=AGESUP;    fprintf(ficresvij,"\n");
   hstepm=stepsize*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    xp=vector(1,npar);
      dnewm=matrix(1,nlstate,1,npar);
   k=0;    doldm=matrix(1,nlstate,1,nlstate);
   for(cptcov=1;cptcov<=i1;cptcov++){    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       k=k+1;  
         fprintf(ficrespij,"\n#****** ");    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
         for(j=1;j<=cptcoveff;j++)    gpp=vector(nlstate+1,nlstate+ndeath);
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    gmp=vector(nlstate+1,nlstate+ndeath);
         fprintf(ficrespij,"******\n");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
            
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    if(estepm < stepm){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      printf ("Problem %d lower than %d\n",estepm, stepm);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    else  hstepm=estepm;   
           oldm=oldms;savm=savms;    /* For example we decided to compute the life expectancy with the smallest unit */
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           fprintf(ficrespij,"# Age");       nhstepm is the number of hstepm from age to agelim 
           for(i=1; i<=nlstate;i++)       nstepm is the number of stepm from age to agelin. 
             for(j=1; j<=nlstate+ndeath;j++)       Look at hpijx to understand the reason of that which relies in memory size
               fprintf(ficrespij," %1d-%1d",i,j);       and note for a fixed period like k years */
           fprintf(ficrespij,"\n");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           for (h=0; h<=nhstepm; h++){       survival function given by stepm (the optimization length). Unfortunately it
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );       means that if the survival funtion is printed every two years of age and if
             for(i=1; i<=nlstate;i++)       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
               for(j=1; j<=nlstate+ndeath;j++)       results. So we changed our mind and took the option of the best precision.
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    */
             fprintf(ficrespij,"\n");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           }    agelim = AGESUP;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           fprintf(ficrespij,"\n");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
   fclose(ficrespij);      gm=matrix(0,nhstepm,1,nlstate);
   
   /*---------- Health expectancies and variances ------------*/  
       for(theta=1; theta <=npar; theta++){
   strcpy(filerest,"t");        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   strcat(filerest,fileres);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   if((ficrest=fopen(filerest,"w"))==NULL) {        }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);  
         if (popbased==1) {
           if(mobilav ==0){
   strcpy(filerese,"e");            for(i=1; i<=nlstate;i++)
   strcat(filerese,fileres);              prlim[i][i]=probs[(int)age][i][ij];
   if((ficreseij=fopen(filerese,"w"))==NULL) {          }else{ /* mobilav */ 
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            for(i=1; i<=nlstate;i++)
   }              prlim[i][i]=mobaverage[(int)age][i][ij];
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          }
         }
  strcpy(fileresv,"v");    
   strcat(fileresv,fileres);        for(j=1; j<= nlstate; j++){
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          for(h=0; h<=nhstepm; h++){
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          }
         }
   k=0;        /* This for computing probability of death (h=1 means
   for(cptcov=1;cptcov<=i1;cptcov++){           computed over hstepm matrices product = hstepm*stepm months) 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){           as a weighted average of prlim.
       k=k+1;        */
       fprintf(ficrest,"\n#****** ");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
       for(j=1;j<=cptcoveff;j++)          for(i=1,gpp[j]=0.; i<= nlstate; i++)
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       fprintf(ficrest,"******\n");        }    
         /* end probability of death */
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fprintf(ficreseij,"******\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficresvij,"\n#****** ");   
       for(j=1;j<=cptcoveff;j++)        if (popbased==1) {
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          if(mobilav ==0){
       fprintf(ficresvij,"******\n");            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          }else{ /* mobilav */ 
       oldm=oldms;savm=savms;            for(i=1; i<=nlstate;i++)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                prlim[i][i]=mobaverage[(int)age][i][ij];
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          }
       oldm=oldms;savm=savms;        }
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
              for(j=1; j<= nlstate; j++){
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          for(h=0; h<=nhstepm; h++){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       fprintf(ficrest,"\n");              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
                  }
       hf=1;        }
       if (stepm >= YEARM) hf=stepm/YEARM;        /* This for computing probability of death (h=1 means
       epj=vector(1,nlstate+1);           computed over hstepm matrices product = hstepm*stepm months) 
       for(age=bage; age <=fage ;age++){           as a weighted average of prlim.
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        */
         fprintf(ficrest," %.0f",age);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          for(i=1,gmp[j]=0.; i<= nlstate; i++)
           for(i=1, epj[j]=0.;i <=nlstate;i++) {           gmp[j] += prlim[i][i]*p3mat[i][j][1];
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        }    
           }        /* end probability of death */
           epj[nlstate+1] +=epj[j];  
         }        for(j=1; j<= nlstate; j++) /* vareij */
         for(i=1, vepp=0.;i <=nlstate;i++)          for(h=0; h<=nhstepm; h++){
           for(j=1;j <=nlstate;j++)            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
             vepp += vareij[i][j][(int)age];          }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));  
         for(j=1;j <=nlstate;j++){        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }        }
         fprintf(ficrest,"\n");  
       }      } /* End theta */
     }  
   }      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
          
  fclose(ficreseij);      for(h=0; h<=nhstepm; h++) /* veij */
  fclose(ficresvij);        for(j=1; j<=nlstate;j++)
   fclose(ficrest);          for(theta=1; theta <=npar; theta++)
   fclose(ficpar);            trgradg[h][j][theta]=gradg[h][theta][j];
   free_vector(epj,1,nlstate+1);  
   /*  scanf("%d ",i); */      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
   /*------- Variance limit prevalence------*/            trgradgp[j][theta]=gradgp[theta][j];
     
 strcpy(fileresvpl,"vpl");  
   strcat(fileresvpl,fileres);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {      for(i=1;i<=nlstate;i++)
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);        for(j=1;j<=nlstate;j++)
     exit(0);          vareij[i][j][(int)age] =0.;
   }  
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
  k=0;          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
  for(cptcov=1;cptcov<=i1;cptcov++){          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for(i=1;i<=nlstate;i++)
      k=k+1;            for(j=1;j<=nlstate;j++)
      fprintf(ficresvpl,"\n#****** ");              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
      for(j=1;j<=cptcoveff;j++)        }
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      }
      fprintf(ficresvpl,"******\n");    
            /* pptj */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
      oldm=oldms;savm=savms;      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
    }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
  }          varppt[j][i]=doldmp[j][i];
       /* end ppptj */
   fclose(ficresvpl);      /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
   /*---------- End : free ----------------*/      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);   
        if (popbased==1) {
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        if(mobilav ==0){
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          for(i=1; i<=nlstate;i++)
              prlim[i][i]=probs[(int)age][i][ij];
          }else{ /* mobilav */ 
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);          for(i=1; i<=nlstate;i++)
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);            prlim[i][i]=mobaverage[(int)age][i][ij];
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        }
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      }
                 
   free_matrix(matcov,1,npar,1,npar);      /* This for computing probability of death (h=1 means
   free_vector(delti,1,npar);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
           as a weighted average of prlim.
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("End of Imach\n");        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
        }    
   /* 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);*/      /* end probability of death */
   /*printf("Total time was %d uSec.\n", total_usecs);*/  
   /*------ End -----------*/      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
  end:        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 #ifdef windows        for(i=1; i<=nlstate;i++){
  chdir(pathcd);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 #endif        }
  /*system("wgnuplot graph.plt");*/      } 
  system("../gp37mgw/wgnuplot graph.plt");      fprintf(ficresprobmorprev,"\n");
   
 #ifdef windows      fprintf(ficresvij,"%.0f ",age );
   while (z[0] != 'q') {      for(i=1; i<=nlstate;i++)
     chdir(pathcd);        for(j=1; j<=nlstate;j++){
     printf("\nType e to edit output files, c to start again, and q for exiting: ");          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
     scanf("%s",z);        }
     if (z[0] == 'c') system("./imach");      fprintf(ficresvij,"\n");
     else if (z[0] == 'e') {      free_matrix(gp,0,nhstepm,1,nlstate);
       chdir(path);      free_matrix(gm,0,nhstepm,1,nlstate);
       system(optionfilehtm);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
     }      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
     else if (z[0] == 'q') exit(0);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   }    } /* End age */
 #endif    free_vector(gpp,nlstate+1,nlstate+ndeath);
 }    free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.10  
changed lines
  Added in v.1.93


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