Diff for /imach/src/imach.c between versions 1.8 and 1.112

version 1.8, 2001/05/02 17:54:31 version 1.112, 2006/01/30 09:55:26
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 1.112  2006/01/30 09:55:26  brouard
   individuals from different ages are interviewed on their health status    (Module): Back to gnuplot.exe instead of wgnuplot.exe
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.111  2006/01/25 20:38:18  brouard
   Health expectancies are computed from the transistions observed between    (Module): Lots of cleaning and bugs added (Gompertz)
   waves and are computed for each degree of severity of disability (number    (Module): Comments can be added in data file. Missing date values
   of life states). More degrees you consider, more time is necessary to    can be a simple dot '.'.
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.110  2006/01/25 00:51:50  brouard
   the probabibility to be observed in state j at the second wave conditional    (Module): Lots of cleaning and bugs added (Gompertz)
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.109  2006/01/24 19:37:15  brouard
   is a covariate. If you want to have a more complex model than "constant and    (Module): Comments (lines starting with a #) are allowed in data.
   age", you should modify the program where the markup  
     *Covariates have to be included here again* invites you to do it.    Revision 1.108  2006/01/19 18:05:42  lievre
   More covariates you add, less is the speed of the convergence.    Gnuplot problem appeared...
     To be fixed
   The advantage that this computer programme claims, comes from that if the  
   delay between waves is not identical for each individual, or if some    Revision 1.107  2006/01/19 16:20:37  brouard
   individual missed an interview, the information is not rounded or lost, but    Test existence of gnuplot in imach path
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.106  2006/01/19 13:24:36  brouard
   observed in state i at age x+h conditional to the observed state i at age    Some cleaning and links added in html output
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.105  2006/01/05 20:23:19  lievre
   quarter trimester, semester or year) is model as a multinomial logistic.    *** empty log message ***
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.104  2005/09/30 16:11:43  lievre
     (Module): sump fixed, loop imx fixed, and simplifications.
   Also this programme outputs the covariance matrix of the parameters but also    (Module): If the status is missing at the last wave but we know
   of the life expectancies. It also computes the prevalence limits.    that the person is alive, then we can code his/her status as -2
      (instead of missing=-1 in earlier versions) and his/her
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    contributions to the likelihood is 1 - Prob of dying from last
            Institut national d'études démographiques, Paris.    health status (= 1-p13= p11+p12 in the easiest case of somebody in
   This software have been partly granted by Euro-REVES, a concerted action    the healthy state at last known wave). Version is 0.98
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Revision 1.103  2005/09/30 15:54:49  lievre
   software can be distributed freely for non commercial use. Latest version    (Module): sump fixed, loop imx fixed, and simplifications.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    Revision 1.102  2004/09/15 17:31:30  brouard
      Add the possibility to read data file including tab characters.
 #include <math.h>  
 #include <stdio.h>    Revision 1.101  2004/09/15 10:38:38  brouard
 #include <stdlib.h>    Fix on curr_time
 #include <unistd.h>  
     Revision 1.100  2004/07/12 18:29:06  brouard
 #define MAXLINE 256    Add version for Mac OS X. Just define UNIX in Makefile
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.99  2004/06/05 08:57:40  brouard
 #define windows    *** empty log message ***
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */  
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Revision 1.98  2004/05/16 15:05:56  brouard
     New version 0.97 . First attempt to estimate force of mortality
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    directly from the data i.e. without the need of knowing the health
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    state at each age, but using a Gompertz model: log u =a + b*age .
     This is the basic analysis of mortality and should be done before any
 #define NINTERVMAX 8    other analysis, in order to test if the mortality estimated from the
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    cross-longitudinal survey is different from the mortality estimated
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    from other sources like vital statistic data.
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 20000    The same imach parameter file can be used but the option for mle should be -3.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Agnès, who wrote this part of the code, tried to keep most of the
 #define AGEBASE 40    former routines in order to include the new code within the former code.
   
     The output is very simple: only an estimate of the intercept and of
 int nvar;    the slope with 95% confident intervals.
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  
 int npar=NPARMAX;    Current limitations:
 int nlstate=2; /* Number of live states */    A) Even if you enter covariates, i.e. with the
 int ndeath=1; /* Number of dead states */    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    B) There is no computation of Life Expectancy nor Life Table.
   
 int *wav; /* Number of waves for this individuual 0 is possible */    Revision 1.97  2004/02/20 13:25:42  lievre
 int maxwav; /* Maxim number of waves */    Version 0.96d. Population forecasting command line is (temporarily)
 int jmin, jmax; /* min, max spacing between 2 waves */    suppressed.
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Revision 1.96  2003/07/15 15:38:55  brouard
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 double jmean; /* Mean space between 2 waves */    rewritten within the same printf. Workaround: many printfs.
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Revision 1.95  2003/07/08 07:54:34  brouard
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    * imach.c (Repository):
 FILE *ficgp, *fichtm;    (Repository): Using imachwizard code to output a more meaningful covariance
 FILE *ficreseij;    matrix (cov(a12,c31) instead of numbers.
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    Revision 1.94  2003/06/27 13:00:02  brouard
   char fileresv[FILENAMELENGTH];    Just cleaning
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];    Revision 1.93  2003/06/25 16:33:55  brouard
     (Module): On windows (cygwin) function asctime_r doesn't
 #define NR_END 1    exist so I changed back to asctime which exists.
 #define FREE_ARG char*    (Module): Version 0.96b
 #define FTOL 1.0e-10  
     Revision 1.92  2003/06/25 16:30:45  brouard
 #define NRANSI    (Module): On windows (cygwin) function asctime_r doesn't
 #define ITMAX 200    exist so I changed back to asctime which exists.
   
 #define TOL 2.0e-4    Revision 1.91  2003/06/25 15:30:29  brouard
     * imach.c (Repository): Duplicated warning errors corrected.
 #define CGOLD 0.3819660    (Repository): Elapsed time after each iteration is now output. It
 #define ZEPS 1.0e-10    helps to forecast when convergence will be reached. Elapsed time
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    is stamped in powell.  We created a new html file for the graphs
     concerning matrix of covariance. It has extension -cov.htm.
 #define GOLD 1.618034  
 #define GLIMIT 100.0    Revision 1.90  2003/06/24 12:34:15  brouard
 #define TINY 1.0e-20    (Module): Some bugs corrected for windows. Also, when
     mle=-1 a template is output in file "or"mypar.txt with the design
 static double maxarg1,maxarg2;    of the covariance matrix to be input.
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    Revision 1.89  2003/06/24 12:30:52  brouard
      (Module): Some bugs corrected for windows. Also, when
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    mle=-1 a template is output in file "or"mypar.txt with the design
 #define rint(a) floor(a+0.5)    of the covariance matrix to be input.
   
 static double sqrarg;    Revision 1.88  2003/06/23 17:54:56  brouard
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    * 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.
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
     Revision 1.87  2003/06/18 12:26:01  brouard
 int imx;    Version 0.96
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 int m,nb;    routine fileappend.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Revision 1.85  2003/06/17 13:12:43  brouard
 double **pmmij;    * imach.c (Repository): Check when date of death was earlier that
     current date of interview. It may happen when the death was just
 double *weight;    prior to the death. In this case, dh was negative and likelihood
 int **s; /* Status */    was wrong (infinity). We still send an "Error" but patch by
 double *agedc, **covar, idx;    assuming that the date of death was just one stepm after the
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    interview.
     (Repository): Because some people have very long ID (first column)
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    we changed int to long in num[] and we added a new lvector for
 double ftolhess; /* Tolerance for computing hessian */    memory allocation. But we also truncated to 8 characters (left
     truncation)
 /**************** split *************************/    (Repository): No more line truncation errors.
 static  int split( char *path, char *dirc, char *name )  
 {    Revision 1.84  2003/06/13 21:44:43  brouard
    char *s;                             /* pointer */    * imach.c (Repository): Replace "freqsummary" at a correct
    int  l1, l2;                         /* length counters */    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
    l1 = strlen( path );                 /* length of path */    parcimony.
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
    s = strrchr( path, '\\' );           /* find last / */  
    if ( s == NULL ) {                   /* no directory, so use current */    Revision 1.83  2003/06/10 13:39:11  lievre
 #if     defined(__bsd__)                /* get current working directory */    *** empty log message ***
       extern char       *getwd( );  
     Revision 1.82  2003/06/05 15:57:20  brouard
       if ( getwd( dirc ) == NULL ) {    Add log in  imach.c and  fullversion number is now printed.
 #else  
       extern char       *getcwd( );  */
   /*
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {     Interpolated Markov Chain
 #endif  
          return( GLOCK_ERROR_GETCWD );    Short summary of the programme:
       }    
       strcpy( name, path );             /* we've got it */    This program computes Healthy Life Expectancies from
    } else {                             /* strip direcotry from path */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
       s++;                              /* after this, the filename */    first survey ("cross") where individuals from different ages are
       l2 = strlen( s );                 /* length of filename */    interviewed on their health status or degree of disability (in the
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    case of a health survey which is our main interest) -2- at least a
       strcpy( name, s );                /* save file name */    second wave of interviews ("longitudinal") which measure each change
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    (if any) in individual health status.  Health expectancies are
       dirc[l1-l2] = 0;                  /* add zero */    computed from the time spent in each health state according to a
    }    model. More health states you consider, more time is necessary to reach the
    l1 = strlen( dirc );                 /* length of directory */    Maximum Likelihood of the parameters involved in the model.  The
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    simplest model is the multinomial logistic model where pij is the
    return( 0 );                         /* we're done */    probability to be observed in state j at the second wave
 }    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
 /******************************************/    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
 void replace(char *s, char*t)    you to do it.  More covariates you add, slower the
 {    convergence.
   int i;  
   int lg=20;    The advantage of this computer programme, compared to a simple
   i=0;    multinomial logistic model, is clear when the delay between waves is not
   lg=strlen(t);    identical for each individual. Also, if a individual missed an
   for(i=0; i<= lg; i++) {    intermediate interview, the information is lost, but taken into
     (s[i] = t[i]);    account using an interpolation or extrapolation.  
     if (t[i]== '\\') s[i]='/';  
   }    hPijx is the probability to be observed in state i at age x+h
 }    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
 int nbocc(char *s, char occ)    states. This elementary transition (by month, quarter,
 {    semester or year) is modelled as a multinomial logistic.  The hPx
   int i,j=0;    matrix is simply the matrix product of nh*stepm elementary matrices
   int lg=20;    and the contribution of each individual to the likelihood is simply
   i=0;    hPijx.
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {    Also this programme outputs the covariance matrix of the parameters but also
   if  (s[i] == occ ) j++;    of the life expectancies. It also computes the stable prevalence. 
   }    
   return j;    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 }             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 void cutv(char *u,char *v, char*t, char occ)    from the European Union.
 {    It is copyrighted identically to a GNU software product, ie programme and
   int i,lg,j,p=0;    software can be distributed freely for non commercial use. Latest version
   i=0;    can be accessed at http://euroreves.ined.fr/imach .
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   }    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
   lg=strlen(t);    **********************************************************************/
   for(j=0; j<p; j++) {  /*
     (u[j] = t[j]);    main
   }    read parameterfile
      u[p]='\0';    read datafile
     concatwav
    for(j=0; j<= lg; j++) {    freqsummary
     if (j>=(p+1))(v[j-p-1] = t[j]);    if (mle >= 1)
   }      mlikeli
 }    print results files
     if mle==1 
 /********************** nrerror ********************/       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 void nrerror(char error_text[])        begin-prev-date,...
 {    open gnuplot file
   fprintf(stderr,"ERREUR ...\n");    open html file
   fprintf(stderr,"%s\n",error_text);    stable prevalence
   exit(1);     for age prevalim()
 }    h Pij x
 /*********************** vector *******************/    variance of p varprob
 double *vector(int nl, int nh)    forecasting if prevfcast==1 prevforecast call prevalence()
 {    health expectancies
   double *v;    Variance-covariance of DFLE
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    prevalence()
   if (!v) nrerror("allocation failure in vector");     movingaverage()
   return v-nl+NR_END;    varevsij() 
 }    if popbased==1 varevsij(,popbased)
     total life expectancies
 /************************ free vector ******************/    Variance of stable prevalence
 void free_vector(double*v, int nl, int nh)   end
 {  */
   free((FREE_ARG)(v+nl-NR_END));  
 }  
   
 /************************ivector *******************************/   
 int *ivector(long nl,long nh)  #include <math.h>
 {  #include <stdio.h>
   int *v;  #include <stdlib.h>
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #include <string.h>
   if (!v) nrerror("allocation failure in ivector");  #include <unistd.h>
   return v-nl+NR_END;  
 }  #include <limits.h>
   #include <sys/types.h>
 /******************free ivector **************************/  #include <sys/stat.h>
 void free_ivector(int *v, long nl, long nh)  #include <errno.h>
 {  extern int errno;
   free((FREE_ARG)(v+nl-NR_END));  
 }  /* #include <sys/time.h> */
   #include <time.h>
 /******************* imatrix *******************************/  #include "timeval.h"
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  /* #include <libintl.h> */
 {  /* #define _(String) gettext (String) */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  #define MAXLINE 256
    
   /* allocate pointers to rows */  #define GNUPLOTPROGRAM "gnuplot"
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   if (!m) nrerror("allocation failure 1 in matrix()");  #define FILENAMELENGTH 132
   m += NR_END;  
   m -= nrl;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    
   /* allocate rows and set pointers to them */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  #define NINTERVMAX 8
   m[nrl] -= ncl;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define NCOVMAX 8 /* Maximum number of covariates */
    #define MAXN 20000
   /* return pointer to array of pointers to rows */  #define YEARM 12. /* Number of months per year */
   return m;  #define AGESUP 130
 }  #define AGEBASE 40
   #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
 /****************** free_imatrix *************************/  #ifdef UNIX
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define DIRSEPARATOR '/'
       int **m;  #define CHARSEPARATOR "/"
       long nch,ncl,nrh,nrl;  #define ODIRSEPARATOR '\\'
      /* free an int matrix allocated by imatrix() */  #else
 {  #define DIRSEPARATOR '\\'
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define CHARSEPARATOR "\\"
   free((FREE_ARG) (m+nrl-NR_END));  #define ODIRSEPARATOR '/'
 }  #endif
   
 /******************* matrix *******************************/  /* $Id$ */
 double **matrix(long nrl, long nrh, long ncl, long nch)  /* $State$ */
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  char version[]="Imach version 0.98b, January 2006, INED-EUROREVES ";
   double **m;  char fullversion[]="$Revision$ $Date$"; 
   int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int nvar;
   if (!m) nrerror("allocation failure 1 in matrix()");  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   m += NR_END;  int npar=NPARMAX;
   m -= nrl;  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int popbased=0;
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  int *wav; /* Number of waves for this individuual 0 is possible */
   int maxwav; /* Maxim number of waves */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int jmin, jmax; /* min, max spacing between 2 waves */
   return m;  int ijmin, ijmax; /* Individuals having jmin and jmax */ 
 }  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 /*************************free matrix ************************/  int mle, weightopt;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   free((FREE_ARG)(m+nrl-NR_END));             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 }  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
 /******************* ma3x *******************************/  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 {  FILE *ficlog, *ficrespow;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  int globpr; /* Global variable for printing or not */
   double ***m;  double fretone; /* Only one call to likelihood */
   long ipmx; /* Number of contributions */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double sw; /* Sum of weights */
   if (!m) nrerror("allocation failure 1 in matrix()");  char filerespow[FILENAMELENGTH];
   m += NR_END;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   m -= nrl;  FILE *ficresilk;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  FILE *ficresprobmorprev;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  FILE *fichtm, *fichtmcov; /* Html File */
   m[nrl] += NR_END;  FILE *ficreseij;
   m[nrl] -= ncl;  char filerese[FILENAMELENGTH];
   FILE  *ficresvij;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  char fileresv[FILENAMELENGTH];
   FILE  *ficresvpl;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  char fileresvpl[FILENAMELENGTH];
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  char title[MAXLINE];
   m[nrl][ncl] += NR_END;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   m[nrl][ncl] -= nll;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   for (j=ncl+1; j<=nch; j++)  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
     m[nrl][j]=m[nrl][j-1]+nlay;  char command[FILENAMELENGTH];
    int  outcmd=0;
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  char filelog[FILENAMELENGTH]; /* Log file */
   }  char filerest[FILENAMELENGTH];
   return m;  char fileregp[FILENAMELENGTH];
 }  char popfile[FILENAMELENGTH];
   
 /*************************free ma3x ************************/  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  struct timezone tzp;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  extern int gettimeofday();
   free((FREE_ARG)(m+nrl-NR_END));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 }  long time_value;
   extern long time();
 /***************** f1dim *************************/  char strcurr[80], strfor[80];
 extern int ncom;  
 extern double *pcom,*xicom;  char *endptr;
 extern double (*nrfunc)(double []);  long lval;
    
 double f1dim(double x)  #define NR_END 1
 {  #define FREE_ARG char*
   int j;  #define FTOL 1.0e-10
   double f;  
   double *xt;  #define NRANSI 
    #define ITMAX 200 
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  #define TOL 2.0e-4 
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  #define CGOLD 0.3819660 
   return f;  #define ZEPS 1.0e-10 
 }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
 /*****************brent *************************/  #define GOLD 1.618034 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  #define GLIMIT 100.0 
 {  #define TINY 1.0e-20 
   int iter;  
   double a,b,d,etemp;  static double maxarg1,maxarg2;
   double fu,fv,fw,fx;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   double ftemp;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   double p,q,r,tol1,tol2,u,v,w,x,xm;    
   double e=0.0;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    #define rint(a) floor(a+0.5)
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  static double sqrarg;
   x=w=v=bx;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   fw=fv=fx=(*f)(x);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   for (iter=1;iter<=ITMAX;iter++) {  int agegomp= AGEGOMP;
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  int imx; 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  int stepm=1;
     printf(".");fflush(stdout);  /* Stepm, step in month: minimum step interpolation*/
 #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);  int estepm;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 #endif  
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  int m,nb;
       *xmin=x;  long *num;
       return fx;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
     }  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
     ftemp=fu;  double **pmmij, ***probs;
     if (fabs(e) > tol1) {  double *ageexmed,*agecens;
       r=(x-w)*(fx-fv);  double dateintmean=0;
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;  double *weight;
       q=2.0*(q-r);  int **s; /* Status */
       if (q > 0.0) p = -p;  double *agedc, **covar, idx;
       q=fabs(q);  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
       etemp=e;  double *lsurv, *lpop, *tpop;
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  double ftolhess; /* Tolerance for computing hessian */
       else {  
         d=p/q;  /**************** split *************************/
         u=x+d;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
         if (u-a < tol2 || b-u < tol2)  {
           d=SIGN(tol1,xm-x);    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
       }       the name of the file (name), its extension only (ext) and its first part of the name (finame)
     } else {    */ 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    char  *ss;                            /* pointer */
     }    int   l1, l2;                         /* length counters */
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  
     fu=(*f)(u);    l1 = strlen(path );                   /* length of path */
     if (fu <= fx) {    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
       if (u >= x) a=x; else b=x;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       SHFT(v,w,x,u)    if ( ss == NULL ) {                   /* no directory, so determine current directory */
         SHFT(fv,fw,fx,fu)      strcpy( name, path );               /* we got the fullname name because no directory */
         } else {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
           if (u < x) a=u; else b=u;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
           if (fu <= fw || w == x) {      /* get current working directory */
             v=w;      /*    extern  char* getcwd ( char *buf , int len);*/
             w=u;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
             fv=fw;        return( GLOCK_ERROR_GETCWD );
             fw=fu;      }
           } else if (fu <= fv || v == x || v == w) {      /* got dirc from getcwd*/
             v=u;      printf(" DIRC = %s \n",dirc);
             fv=fu;    } else {                              /* strip direcotry from path */
           }      ss++;                               /* after this, the filename */
         }      l2 = strlen( ss );                  /* length of filename */
   }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   nrerror("Too many iterations in brent");      strcpy( name, ss );         /* save file name */
   *xmin=x;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   return fx;      dirc[l1-l2] = 0;                    /* add zero */
 }      printf(" DIRC2 = %s \n",dirc);
     }
 /****************** mnbrak ***********************/    /* We add a separator at the end of dirc if not exists */
     l1 = strlen( dirc );                  /* length of directory */
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    if( dirc[l1-1] != DIRSEPARATOR ){
             double (*func)(double))      dirc[l1] =  DIRSEPARATOR;
 {      dirc[l1+1] = 0; 
   double ulim,u,r,q, dum;      printf(" DIRC3 = %s \n",dirc);
   double fu;    }
      ss = strrchr( name, '.' );            /* find last / */
   *fa=(*func)(*ax);    if (ss >0){
   *fb=(*func)(*bx);      ss++;
   if (*fb > *fa) {      strcpy(ext,ss);                     /* save extension */
     SHFT(dum,*ax,*bx,dum)      l1= strlen( name);
       SHFT(dum,*fb,*fa,dum)      l2= strlen(ss)+1;
       }      strncpy( finame, name, l1-l2);
   *cx=(*bx)+GOLD*(*bx-*ax);      finame[l1-l2]= 0;
   *fc=(*func)(*cx);    }
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);    return( 0 );                          /* we're done */
     q=(*bx-*cx)*(*fb-*fa);  }
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  /******************************************/
     if ((*bx-u)*(u-*cx) > 0.0) {  
       fu=(*func)(u);  void replace_back_to_slash(char *s, char*t)
     } else if ((*cx-u)*(u-ulim) > 0.0) {  {
       fu=(*func)(u);    int i;
       if (fu < *fc) {    int lg=0;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    i=0;
           SHFT(*fb,*fc,fu,(*func)(u))    lg=strlen(t);
           }    for(i=0; i<= lg; i++) {
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {      (s[i] = t[i]);
       u=ulim;      if (t[i]== '\\') s[i]='/';
       fu=(*func)(u);    }
     } else {  }
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);  int nbocc(char *s, char occ)
     }  {
     SHFT(*ax,*bx,*cx,u)    int i,j=0;
       SHFT(*fa,*fb,*fc,fu)    int lg=20;
       }    i=0;
 }    lg=strlen(s);
     for(i=0; i<= lg; i++) {
 /*************** linmin ************************/    if  (s[i] == occ ) j++;
     }
 int ncom;    return j;
 double *pcom,*xicom;  }
 double (*nrfunc)(double []);  
    void cutv(char *u,char *v, char*t, char occ)
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  {
 {    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   double brent(double ax, double bx, double cx,       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
                double (*f)(double), double tol, double *xmin);       gives u="abcedf" and v="ghi2j" */
   double f1dim(double x);    int i,lg,j,p=0;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    i=0;
               double *fc, double (*func)(double));    for(j=0; j<=strlen(t)-1; j++) {
   int j;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   double xx,xmin,bx,ax;    }
   double fx,fb,fa;  
      lg=strlen(t);
   ncom=n;    for(j=0; j<p; j++) {
   pcom=vector(1,n);      (u[j] = t[j]);
   xicom=vector(1,n);    }
   nrfunc=func;       u[p]='\0';
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];     for(j=0; j<= lg; j++) {
     xicom[j]=xi[j];      if (j>=(p+1))(v[j-p-1] = t[j]);
   }    }
   ax=0.0;  }
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /********************** nrerror ********************/
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  
 #ifdef DEBUG  void nrerror(char error_text[])
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  {
 #endif    fprintf(stderr,"ERREUR ...\n");
   for (j=1;j<=n;j++) {    fprintf(stderr,"%s\n",error_text);
     xi[j] *= xmin;    exit(EXIT_FAILURE);
     p[j] += xi[j];  }
   }  /*********************** vector *******************/
   free_vector(xicom,1,n);  double *vector(int nl, int nh)
   free_vector(pcom,1,n);  {
 }    double *v;
     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 /*************** powell ************************/    if (!v) nrerror("allocation failure in vector");
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    return v-nl+NR_END;
             double (*func)(double []))  }
 {  
   void linmin(double p[], double xi[], int n, double *fret,  /************************ free vector ******************/
               double (*func)(double []));  void free_vector(double*v, int nl, int nh)
   int i,ibig,j;  {
   double del,t,*pt,*ptt,*xit;    free((FREE_ARG)(v+nl-NR_END));
   double fp,fptt;  }
   double *xits;  
   pt=vector(1,n);  /************************ivector *******************************/
   ptt=vector(1,n);  int *ivector(long nl,long nh)
   xit=vector(1,n);  {
   xits=vector(1,n);    int *v;
   *fret=(*func)(p);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   for (j=1;j<=n;j++) pt[j]=p[j];    if (!v) nrerror("allocation failure in ivector");
   for (*iter=1;;++(*iter)) {    return v-nl+NR_END;
     fp=(*fret);  }
     ibig=0;  
     del=0.0;  /******************free ivector **************************/
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  void free_ivector(int *v, long nl, long nh)
     for (i=1;i<=n;i++)  {
       printf(" %d %.12f",i, p[i]);    free((FREE_ARG)(v+nl-NR_END));
     printf("\n");  }
     for (i=1;i<=n;i++) {  
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  /************************lvector *******************************/
       fptt=(*fret);  long *lvector(long nl,long nh)
 #ifdef DEBUG  {
       printf("fret=%lf \n",*fret);    long *v;
 #endif    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       printf("%d",i);fflush(stdout);    if (!v) nrerror("allocation failure in ivector");
       linmin(p,xit,n,fret,func);    return v-nl+NR_END;
       if (fabs(fptt-(*fret)) > del) {  }
         del=fabs(fptt-(*fret));  
         ibig=i;  /******************free lvector **************************/
       }  void free_lvector(long *v, long nl, long nh)
 #ifdef DEBUG  {
       printf("%d %.12e",i,(*fret));    free((FREE_ARG)(v+nl-NR_END));
       for (j=1;j<=n;j++) {  }
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  /******************* imatrix *******************************/
       }  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       for(j=1;j<=n;j++)       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         printf(" p=%.12e",p[j]);  { 
       printf("\n");    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 #endif    int **m; 
     }    
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    /* allocate pointers to rows */ 
 #ifdef DEBUG    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       int k[2],l;    if (!m) nrerror("allocation failure 1 in matrix()"); 
       k[0]=1;    m += NR_END; 
       k[1]=-1;    m -= nrl; 
       printf("Max: %.12e",(*func)(p));    
       for (j=1;j<=n;j++)    
         printf(" %.12e",p[j]);    /* allocate rows and set pointers to them */ 
       printf("\n");    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       for(l=0;l<=1;l++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
         for (j=1;j<=n;j++) {    m[nrl] += NR_END; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    m[nrl] -= ncl; 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    
         }    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    
       }    /* return pointer to array of pointers to rows */ 
 #endif    return m; 
   } 
   
       free_vector(xit,1,n);  /****************** free_imatrix *************************/
       free_vector(xits,1,n);  void free_imatrix(m,nrl,nrh,ncl,nch)
       free_vector(ptt,1,n);        int **m;
       free_vector(pt,1,n);        long nch,ncl,nrh,nrl; 
       return;       /* free an int matrix allocated by imatrix() */ 
     }  { 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     for (j=1;j<=n;j++) {    free((FREE_ARG) (m+nrl-NR_END)); 
       ptt[j]=2.0*p[j]-pt[j];  } 
       xit[j]=p[j]-pt[j];  
       pt[j]=p[j];  /******************* matrix *******************************/
     }  double **matrix(long nrl, long nrh, long ncl, long nch)
     fptt=(*func)(ptt);  {
     if (fptt < fp) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    double **m;
       if (t < 0.0) {  
         linmin(p,xit,n,fret,func);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         for (j=1;j<=n;j++) {    if (!m) nrerror("allocation failure 1 in matrix()");
           xi[j][ibig]=xi[j][n];    m += NR_END;
           xi[j][n]=xit[j];    m -= nrl;
         }  
 #ifdef DEBUG    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         for(j=1;j<=n;j++)    m[nrl] += NR_END;
           printf(" %.12e",xit[j]);    m[nrl] -= ncl;
         printf("\n");  
 #endif    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       }    return m;
     }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   }     */
 }  }
   
 /**** Prevalence limit ****************/  /*************************free matrix ************************/
   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  {
 {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    free((FREE_ARG)(m+nrl-NR_END));
      matrix by transitions matrix until convergence is reached */  }
   
   int i, ii,j,k;  /******************* ma3x *******************************/
   double min, max, maxmin, maxmax,sumnew=0.;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   double **matprod2();  {
   double **out, cov[NCOVMAX], **pmij();    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   double **newm;    double ***m;
   double agefin, delaymax=50 ; /* Max number of years to converge */  
     m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   for (ii=1;ii<=nlstate+ndeath;ii++)    if (!m) nrerror("allocation failure 1 in matrix()");
     for (j=1;j<=nlstate+ndeath;j++){    m += NR_END;
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    m -= nrl;
     }  
     m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
    cov[1]=1.;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
      m[nrl] += NR_END;
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    m[nrl] -= ncl;
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     /* Covariates have to be included here again */  
      cov[2]=agefin;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
      if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       for (k=1; k<=cptcovn;k++) {    m[nrl][ncl] += NR_END;
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    m[nrl][ncl] -= nll;
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    for (j=ncl+1; j<=nch; j++) 
       }      m[nrl][j]=m[nrl][j-1]+nlay;
       for (k=1; k<=cptcovage;k++)    
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    for (i=nrl+1; i<=nrh; i++) {
       for (k=1; k<=cptcovprod;k++)      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      for (j=ncl+1; j<=nch; j++) 
         m[i][j]=m[i][j-1]+nlay;
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    }
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    return m; 
     /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     */
     savm=oldm;  }
     oldm=newm;  
     maxmax=0.;  /*************************free ma3x ************************/
     for(j=1;j<=nlstate;j++){  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       min=1.;  {
       max=0.;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       for(i=1; i<=nlstate; i++) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         sumnew=0;    free((FREE_ARG)(m+nrl-NR_END));
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  }
         prlim[i][j]= newm[i][j]/(1-sumnew);  
         max=FMAX(max,prlim[i][j]);  /*************** function subdirf ***********/
         min=FMIN(min,prlim[i][j]);  char *subdirf(char fileres[])
       }  {
       maxmin=max-min;    /* Caution optionfilefiname is hidden */
       maxmax=FMAX(maxmax,maxmin);    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/"); /* Add to the right */
     if(maxmax < ftolpl){    strcat(tmpout,fileres);
       return prlim;    return tmpout;
     }  }
   }  
 }  /*************** function subdirf2 ***********/
   char *subdirf2(char fileres[], char *preop)
 /*************** transition probabilities **********/  {
     
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    /* Caution optionfilefiname is hidden */
 {    strcpy(tmpout,optionfilefiname);
   double s1, s2;    strcat(tmpout,"/");
   /*double t34;*/    strcat(tmpout,preop);
   int i,j,j1, nc, ii, jj;    strcat(tmpout,fileres);
     return tmpout;
     for(i=1; i<= nlstate; i++){  }
     for(j=1; j<i;j++){  
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  /*************** function subdirf3 ***********/
         /*s2 += param[i][j][nc]*cov[nc];*/  char *subdirf3(char fileres[], char *preop, char *preop2)
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  {
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    
       }    /* Caution optionfilefiname is hidden */
       ps[i][j]=s2;    strcpy(tmpout,optionfilefiname);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    strcat(tmpout,"/");
     }    strcat(tmpout,preop);
     for(j=i+1; j<=nlstate+ndeath;j++){    strcat(tmpout,preop2);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    strcat(tmpout,fileres);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    return tmpout;
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  }
       }  
       ps[i][j]=s2;  /***************** f1dim *************************/
     }  extern int ncom; 
   }  extern double *pcom,*xicom;
   for(i=1; i<= nlstate; i++){  extern double (*nrfunc)(double []); 
      s1=0;   
     for(j=1; j<i; j++)  double f1dim(double x) 
       s1+=exp(ps[i][j]);  { 
     for(j=i+1; j<=nlstate+ndeath; j++)    int j; 
       s1+=exp(ps[i][j]);    double f;
     ps[i][i]=1./(s1+1.);    double *xt; 
     for(j=1; j<i; j++)   
       ps[i][j]= exp(ps[i][j])*ps[i][i];    xt=vector(1,ncom); 
     for(j=i+1; j<=nlstate+ndeath; j++)    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    f=(*nrfunc)(xt); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    free_vector(xt,1,ncom); 
   } /* end i */    return f; 
   } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /*****************brent *************************/
       ps[ii][jj]=0;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       ps[ii][ii]=1;  { 
     }    int iter; 
   }    double a,b,d,etemp;
     double fu,fv,fw,fx;
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    double ftemp;
     for(jj=1; jj<= nlstate+ndeath; jj++){    double p,q,r,tol1,tol2,u,v,w,x,xm; 
      printf("%lf ",ps[ii][jj]);    double e=0.0; 
    }   
     printf("\n ");    a=(ax < cx ? ax : cx); 
     }    b=(ax > cx ? ax : cx); 
     printf("\n ");printf("%lf ",cov[2]);*/    x=w=v=bx; 
 /*    fw=fv=fx=(*f)(x); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    for (iter=1;iter<=ITMAX;iter++) { 
   goto end;*/      xm=0.5*(a+b); 
     return ps;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
 }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       printf(".");fflush(stdout);
 /**************** Product of 2 matrices ******************/      fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 {      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  #endif
   /* in, b, out are matrice of pointers which should have been initialized      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
      before: only the contents of out is modified. The function returns        *xmin=x; 
      a pointer to pointers identical to out */        return fx; 
   long i, j, k;      } 
   for(i=nrl; i<= nrh; i++)      ftemp=fu;
     for(k=ncolol; k<=ncoloh; k++)      if (fabs(e) > tol1) { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        r=(x-w)*(fx-fv); 
         out[i][k] +=in[i][j]*b[j][k];        q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
   return out;        q=2.0*(q-r); 
 }        if (q > 0.0) p = -p; 
         q=fabs(q); 
         etemp=e; 
 /************* Higher Matrix Product ***************/        e=d; 
         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 {        else { 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month          d=p/q; 
      duration (i.e. until          u=x+d; 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          if (u-a < tol2 || b-u < tol2) 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step            d=SIGN(tol1,xm-x); 
      (typically every 2 years instead of every month which is too big).        } 
      Model is determined by parameters x and covariates have to be      } else { 
      included manually here.        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       } 
      */      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       fu=(*f)(u); 
   int i, j, d, h, k;      if (fu <= fx) { 
   double **out, cov[NCOVMAX];        if (u >= x) a=x; else b=x; 
   double **newm;        SHFT(v,w,x,u) 
           SHFT(fv,fw,fx,fu) 
   /* Hstepm could be zero and should return the unit matrix */          } else { 
   for (i=1;i<=nlstate+ndeath;i++)            if (u < x) a=u; else b=u; 
     for (j=1;j<=nlstate+ndeath;j++){            if (fu <= fw || w == x) { 
       oldm[i][j]=(i==j ? 1.0 : 0.0);              v=w; 
       po[i][j][0]=(i==j ? 1.0 : 0.0);              w=u; 
     }              fv=fw; 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */              fw=fu; 
   for(h=1; h <=nhstepm; h++){            } else if (fu <= fv || v == x || v == w) { 
     for(d=1; d <=hstepm; d++){              v=u; 
       newm=savm;              fv=fu; 
       /* Covariates have to be included here again */            } 
       cov[1]=1.;          } 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    } 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    nrerror("Too many iterations in brent"); 
 for (k=1; k<=cptcovage;k++)    *xmin=x; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    return fx; 
    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]]];  
   /****************** mnbrak ***********************/
   
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/              double (*func)(double)) 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    double ulim,u,r,q, dum;
       savm=oldm;    double fu; 
       oldm=newm;   
     }    *fa=(*func)(*ax); 
     for(i=1; i<=nlstate+ndeath; i++)    *fb=(*func)(*bx); 
       for(j=1;j<=nlstate+ndeath;j++) {    if (*fb > *fa) { 
         po[i][j][h]=newm[i][j];      SHFT(dum,*ax,*bx,dum) 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        SHFT(dum,*fb,*fa,dum) 
          */        } 
       }    *cx=(*bx)+GOLD*(*bx-*ax); 
   } /* end h */    *fc=(*func)(*cx); 
   return po;    while (*fb > *fc) { 
 }      r=(*bx-*ax)*(*fb-*fc); 
       q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 /*************** log-likelihood *************/        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 double func( double *x)      ulim=(*bx)+GLIMIT*(*cx-*bx); 
 {      if ((*bx-u)*(u-*cx) > 0.0) { 
   int i, ii, j, k, mi, d, kk;        fu=(*func)(u); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
   double **out;        fu=(*func)(u); 
   double sw; /* Sum of weights */        if (fu < *fc) { 
   double lli; /* Individual log likelihood */          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   long ipmx;            SHFT(*fb,*fc,fu,(*func)(u)) 
   /*extern weight */            } 
   /* We are differentiating ll according to initial status */      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        u=ulim; 
   /*for(i=1;i<imx;i++)        fu=(*func)(u); 
     printf(" %d\n",s[4][i]);      } else { 
   */        u=(*cx)+GOLD*(*cx-*bx); 
   cov[1]=1.;        fu=(*func)(u); 
       } 
   for(k=1; k<=nlstate; k++) ll[k]=0.;      SHFT(*ax,*bx,*cx,u) 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        SHFT(*fa,*fb,*fc,fu) 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        } 
     for(mi=1; mi<= wav[i]-1; mi++){  } 
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  /*************** linmin ************************/
       for(d=0; d<dh[mi][i]; d++){  
         newm=savm;  int ncom; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  double *pcom,*xicom;
         for (kk=1; kk<=cptcovage;kk++) {  double (*nrfunc)(double []); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];   
         }  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
          { 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    double brent(double ax, double bx, double cx, 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));                 double (*f)(double), double tol, double *xmin); 
         savm=oldm;    double f1dim(double x); 
         oldm=newm;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                        double *fc, double (*func)(double)); 
            int j; 
       } /* end mult */    double xx,xmin,bx,ax; 
          double fx,fb,fa;
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);   
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    ncom=n; 
       ipmx +=1;    pcom=vector(1,n); 
       sw += weight[i];    xicom=vector(1,n); 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    nrfunc=func; 
     } /* end of wave */    for (j=1;j<=n;j++) { 
   } /* end of individual */      pcom[j]=p[j]; 
       xicom[j]=xi[j]; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    } 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    ax=0.0; 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    xx=1.0; 
   return -l;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
 }    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /*********** Maximum Likelihood Estimation ***************/    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    for (j=1;j<=n;j++) { 
 {      xi[j] *= xmin; 
   int i,j, iter;      p[j] += xi[j]; 
   double **xi,*delti;    } 
   double fret;    free_vector(xicom,1,n); 
   xi=matrix(1,npar,1,npar);    free_vector(pcom,1,n); 
   for (i=1;i<=npar;i++)  } 
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);  char *asc_diff_time(long time_sec, char ascdiff[])
   printf("Powell\n");  {
   powell(p,xi,npar,ftol,&iter,&fret,func);    long sec_left, days, hours, minutes;
     days = (time_sec) / (60*60*24);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    sec_left = (time_sec) % (60*60*24);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    hours = (sec_left) / (60*60) ;
     sec_left = (sec_left) %(60*60);
 }    minutes = (sec_left) /60;
     sec_left = (sec_left) % (60);
 /**** Computes Hessian and covariance matrix ***/    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    return ascdiff;
 {  }
   double  **a,**y,*x,pd;  
   double **hess;  /*************** powell ************************/
   int i, j,jk;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   int *indx;              double (*func)(double [])) 
   { 
   double hessii(double p[], double delta, int theta, double delti[]);    void linmin(double p[], double xi[], int n, double *fret, 
   double hessij(double p[], double delti[], int i, int j);                double (*func)(double [])); 
   void lubksb(double **a, int npar, int *indx, double b[]) ;    int i,ibig,j; 
   void ludcmp(double **a, int npar, int *indx, double *d) ;    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
     double *xits;
   hess=matrix(1,npar,1,npar);    int niterf, itmp;
   
   printf("\nCalculation of the hessian matrix. Wait...\n");    pt=vector(1,n); 
   for (i=1;i<=npar;i++){    ptt=vector(1,n); 
     printf("%d",i);fflush(stdout);    xit=vector(1,n); 
     hess[i][i]=hessii(p,ftolhess,i,delti);    xits=vector(1,n); 
     /*printf(" %f ",p[i]);*/    *fret=(*func)(p); 
   }    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
   for (i=1;i<=npar;i++) {      fp=(*fret); 
     for (j=1;j<=npar;j++)  {      ibig=0; 
       if (j>i) {      del=0.0; 
         printf(".%d%d",i,j);fflush(stdout);      last_time=curr_time;
         hess[i][j]=hessij(p,delti,i,j);      (void) gettimeofday(&curr_time,&tzp);
         hess[j][i]=hess[i][j];      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);
     }      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   }      */
   printf("\n");     for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        fprintf(ficlog," %d %.12lf",i, p[i]);
          fprintf(ficrespow," %.12lf", p[i]);
   a=matrix(1,npar,1,npar);      }
   y=matrix(1,npar,1,npar);      printf("\n");
   x=vector(1,npar);      fprintf(ficlog,"\n");
   indx=ivector(1,npar);      fprintf(ficrespow,"\n");fflush(ficrespow);
   for (i=1;i<=npar;i++)      if(*iter <=3){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        tm = *localtime(&curr_time.tv_sec);
   ludcmp(a,npar,indx,&pd);        strcpy(strcurr,asctime(&tm));
   /*       asctime_r(&tm,strcurr); */
   for (j=1;j<=npar;j++) {        forecast_time=curr_time; 
     for (i=1;i<=npar;i++) x[i]=0;        itmp = strlen(strcurr);
     x[j]=1;        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
     lubksb(a,npar,indx,x);          strcurr[itmp-1]='\0';
     for (i=1;i<=npar;i++){        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       matcov[i][j]=x[i];        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){
   }          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
           tmf = *localtime(&forecast_time.tv_sec);
   printf("\n#Hessian matrix#\n");  /*      asctime_r(&tmf,strfor); */
   for (i=1;i<=npar;i++) {          strcpy(strfor,asctime(&tmf));
     for (j=1;j<=npar;j++) {          itmp = strlen(strfor);
       printf("%.3e ",hess[i][j]);          if(strfor[itmp-1]=='\n')
     }          strfor[itmp-1]='\0';
     printf("\n");          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   }          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         }
   /* Recompute Inverse */      }
   for (i=1;i<=npar;i++)      for (i=1;i<=n;i++) { 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   ludcmp(a,npar,indx,&pd);        fptt=(*fret); 
   #ifdef DEBUG
   /*  printf("\n#Hessian matrix recomputed#\n");        printf("fret=%lf \n",*fret);
         fprintf(ficlog,"fret=%lf \n",*fret);
   for (j=1;j<=npar;j++) {  #endif
     for (i=1;i<=npar;i++) x[i]=0;        printf("%d",i);fflush(stdout);
     x[j]=1;        fprintf(ficlog,"%d",i);fflush(ficlog);
     lubksb(a,npar,indx,x);        linmin(p,xit,n,fret,func); 
     for (i=1;i<=npar;i++){        if (fabs(fptt-(*fret)) > del) { 
       y[i][j]=x[i];          del=fabs(fptt-(*fret)); 
       printf("%.3e ",y[i][j]);          ibig=i; 
     }        } 
     printf("\n");  #ifdef DEBUG
   }        printf("%d %.12e",i,(*fret));
   */        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
   free_matrix(a,1,npar,1,npar);          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   free_matrix(y,1,npar,1,npar);          printf(" x(%d)=%.12e",j,xit[j]);
   free_vector(x,1,npar);          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   free_ivector(indx,1,npar);        }
   free_matrix(hess,1,npar,1,npar);        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
           fprintf(ficlog," p=%.12e",p[j]);
 }        }
         printf("\n");
 /*************** hessian matrix ****************/        fprintf(ficlog,"\n");
 double hessii( double x[], double delta, int theta, double delti[])  #endif
 {      } 
   int i;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   int l=1, lmax=20;  #ifdef DEBUG
   double k1,k2;        int k[2],l;
   double p2[NPARMAX+1];        k[0]=1;
   double res;        k[1]=-1;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        printf("Max: %.12e",(*func)(p));
   double fx;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   int k=0,kmax=10;        for (j=1;j<=n;j++) {
   double l1;          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
   fx=func(x);        }
   for (i=1;i<=npar;i++) p2[i]=x[i];        printf("\n");
   for(l=0 ; l <=lmax; l++){        fprintf(ficlog,"\n");
     l1=pow(10,l);        for(l=0;l<=1;l++) {
     delts=delt;          for (j=1;j<=n;j++) {
     for(k=1 ; k <kmax; k=k+1){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       delt = delta*(l1*k);            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       p2[theta]=x[theta] +delt;            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       k1=func(p2)-fx;          }
       p2[theta]=x[theta]-delt;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       k2=func(p2)-fx;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       /*res= (k1-2.0*fx+k2)/delt/delt; */        }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  #endif
        
 #ifdef DEBUG  
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        free_vector(xit,1,n); 
 #endif        free_vector(xits,1,n); 
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        free_vector(ptt,1,n); 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        free_vector(pt,1,n); 
         k=kmax;        return; 
       }      } 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         k=kmax; l=lmax*10.;      for (j=1;j<=n;j++) { 
       }        ptt[j]=2.0*p[j]-pt[j]; 
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        xit[j]=p[j]-pt[j]; 
         delts=delt;        pt[j]=p[j]; 
       }      } 
     }      fptt=(*func)(ptt); 
   }      if (fptt < fp) { 
   delti[theta]=delts;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   return res;        if (t < 0.0) { 
            linmin(p,xit,n,fret,func); 
 }          for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
 double hessij( double x[], double delti[], int thetai,int thetaj)            xi[j][n]=xit[j]; 
 {          }
   int i;  #ifdef DEBUG
   int l=1, l1, lmax=20;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double k1,k2,k3,k4,res,fx;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double p2[NPARMAX+1];          for(j=1;j<=n;j++){
   int k;            printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
   fx=func(x);          }
   for (k=1; k<=2; k++) {          printf("\n");
     for (i=1;i<=npar;i++) p2[i]=x[i];          fprintf(ficlog,"\n");
     p2[thetai]=x[thetai]+delti[thetai]/k;  #endif
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        }
     k1=func(p2)-fx;      } 
      } 
     p2[thetai]=x[thetai]+delti[thetai]/k;  } 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;  /**** Prevalence limit (stable prevalence)  ****************/
    
     p2[thetai]=x[thetai]-delti[thetai]/k;  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  {
     k3=func(p2)-fx;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
         matrix by transitions matrix until convergence is reached */
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    int i, ii,j,k;
     k4=func(p2)-fx;    double min, max, maxmin, maxmax,sumnew=0.;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    double **matprod2();
 #ifdef DEBUG    double **out, cov[NCOVMAX], **pmij();
     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);    double **newm;
 #endif    double agefin, delaymax=50 ; /* Max number of years to converge */
   }  
   return res;    for (ii=1;ii<=nlstate+ndeath;ii++)
 }      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 /************** Inverse of matrix **************/      }
 void ludcmp(double **a, int n, int *indx, double *d)  
 {     cov[1]=1.;
   int i,imax,j,k;   
   double big,dum,sum,temp;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double *vv;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
        newm=savm;
   vv=vector(1,n);      /* Covariates have to be included here again */
   *d=1.0;       cov[2]=agefin;
   for (i=1;i<=n;i++) {    
     big=0.0;        for (k=1; k<=cptcovn;k++) {
     for (j=1;j<=n;j++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       if ((temp=fabs(a[i][j])) > big) big=temp;          /*      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]]);*/
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        }
     vv[i]=1.0/big;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   }        for (k=1; k<=cptcovprod;k++)
   for (j=1;j<=n;j++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for (i=1;i<j;i++) {  
       sum=a[i][j];        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       a[i][j]=sum;        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     }      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
     big=0.0;  
     for (i=j;i<=n;i++) {      savm=oldm;
       sum=a[i][j];      oldm=newm;
       for (k=1;k<j;k++)      maxmax=0.;
         sum -= a[i][k]*a[k][j];      for(j=1;j<=nlstate;j++){
       a[i][j]=sum;        min=1.;
       if ( (dum=vv[i]*fabs(sum)) >= big) {        max=0.;
         big=dum;        for(i=1; i<=nlstate; i++) {
         imax=i;          sumnew=0;
       }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     }          prlim[i][j]= newm[i][j]/(1-sumnew);
     if (j != imax) {          max=FMAX(max,prlim[i][j]);
       for (k=1;k<=n;k++) {          min=FMIN(min,prlim[i][j]);
         dum=a[imax][k];        }
         a[imax][k]=a[j][k];        maxmin=max-min;
         a[j][k]=dum;        maxmax=FMAX(maxmax,maxmin);
       }      }
       *d = -(*d);      if(maxmax < ftolpl){
       vv[imax]=vv[j];        return prlim;
     }      }
     indx[j]=imax;    }
     if (a[j][j] == 0.0) a[j][j]=TINY;  }
     if (j != n) {  
       dum=1.0/(a[j][j]);  /*************** transition probabilities ***************/ 
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  
     }  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   }  {
   free_vector(vv,1,n);  /* Doesn't work */    double s1, s2;
 ;    /*double t34;*/
 }    int i,j,j1, nc, ii, jj;
   
 void lubksb(double **a, int n, int *indx, double b[])      for(i=1; i<= nlstate; i++){
 {        for(j=1; j<i;j++){
   int i,ii=0,ip,j;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   double sum;            /*s2 += param[i][j][nc]*cov[nc];*/
              s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   for (i=1;i<=n;i++) {  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
     ip=indx[i];          }
     sum=b[ip];          ps[i][j]=s2;
     b[ip]=b[i];  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
     if (ii)        }
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        for(j=i+1; j<=nlstate+ndeath;j++){
     else if (sum) ii=i;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     b[i]=sum;            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   }  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
   for (i=n;i>=1;i--) {          }
     sum=b[i];          ps[i][j]=s2;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        }
     b[i]=sum/a[i][i];      }
   }      /*ps[3][2]=1;*/
 }      
       for(i=1; i<= nlstate; i++){
 /************ Frequencies ********************/        s1=0;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)        for(j=1; j<i; j++)
 {  /* Some frequencies */          s1+=exp(ps[i][j]);
          for(j=i+1; j<=nlstate+ndeath; j++)
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          s1+=exp(ps[i][j]);
   double ***freq; /* Frequencies */        ps[i][i]=1./(s1+1.);
   double *pp;        for(j=1; j<i; j++)
   double pos;          ps[i][j]= exp(ps[i][j])*ps[i][i];
   FILE *ficresp;        for(j=i+1; j<=nlstate+ndeath; j++)
   char fileresp[FILENAMELENGTH];          ps[i][j]= exp(ps[i][j])*ps[i][i];
         /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   pp=vector(1,nlstate);      } /* end i */
       
   strcpy(fileresp,"p");      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   strcat(fileresp,fileres);        for(jj=1; jj<= nlstate+ndeath; jj++){
   if((ficresp=fopen(fileresp,"w"))==NULL) {          ps[ii][jj]=0;
     printf("Problem with prevalence resultfile: %s\n", fileresp);          ps[ii][ii]=1;
     exit(0);        }
   }      }
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      
   j1=0;  
   /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   j=cptcoveff;  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  /*         printf("ddd %lf ",ps[ii][jj]); */
   /*       } */
   for(k1=1; k1<=j;k1++){  /*       printf("\n "); */
    for(i1=1; i1<=ncodemax[k1];i1++){  /*        } */
        j1++;  /*        printf("\n ");printf("%lf ",cov[2]); */
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);         /*
          scanf("%d", i);*/        for(i=1; i<= npar; i++) printf("%f ",x[i]);
         for (i=-1; i<=nlstate+ndeath; i++)          goto end;*/
          for (jk=-1; jk<=nlstate+ndeath; jk++)        return ps;
            for(m=agemin; m <= agemax+3; m++)  }
              freq[i][jk][m]=0;  
          /**************** Product of 2 matrices ******************/
        for (i=1; i<=imx; i++) {  
          bool=1;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
          if  (cptcovn>0) {  {
            for (z1=1; z1<=cptcoveff; z1++)    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
                bool=0;    /* in, b, out are matrice of pointers which should have been initialized 
          }       before: only the contents of out is modified. The function returns
           if (bool==1) {       a pointer to pointers identical to out */
            for(m=firstpass; m<=lastpass-1; m++){    long i, j, k;
              if(agev[m][i]==0) agev[m][i]=agemax+1;    for(i=nrl; i<= nrh; i++)
              if(agev[m][i]==1) agev[m][i]=agemax+2;      for(k=ncolol; k<=ncoloh; k++)
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for(j=ncl,out[i][k]=0.; j<=nch; j++)
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          out[i][k] +=in[i][j]*b[j][k];
            }  
          }    return out;
        }  }
         if  (cptcovn>0) {  
          fprintf(ficresp, "\n#********** Variable ");  
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);  /************* Higher Matrix Product ***************/
        fprintf(ficresp, "**********\n#");  
         }  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
        for(i=1; i<=nlstate;i++)  {
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    /* Computes the transition matrix starting at age 'age' over 
        fprintf(ficresp, "\n");       'nhstepm*hstepm*stepm' months (i.e. until
               age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   for(i=(int)agemin; i <= (int)agemax+3; i++){       nhstepm*hstepm matrices. 
     if(i==(int)agemax+3)       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
       printf("Total");       (typically every 2 years instead of every month which is too big 
     else       for the memory).
       printf("Age %d", i);       Model is determined by parameters x and covariates have to be 
     for(jk=1; jk <=nlstate ; jk++){       included manually here. 
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)  
         pp[jk] += freq[jk][m][i];       */
     }  
     for(jk=1; jk <=nlstate ; jk++){    int i, j, d, h, k;
       for(m=-1, pos=0; m <=0 ; m++)    double **out, cov[NCOVMAX];
         pos += freq[jk][m][i];    double **newm;
       if(pp[jk]>=1.e-10)  
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    /* Hstepm could be zero and should return the unit matrix */
       else    for (i=1;i<=nlstate+ndeath;i++)
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      for (j=1;j<=nlstate+ndeath;j++){
     }        oldm[i][j]=(i==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){        po[i][j][0]=(i==j ? 1.0 : 0.0);
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)      }
         pp[jk] += freq[jk][m][i];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     }    for(h=1; h <=nhstepm; h++){
     for(jk=1,pos=0; jk <=nlstate ; jk++)      for(d=1; d <=hstepm; d++){
       pos += pp[jk];        newm=savm;
     for(jk=1; jk <=nlstate ; jk++){        /* Covariates have to be included here again */
       if(pos>=1.e-5)        cov[1]=1.;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
       else        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        for (k=1; k<=cptcovage;k++)
       if( i <= (int) agemax){          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         if(pos>=1.e-5)        for (k=1; k<=cptcovprod;k++)
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       else  
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);  
       }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for(jk=-1; jk <=nlstate+ndeath; jk++)        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       for(m=-1; m <=nlstate+ndeath; m++)                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        savm=oldm;
     if(i <= (int) agemax)        oldm=newm;
       fprintf(ficresp,"\n");      }
     printf("\n");      for(i=1; i<=nlstate+ndeath; i++)
     }        for(j=1;j<=nlstate+ndeath;j++) {
     }          po[i][j][h]=newm[i][j];
  }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
             */
   fclose(ficresp);        }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    } /* end h */
   free_vector(pp,1,nlstate);    return po;
   }
 }  /* End of Freq */  
   
 /************* Waves Concatenation ***************/  /*************** log-likelihood *************/
   double func( double *x)
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  {
 {    int i, ii, j, k, mi, d, kk;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    double l, ll[NLSTATEMAX], cov[NCOVMAX];
      Death is a valid wave (if date is known).    double **out;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    double sw; /* Sum of weights */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    double lli; /* Individual log likelihood */
      and mw[mi+1][i]. dh depends on stepm.    int s1, s2;
      */    double bbh, survp;
     long ipmx;
   int i, mi, m;    /*extern weight */
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    /* We are differentiating ll according to initial status */
      double sum=0., jmean=0.;*/    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
 int j, k=0,jk, ju, jl;      printf(" %d\n",s[4][i]);
      double sum=0.;    */
 jmin=1e+5;    cov[1]=1.;
  jmax=-1;  
 jmean=0.;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   for(i=1; i<=imx; i++){  
     mi=0;    if(mle==1){
     m=firstpass;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     while(s[m][i] <= nlstate){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if(s[m][i]>=1)        for(mi=1; mi<= wav[i]-1; mi++){
         mw[++mi][i]=m;          for (ii=1;ii<=nlstate+ndeath;ii++)
       if(m >=lastpass)            for (j=1;j<=nlstate+ndeath;j++){
         break;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       else              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         m++;            }
     }/* end while */          for(d=0; d<dh[mi][i]; d++){
     if (s[m][i] > nlstate){            newm=savm;
       mi++;     /* Death is another wave */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       /* if(mi==0)  never been interviewed correctly before death */            for (kk=1; kk<=cptcovage;kk++) {
          /* Only death is a correct wave */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       mw[mi][i]=m;            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     wav[i]=mi;            savm=oldm;
     if(mi==0)            oldm=newm;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          } /* end mult */
   }        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   for(i=1; i<=imx; i++){          /* But now since version 0.9 we anticipate for bias at large stepm.
     for(mi=1; mi<wav[i];mi++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       if (stepm <=0)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         dh[mi][i]=1;           * the nearest (and in case of equal distance, to the lowest) interval but now
       else{           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         if (s[mw[mi+1][i]][i] > nlstate) {           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);           * probability in order to take into account the bias as a fraction of the way
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
           if(j==0) j=1;  /* Survives at least one month after exam */           * -stepm/2 to stepm/2 .
           k=k+1;           * For stepm=1 the results are the same as for previous versions of Imach.
           if (j >= jmax) jmax=j;           * For stepm > 1 the results are less biased than in previous versions. 
           else if (j <= jmin)jmin=j;           */
           sum=sum+j;          s1=s[mw[mi][i]][i];
         }          s2=s[mw[mi+1][i]][i];
         else{          bbh=(double)bh[mi][i]/(double)stepm; 
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          /* bias bh is positive if real duration
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/           * is higher than the multiple of stepm and negative otherwise.
           k=k+1;           */
           if (j >= jmax) jmax=j;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
           else if (j <= jmin)jmin=j;          if( s2 > nlstate){ 
           sum=sum+j;            /* i.e. if s2 is a death state and if the date of death is known 
         }               then the contribution to the likelihood is the probability to 
         jk= j/stepm;               die between last step unit time and current  step unit time, 
         jl= j -jk*stepm;               which is also equal to probability to die before dh 
         ju= j -(jk+1)*stepm;               minus probability to die before dh-stepm . 
         if(jl <= -ju)               In version up to 0.92 likelihood was computed
           dh[mi][i]=jk;          as if date of death was unknown. Death was treated as any other
         else          health state: the date of the interview describes the actual state
           dh[mi][i]=jk+1;          and not the date of a change in health state. The former idea was
         if(dh[mi][i]==0)          to consider that at each interview the state was recorded
           dh[mi][i]=1; /* At least one step */          (healthy, disable or death) and IMaCh was corrected; but when we
       }          introduced the exact date of death then we should have modified
     }          the contribution of an exact death to the likelihood. This new
   }          contribution is smaller and very dependent of the step unit
   jmean=sum/k;          stepm. It is no more the probability to die between last interview
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          and month of death but the probability to survive from last
 }          interview up to one month before death multiplied by the
 /*********** Tricode ****************************/          probability to die within a month. Thanks to Chris
 void tricode(int *Tvar, int **nbcode, int imx)          Jackson for correcting this bug.  Former versions increased
 {          mortality artificially. The bad side is that we add another loop
   int Ndum[20],ij=1, k, j, i;          which slows down the processing. The difference can be up to 10%
   int cptcode=0;          lower mortality.
   cptcoveff=0;            */
              lli=log(out[s1][s2] - savm[s1][s2]);
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;  
           } else if  (s2==-2) {
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            for (j=1,survp=0. ; j<=nlstate; j++) 
     for (i=1; i<=imx; i++) {              survp += out[s1][j];
       ij=(int)(covar[Tvar[j]][i]);            lli= survp;
       Ndum[ij]++;          }
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/          
       if (ij > cptcode) cptcode=ij;          else if  (s2==-4) {
     }            for (j=3,survp=0. ; j<=nlstate; j++) 
               survp += out[s1][j];
     for (i=0; i<=cptcode; i++) {            lli= survp;
       if(Ndum[i]!=0) ncodemax[j]++;          }
     }          
     ij=1;          else if  (s2==-5) {
             for (j=1,survp=0. ; j<=2; j++) 
               survp += out[s1][j];
     for (i=1; i<=ncodemax[j]; i++) {            lli= survp;
       for (k=0; k<=19; k++) {          }
         if (Ndum[k] != 0) {  
           nbcode[Tvar[j]][ij]=k;  
           ij++;          else{
         }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         if (ij > ncodemax[j]) break;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
       }            } 
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   }            /*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); */
  for (k=0; k<19; k++) Ndum[k]=0;          ipmx +=1;
           sw += weight[i];
  for (i=1; i<=ncovmodel; i++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       ij=Tvar[i];        } /* end of wave */
       Ndum[ij]++;      } /* end of individual */
     }    }  else if(mle==2){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  ij=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  for (i=1; i<=10; i++) {        for(mi=1; mi<= wav[i]-1; mi++){
    if((Ndum[i]!=0) && (i<=ncov)){          for (ii=1;ii<=nlstate+ndeath;ii++)
      Tvaraff[ij]=i;            for (j=1;j<=nlstate+ndeath;j++){
      ij++;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
    }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
  }            }
            for(d=0; d<=dh[mi][i]; d++){
     cptcoveff=ij-1;            newm=savm;
 }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 /*********** Health Expectancies ****************/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   /* Health expectancies */            savm=oldm;
   int i, j, nhstepm, hstepm, h;            oldm=newm;
   double age, agelim,hf;          } /* end mult */
   double ***p3mat;        
            s1=s[mw[mi][i]][i];
   fprintf(ficreseij,"# Health expectancies\n");          s2=s[mw[mi+1][i]][i];
   fprintf(ficreseij,"# Age");          bbh=(double)bh[mi][i]/(double)stepm; 
   for(i=1; i<=nlstate;i++)          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     for(j=1; j<=nlstate;j++)          ipmx +=1;
       fprintf(ficreseij," %1d-%1d",i,j);          sw += weight[i];
   fprintf(ficreseij,"\n");          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   hstepm=1*YEARM; /*  Every j years of age (in month) */      } /* end of individual */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    }  else if(mle==3){  /* exponential inter-extrapolation */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   agelim=AGESUP;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        for(mi=1; mi<= wav[i]-1; mi++){
     /* nhstepm age range expressed in number of stepm */          for (ii=1;ii<=nlstate+ndeath;ii++)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);            for (j=1;j<=nlstate+ndeath;j++){
     /* Typically if 20 years = 20*12/6=40 stepm */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (stepm >= YEARM) hstepm=1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */            }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          for(d=0; d<dh[mi][i]; d++){
     /* Computed by stepm unit matrices, product of hstepm matrices, stored            newm=savm;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);              for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
     for(i=1; i<=nlstate;i++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for(j=1; j<=nlstate;j++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            savm=oldm;
           eij[i][j][(int)age] +=p3mat[i][j][h];            oldm=newm;
         }          } /* end mult */
            
     hf=1;          s1=s[mw[mi][i]][i];
     if (stepm >= YEARM) hf=stepm/YEARM;          s2=s[mw[mi+1][i]][i];
     fprintf(ficreseij,"%.0f",age );          bbh=(double)bh[mi][i]/(double)stepm; 
     for(i=1; i<=nlstate;i++)          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       for(j=1; j<=nlstate;j++){          ipmx +=1;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     fprintf(ficreseij,"\n");        } /* end of wave */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      } /* end of individual */
   }    }else if (mle==4){  /* ml=4 no inter-extrapolation */
 }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 /************ Variance ******************/        for(mi=1; mi<= wav[i]-1; mi++){
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)          for (ii=1;ii<=nlstate+ndeath;ii++)
 {            for (j=1;j<=nlstate+ndeath;j++){
   /* Variance of health expectancies */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **newm;            }
   double **dnewm,**doldm;          for(d=0; d<dh[mi][i]; d++){
   int i, j, nhstepm, hstepm, h;            newm=savm;
   int k, cptcode;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
    double *xp;            for (kk=1; kk<=cptcovage;kk++) {
   double **gp, **gm;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double ***gradg, ***trgradg;            }
   double ***p3mat;          
   double age,agelim;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int theta;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
    fprintf(ficresvij,"# Covariances of life expectancies\n");            oldm=newm;
   fprintf(ficresvij,"# Age");          } /* end mult */
   for(i=1; i<=nlstate;i++)        
     for(j=1; j<=nlstate;j++)          s1=s[mw[mi][i]][i];
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          s2=s[mw[mi+1][i]][i];
   fprintf(ficresvij,"\n");          if( s2 > nlstate){ 
             lli=log(out[s1][s2] - savm[s1][s2]);
   xp=vector(1,npar);          }else{
   dnewm=matrix(1,nlstate,1,npar);            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   doldm=matrix(1,nlstate,1,nlstate);          }
            ipmx +=1;
   hstepm=1*YEARM; /* Every year of age */          sw += weight[i];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   agelim = AGESUP;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        } /* end of wave */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      } /* end of individual */
     if (stepm >= YEARM) hstepm=1;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        for(mi=1; mi<= wav[i]-1; mi++){
     gp=matrix(0,nhstepm,1,nlstate);          for (ii=1;ii<=nlstate+ndeath;ii++)
     gm=matrix(0,nhstepm,1,nlstate);            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(theta=1; theta <=npar; theta++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(i=1; i<=npar; i++){ /* Computes gradient */            }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          for(d=0; d<dh[mi][i]; d++){
       }            newm=savm;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            for (kk=1; kk<=cptcovage;kk++) {
       for(j=1; j<= nlstate; j++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         for(h=0; h<=nhstepm; h++){            }
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       }            savm=oldm;
                oldm=newm;
       for(i=1; i<=npar; i++) /* Computes gradient */          } /* end mult */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            s1=s[mw[mi][i]][i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          s2=s[mw[mi+1][i]][i];
       for(j=1; j<= nlstate; j++){          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         for(h=0; h<=nhstepm; h++){          ipmx +=1;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)          sw += weight[i];
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          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 */
       for(j=1; j<= nlstate; j++)      } /* end of individual */
         for(h=0; h<=nhstepm; h++){    } /* End of if */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     } /* End theta */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     return -l;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  }
   
     for(h=0; h<=nhstepm; h++)  /*************** log-likelihood *************/
       for(j=1; j<=nlstate;j++)  double funcone( double *x)
         for(theta=1; theta <=npar; theta++)  {
           trgradg[h][j][theta]=gradg[h][theta][j];    /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
     for(i=1;i<=nlstate;i++)    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for(j=1;j<=nlstate;j++)    double **out;
         vareij[i][j][(int)age] =0.;    double lli; /* Individual log likelihood */
     for(h=0;h<=nhstepm;h++){    double llt;
       for(k=0;k<=nhstepm;k++){    int s1, s2;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    double bbh, survp;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    /*extern weight */
         for(i=1;i<=nlstate;i++)    /* We are differentiating ll according to initial status */
           for(j=1;j<=nlstate;j++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
             vareij[i][j][(int)age] += doldm[i][j];    /*for(i=1;i<imx;i++) 
       }      printf(" %d\n",s[4][i]);
     }    */
     h=1;    cov[1]=1.;
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );    for(k=1; k<=nlstate; k++) ll[k]=0.;
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       }      for(mi=1; mi<= wav[i]-1; mi++){
     fprintf(ficresvij,"\n");        for (ii=1;ii<=nlstate+ndeath;ii++)
     free_matrix(gp,0,nhstepm,1,nlstate);          for (j=1;j<=nlstate+ndeath;j++){
     free_matrix(gm,0,nhstepm,1,nlstate);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(d=0; d<dh[mi][i]; d++){
   } /* End age */          newm=savm;
            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   free_vector(xp,1,npar);          for (kk=1; kk<=cptcovage;kk++) {
   free_matrix(doldm,1,nlstate,1,npar);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 }                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           savm=oldm;
 /************ Variance of prevlim ******************/          oldm=newm;
 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)        } /* end mult */
 {        
   /* Variance of prevalence limit */        s1=s[mw[mi][i]][i];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        s2=s[mw[mi+1][i]][i];
   double **newm;        bbh=(double)bh[mi][i]/(double)stepm; 
   double **dnewm,**doldm;        /* bias is positive if real duration
   int i, j, nhstepm, hstepm;         * is higher than the multiple of stepm and negative otherwise.
   int k, cptcode;         */
   double *xp;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   double *gp, *gm;          lli=log(out[s1][s2] - savm[s1][s2]);
   double **gradg, **trgradg;        } else if (mle==1){
   double age,agelim;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   int theta;        } else if(mle==2){
              lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        } else if(mle==3){  /* exponential inter-extrapolation */
   fprintf(ficresvpl,"# Age");          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 */
   for(i=1; i<=nlstate;i++)        } else if (mle==4){  /* mle=4 no inter-extrapolation */
       fprintf(ficresvpl," %1d-%1d",i,i);          lli=log(out[s1][s2]); /* Original formula */
   fprintf(ficresvpl,"\n");        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
   xp=vector(1,npar);        } /* End of if */
   dnewm=matrix(1,nlstate,1,npar);        ipmx +=1;
   doldm=matrix(1,nlstate,1,nlstate);        sw += weight[i];
          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   hstepm=1*YEARM; /* Every year of age */  /*       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]); */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        if(globpr){
   agelim = AGESUP;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */   %10.6f %10.6f %10.6f ", \
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     if (stepm >= YEARM) hstepm=1;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     gradg=matrix(1,npar,1,nlstate);            llt +=ll[k]*gipmx/gsw;
     gp=vector(1,nlstate);            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     gm=vector(1,nlstate);          }
           fprintf(ficresilk," %10.6f\n", -llt);
     for(theta=1; theta <=npar; theta++){        }
       for(i=1; i<=npar; i++){ /* Computes gradient */      } /* end of wave */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    } /* end of individual */
       }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       for(i=1;i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         gp[i] = prlim[i][i];    if(globpr==0){ /* First time we count the contributions and weights */
          gipmx=ipmx;
       for(i=1; i<=npar; i++) /* Computes gradient */      gsw=sw;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    return -l;
       for(i=1;i<=nlstate;i++)  }
         gm[i] = prlim[i][i];  
   
       for(i=1;i<=nlstate;i++)  /*************** function likelione ***********/
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     } /* End theta */  {
     /* This routine should help understanding what is done with 
     trgradg =matrix(1,nlstate,1,npar);       the selection of individuals/waves and
        to check the exact contribution to the likelihood.
     for(j=1; j<=nlstate;j++)       Plotting could be done.
       for(theta=1; theta <=npar; theta++)     */
         trgradg[j][theta]=gradg[theta][j];    int k;
   
     for(i=1;i<=nlstate;i++)    if(*globpri !=0){ /* Just counts and sums, no printings */
       varpl[i][(int)age] =0.;      strcpy(fileresilk,"ilk"); 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      strcat(fileresilk,fileres);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     for(i=1;i<=nlstate;i++)        printf("Problem with resultfile: %s\n", fileresilk);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       }
     fprintf(ficresvpl,"%.0f ",age );      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");
     for(i=1; i<=nlstate;i++)      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     fprintf(ficresvpl,"\n");      for(k=1; k<=nlstate; k++) 
     free_vector(gp,1,nlstate);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     free_vector(gm,1,nlstate);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     free_matrix(gradg,1,npar,1,nlstate);    }
     free_matrix(trgradg,1,nlstate,1,npar);  
   } /* End age */    *fretone=(*funcone)(p);
     if(*globpri !=0){
   free_vector(xp,1,npar);      fclose(ficresilk);
   free_matrix(doldm,1,nlstate,1,npar);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   free_matrix(dnewm,1,nlstate,1,nlstate);      fflush(fichtm); 
     } 
 }    return;
   }
   
   
 /***********************************************/  /*********** Maximum Likelihood Estimation ***************/
 /**************** Main Program *****************/  
 /***********************************************/  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   {
 /*int main(int argc, char *argv[])*/    int i,j, iter;
 int main()    double **xi;
 {    double fret;
     double fretone; /* Only one call to likelihood */
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    /*  char filerespow[FILENAMELENGTH];*/
   double agedeb, agefin,hf;    xi=matrix(1,npar,1,npar);
   double agemin=1.e20, agemax=-1.e20;    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
   double fret;        xi[i][j]=(i==j ? 1.0 : 0.0);
   double **xi,tmp,delta;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow"); 
   double dum; /* Dummy variable */    strcat(filerespow,fileres);
   double ***p3mat;    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   int *indx;      printf("Problem with resultfile: %s\n", filerespow);
   char line[MAXLINE], linepar[MAXLINE];      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   char title[MAXLINE];    }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    for (i=1;i<=nlstate;i++)
   char filerest[FILENAMELENGTH];      for(j=1;j<=nlstate+ndeath;j++)
   char fileregp[FILENAMELENGTH];        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    fprintf(ficrespow,"\n");
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */    powell(p,xi,npar,ftol,&iter,&fret,func);
   int c,  h , cpt,l;  
   int ju,jl, mi;    fclose(ficrespow);
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
      fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int hstepm, nhstepm;  
   double bage, fage, age, agelim, agebase;  }
   double ftolpl=FTOL;  
   double **prlim;  /**** Computes Hessian and covariance matrix ***/
   double *severity;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   double ***param; /* Matrix of parameters */  {
   double  *p;    double  **a,**y,*x,pd;
   double **matcov; /* Matrix of covariance */    double **hess;
   double ***delti3; /* Scale */    int i, j,jk;
   double *delti; /* Scale */    int *indx;
   double ***eij, ***vareij;  
   double **varpl; /* Variances of prevalence limits by age */    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   double *epj, vepp;    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";    void lubksb(double **a, int npar, int *indx, double b[]) ;
   char *alph[]={"a","a","b","c","d","e"}, str[4];    void ludcmp(double **a, int npar, int *indx, double *d) ;
     double gompertz(double p[]);
   char z[1]="c", occ;    hess=matrix(1,npar,1,npar);
 #include <sys/time.h>  
 #include <time.h>    printf("\nCalculation of the hessian matrix. Wait...\n");
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   /* long total_usecs;    for (i=1;i<=npar;i++){
   struct timeval start_time, end_time;      printf("%d",i);fflush(stdout);
        fprintf(ficlog,"%d",i);fflush(ficlog);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */     
        hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
       
   printf("\nIMACH, Version 0.64a");      /*  printf(" %f ",p[i]);
   printf("\nEnter the parameter file name: ");          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
     }
 #ifdef windows    
   scanf("%s",pathtot);    for (i=1;i<=npar;i++) {
   getcwd(pathcd, size);      for (j=1;j<=npar;j++)  {
   /*cygwin_split_path(pathtot,path,optionfile);        if (j>i) { 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          printf(".%d%d",i,j);fflush(stdout);
   /* cutv(path,optionfile,pathtot,'\\');*/          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j,func,npar);
 split(pathtot, path,optionfile);          
   chdir(path);          hess[j][i]=hess[i][j];    
   replace(pathc,path);          /*printf(" %lf ",hess[i][j]);*/
 #endif        }
 #ifdef unix      }
   scanf("%s",optionfile);    }
 #endif    printf("\n");
     fprintf(ficlog,"\n");
 /*-------- arguments in the command line --------*/  
     printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   strcpy(fileres,"r");    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   strcat(fileres, optionfile);    
     a=matrix(1,npar,1,npar);
   /*---------arguments file --------*/    y=matrix(1,npar,1,npar);
     x=vector(1,npar);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    indx=ivector(1,npar);
     printf("Problem with optionfile %s\n",optionfile);    for (i=1;i<=npar;i++)
     goto end;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   }    ludcmp(a,npar,indx,&pd);
   
   strcpy(filereso,"o");    for (j=1;j<=npar;j++) {
   strcat(filereso,fileres);      for (i=1;i<=npar;i++) x[i]=0;
   if((ficparo=fopen(filereso,"w"))==NULL) {      x[j]=1;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      lubksb(a,npar,indx,x);
   }      for (i=1;i<=npar;i++){ 
         matcov[i][j]=x[i];
   /* Reads comments: lines beginning with '#' */      }
   while((c=getc(ficpar))=='#' && c!= EOF){    }
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    printf("\n#Hessian matrix#\n");
     puts(line);    fprintf(ficlog,"\n#Hessian matrix#\n");
     fputs(line,ficparo);    for (i=1;i<=npar;i++) { 
   }      for (j=1;j<=npar;j++) { 
   ungetc(c,ficpar);        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);      }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);      printf("\n");
   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);      fprintf(ficlog,"\n");
     }
   covar=matrix(0,NCOVMAX,1,n);  
   cptcovn=0;    /* Recompute Inverse */
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   ncovmodel=2+cptcovn;    ludcmp(a,npar,indx,&pd);
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  
      /*  printf("\n#Hessian matrix recomputed#\n");
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */    for (j=1;j<=npar;j++) {
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<=npar;i++) x[i]=0;
     ungetc(c,ficpar);      x[j]=1;
     fgets(line, MAXLINE, ficpar);      lubksb(a,npar,indx,x);
     puts(line);      for (i=1;i<=npar;i++){ 
     fputs(line,ficparo);        y[i][j]=x[i];
   }        printf("%.3e ",y[i][j]);
   ungetc(c,ficpar);        fprintf(ficlog,"%.3e ",y[i][j]);
        }
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      printf("\n");
     for(i=1; i <=nlstate; i++)      fprintf(ficlog,"\n");
     for(j=1; j <=nlstate+ndeath-1; j++){    }
       fscanf(ficpar,"%1d%1d",&i1,&j1);    */
       fprintf(ficparo,"%1d%1d",i1,j1);  
       printf("%1d%1d",i,j);    free_matrix(a,1,npar,1,npar);
       for(k=1; k<=ncovmodel;k++){    free_matrix(y,1,npar,1,npar);
         fscanf(ficpar," %lf",&param[i][j][k]);    free_vector(x,1,npar);
         printf(" %lf",param[i][j][k]);    free_ivector(indx,1,npar);
         fprintf(ficparo," %lf",param[i][j][k]);    free_matrix(hess,1,npar,1,npar);
       }  
       fscanf(ficpar,"\n");  
       printf("\n");  }
       fprintf(ficparo,"\n");  
     }  /*************** hessian matrix ****************/
    double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  {
   p=param[1][1];    int i;
      int l=1, lmax=20;
   /* Reads comments: lines beginning with '#' */    double k1,k2;
   while((c=getc(ficpar))=='#' && c!= EOF){    double p2[NPARMAX+1];
     ungetc(c,ficpar);    double res;
     fgets(line, MAXLINE, ficpar);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     puts(line);    double fx;
     fputs(line,ficparo);    int k=0,kmax=10;
   }    double l1;
   ungetc(c,ficpar);  
     fx=func(x);
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (i=1;i<=npar;i++) p2[i]=x[i];
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    for(l=0 ; l <=lmax; l++){
   for(i=1; i <=nlstate; i++){      l1=pow(10,l);
     for(j=1; j <=nlstate+ndeath-1; j++){      delts=delt;
       fscanf(ficpar,"%1d%1d",&i1,&j1);      for(k=1 ; k <kmax; k=k+1){
       printf("%1d%1d",i,j);        delt = delta*(l1*k);
       fprintf(ficparo,"%1d%1d",i1,j1);        p2[theta]=x[theta] +delt;
       for(k=1; k<=ncovmodel;k++){        k1=func(p2)-fx;
         fscanf(ficpar,"%le",&delti3[i][j][k]);        p2[theta]=x[theta]-delt;
         printf(" %le",delti3[i][j][k]);        k2=func(p2)-fx;
         fprintf(ficparo," %le",delti3[i][j][k]);        /*res= (k1-2.0*fx+k2)/delt/delt; */
       }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       fscanf(ficpar,"\n");        
       printf("\n");  #ifdef DEBUG
       fprintf(ficparo,"\n");        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     }        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   }  #endif
   delti=delti3[1][1];        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
          if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   /* Reads comments: lines beginning with '#' */          k=kmax;
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     fgets(line, MAXLINE, ficpar);          k=kmax; l=lmax*10.;
     puts(line);        }
     fputs(line,ficparo);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   }          delts=delt;
   ungetc(c,ficpar);        }
        }
   matcov=matrix(1,npar,1,npar);    }
   for(i=1; i <=npar; i++){    delti[theta]=delts;
     fscanf(ficpar,"%s",&str);    return res; 
     printf("%s",str);    
     fprintf(ficparo,"%s",str);  }
     for(j=1; j <=i; j++){  
       fscanf(ficpar," %le",&matcov[i][j]);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
       printf(" %.5le",matcov[i][j]);  {
       fprintf(ficparo," %.5le",matcov[i][j]);    int i;
     }    int l=1, l1, lmax=20;
     fscanf(ficpar,"\n");    double k1,k2,k3,k4,res,fx;
     printf("\n");    double p2[NPARMAX+1];
     fprintf(ficparo,"\n");    int k;
   }  
   for(i=1; i <=npar; i++)    fx=func(x);
     for(j=i+1;j<=npar;j++)    for (k=1; k<=2; k++) {
       matcov[i][j]=matcov[j][i];      for (i=1;i<=npar;i++) p2[i]=x[i];
          p2[thetai]=x[thetai]+delti[thetai]/k;
   printf("\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k1=func(p2)-fx;
     
     /*-------- data file ----------*/      p2[thetai]=x[thetai]+delti[thetai]/k;
     if((ficres =fopen(fileres,"w"))==NULL) {      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       printf("Problem with resultfile: %s\n", fileres);goto end;      k2=func(p2)-fx;
     }    
     fprintf(ficres,"#%s\n",version);      p2[thetai]=x[thetai]-delti[thetai]/k;
          p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     if((fic=fopen(datafile,"r"))==NULL)    {      k3=func(p2)-fx;
       printf("Problem with datafile: %s\n", datafile);goto end;    
     }      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     n= lastobs;      k4=func(p2)-fx;
     severity = vector(1,maxwav);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     outcome=imatrix(1,maxwav+1,1,n);  #ifdef DEBUG
     num=ivector(1,n);      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);
     moisnais=vector(1,n);      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);
     annais=vector(1,n);  #endif
     moisdc=vector(1,n);    }
     andc=vector(1,n);    return res;
     agedc=vector(1,n);  }
     cod=ivector(1,n);  
     weight=vector(1,n);  /************** Inverse of matrix **************/
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */  void ludcmp(double **a, int n, int *indx, double *d) 
     mint=matrix(1,maxwav,1,n);  { 
     anint=matrix(1,maxwav,1,n);    int i,imax,j,k; 
     s=imatrix(1,maxwav+1,1,n);    double big,dum,sum,temp; 
     adl=imatrix(1,maxwav+1,1,n);        double *vv; 
     tab=ivector(1,NCOVMAX);   
     ncodemax=ivector(1,8);    vv=vector(1,n); 
     *d=1.0; 
     i=1;    for (i=1;i<=n;i++) { 
     while (fgets(line, MAXLINE, fic) != NULL)    {      big=0.0; 
       if ((i >= firstobs) && (i <=lastobs)) {      for (j=1;j<=n;j++) 
                if ((temp=fabs(a[i][j])) > big) big=temp; 
         for (j=maxwav;j>=1;j--){      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      vv[i]=1.0/big; 
           strcpy(line,stra);    } 
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    for (j=1;j<=n;j++) { 
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      for (i=1;i<j;i++) { 
         }        sum=a[i][j]; 
                for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);        a[i][j]=sum; 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      } 
       big=0.0; 
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      for (i=j;i<=n;i++) { 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        sum=a[i][j]; 
         for (k=1;k<j;k++) 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          sum -= a[i][k]*a[k][j]; 
         for (j=ncov;j>=1;j--){        a[i][j]=sum; 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
         }          big=dum; 
         num[i]=atol(stra);          imax=i; 
         } 
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/      } 
       if (j != imax) { 
         i=i+1;        for (k=1;k<=n;k++) { 
       }          dum=a[imax][k]; 
     }          a[imax][k]=a[j][k]; 
           a[j][k]=dum; 
     /*scanf("%d",i);*/        } 
   imx=i-1; /* Number of individuals */        *d = -(*d); 
         vv[imax]=vv[j]; 
   /* Calculation of the number of parameter from char model*/      } 
   Tvar=ivector(1,15);      indx[j]=imax; 
   Tprod=ivector(1,15);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   Tvaraff=ivector(1,15);      if (j != n) { 
   Tvard=imatrix(1,15,1,2);        dum=1.0/(a[j][j]); 
   Tage=ivector(1,15);              for (i=j+1;i<=n;i++) a[i][j] *= dum; 
          } 
   if (strlen(model) >1){    } 
     j=0, j1=0, k1=1, k2=1;    free_vector(vv,1,n);  /* Doesn't work */
     j=nbocc(model,'+');  ;
     j1=nbocc(model,'*');  } 
     cptcovn=j+1;  
     cptcovprod=j1;  void lubksb(double **a, int n, int *indx, double b[]) 
      { 
        int i,ii=0,ip,j; 
     strcpy(modelsav,model);    double sum; 
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){   
       printf("Error. Non available option model=%s ",model);    for (i=1;i<=n;i++) { 
       goto end;      ip=indx[i]; 
     }      sum=b[ip]; 
          b[ip]=b[i]; 
     for(i=(j+1); i>=1;i--){      if (ii) 
       cutv(stra,strb,modelsav,'+');        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);      else if (sum) ii=i; 
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/      b[i]=sum; 
       /*scanf("%d",i);*/    } 
       if (strchr(strb,'*')) {    for (i=n;i>=1;i--) { 
         cutv(strd,strc,strb,'*');      sum=b[i]; 
         if (strcmp(strc,"age")==0) {      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
           cptcovprod--;      b[i]=sum/a[i][i]; 
           cutv(strb,stre,strd,'V');    } 
           Tvar[i]=atoi(stre);  } 
           cptcovage++;  
             Tage[cptcovage]=i;  /************ Frequencies ********************/
             /*printf("stre=%s ", stre);*/  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, char strstart[])
         }  {  /* Some frequencies */
         else if (strcmp(strd,"age")==0) {    
           cptcovprod--;    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
           cutv(strb,stre,strc,'V');    int first;
           Tvar[i]=atoi(stre);    double ***freq; /* Frequencies */
           cptcovage++;    double *pp, **prop;
           Tage[cptcovage]=i;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
         }    FILE *ficresp;
         else {    char fileresp[FILENAMELENGTH];
           cutv(strb,stre,strc,'V');    
           Tvar[i]=ncov+k1;    pp=vector(1,nlstate);
           cutv(strb,strc,strd,'V');    prop=matrix(1,nlstate,iagemin,iagemax+3);
           Tprod[k1]=i;    strcpy(fileresp,"p");
           Tvard[k1][1]=atoi(strc);    strcat(fileresp,fileres);
           Tvard[k1][2]=atoi(stre);    if((ficresp=fopen(fileresp,"w"))==NULL) {
           Tvar[cptcovn+k2]=Tvard[k1][1];      printf("Problem with prevalence resultfile: %s\n", fileresp);
           Tvar[cptcovn+k2+1]=Tvard[k1][2];      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
           for (k=1; k<=lastobs;k++)      exit(0);
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    }
           k1++;    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
           k2=k2+2;    j1=0;
         }    
       }    j=cptcoveff;
       else {    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/  
        /*  scanf("%d",i);*/    first=1;
       cutv(strd,strc,strb,'V');  
       Tvar[i]=atoi(strc);    for(k1=1; k1<=j;k1++){
       }      for(i1=1; i1<=ncodemax[k1];i1++){
       strcpy(modelsav,stra);          j1++;
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         scanf("%d",i);*/          scanf("%d", i);*/
     }        for (i=-5; i<=nlstate+ndeath; i++)  
 }          for (jk=-5; jk<=nlstate+ndeath; jk++)  
              for(m=iagemin; m <= iagemax+3; m++)
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);              freq[i][jk][m]=0;
   printf("cptcovprod=%d ", cptcovprod);  
   scanf("%d ",i);*/      for (i=1; i<=nlstate; i++)  
     fclose(fic);        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
     /*  if(mle==1){*/        
     if (weightopt != 1) { /* Maximisation without weights*/        dateintsum=0;
       for(i=1;i<=n;i++) weight[i]=1.0;        k2cpt=0;
     }        for (i=1; i<=imx; i++) {
     /*-calculation of age at interview from date of interview and age at death -*/          bool=1;
     agev=matrix(1,maxwav,1,imx);          if  (cptcovn>0) {
                for (z1=1; z1<=cptcoveff; z1++) 
     for (i=1; i<=imx; i++)  {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);                bool=0;
       for(m=1; (m<= maxwav); m++){          }
         if(s[m][i] >0){          if (bool==1){
           if (s[m][i] == nlstate+1) {            for(m=firstpass; m<=lastpass; m++){
             if(agedc[i]>0)              k2=anint[m][i]+(mint[m][i]/12.);
               if(moisdc[i]!=99 && andc[i]!=9999)              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
               agev[m][i]=agedc[i];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
             else {                if(agev[m][i]==1) agev[m][i]=iagemax+2;
               if (andc[i]!=9999){                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
               printf("Warning negative age at death: %d line:%d\n",num[i],i);                if (m<lastpass) {
               agev[m][i]=-1;                  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];
             }                }
           }                
           else if(s[m][i] !=9){ /* Should no more exist */                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);                  dateintsum=dateintsum+k2;
             if(mint[m][i]==99 || anint[m][i]==9999)                  k2cpt++;
               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];        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  fprintf(ficresp, "#Local time at start: %s", strstart);
             }        if  (cptcovn>0) {
             /*agev[m][i]=anint[m][i]-annais[i];*/          fprintf(ficresp, "\n#********** Variable "); 
             /*   agev[m][i] = age[i]+2*m;*/          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           }          fprintf(ficresp, "**********\n#");
           else { /* =9 */        }
             agev[m][i]=1;        for(i=1; i<=nlstate;i++) 
             s[m][i]=-1;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           }        fprintf(ficresp, "\n");
         }        
         else /*= 0 Unknown */        for(i=iagemin; i <= iagemax+3; i++){
           agev[m][i]=1;          if(i==iagemax+3){
       }            fprintf(ficlog,"Total");
              }else{
     }            if(first==1){
     for (i=1; i<=imx; i++)  {              first=0;
       for(m=1; (m<= maxwav); m++){              printf("See log file for details...\n");
         if (s[m][i] > (nlstate+ndeath)) {            }
           printf("Error: Wrong value in nlstate or ndeath\n");              fprintf(ficlog,"Age %d", i);
           goto end;          }
         }          for(jk=1; jk <=nlstate ; jk++){
       }            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     }              pp[jk] += freq[jk][m][i]; 
           }
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pos=0; m <=0 ; m++)
     free_vector(severity,1,maxwav);              pos += freq[jk][m][i];
     free_imatrix(outcome,1,maxwav+1,1,n);            if(pp[jk]>=1.e-10){
     free_vector(moisnais,1,n);              if(first==1){
     free_vector(annais,1,n);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     free_matrix(mint,1,maxwav,1,n);              }
     free_matrix(anint,1,maxwav,1,n);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     free_vector(moisdc,1,n);            }else{
     free_vector(andc,1,n);              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                  fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     wav=ivector(1,imx);            }
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          }
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  
              for(jk=1; jk <=nlstate ; jk++){
     /* Concatenates waves */            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);              pp[jk] += freq[jk][m][i];
           }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
       Tcode=ivector(1,100);            pos += pp[jk];
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);            posprop += prop[jk][i];
       ncodemax[1]=1;          }
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          for(jk=1; jk <=nlstate ; jk++){
                  if(pos>=1.e-5){
    codtab=imatrix(1,100,1,10);              if(first==1)
    h=0;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
    m=pow(2,cptcoveff);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
              }else{
    for(k=1;k<=cptcoveff; k++){              if(first==1)
      for(i=1; i <=(m/pow(2,k));i++){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
        for(j=1; j <= ncodemax[k]; j++){              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){            }
            h++;            if( i <= iagemax){
            if (h>m) h=1;codtab[h][k]=j;              if(pos>=1.e-5){
          }                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
        }                /*probs[i][jk][j1]= pp[jk]/pos;*/
      }                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
    }              }
               else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
    /*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);          
      }          for(jk=-1; jk <=nlstate+ndeath; jk++)
      printf("\n");            for(m=-1; m <=nlstate+ndeath; m++)
    }              if(freq[jk][m][i] !=0 ) {
    scanf("%d",i);*/              if(first==1)
                    printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
    /* Calculates basic frequencies. Computes observed prevalence at single age                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
        and prints on file fileres'p'. */              }
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          if(i <= iagemax)
             fprintf(ficresp,"\n");
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if(first==1)
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            printf("Others in log...\n");
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          fprintf(ficlog,"\n");
     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]    dateintmean=dateintsum/k2cpt; 
        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) */    fclose(ficresp);
     free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
     if(mle==1){    free_vector(pp,1,nlstate);
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     }    /* End of Freq */
      }
     /*--------- results files --------------*/  
     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);  /************ Prevalence ********************/
      void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
    jk=1;  {  
    fprintf(ficres,"# Parameters\n");    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
    printf("# Parameters\n");       in each health status at the date of interview (if between dateprev1 and dateprev2).
    for(i=1,jk=1; i <=nlstate; i++){       We still use firstpass and lastpass as another selection.
      for(k=1; k <=(nlstate+ndeath); k++){    */
        if (k != i)   
          {    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
            printf("%d%d ",i,k);    double ***freq; /* Frequencies */
            fprintf(ficres,"%1d%1d ",i,k);    double *pp, **prop;
            for(j=1; j <=ncovmodel; j++){    double pos,posprop; 
              printf("%f ",p[jk]);    double  y2; /* in fractional years */
              fprintf(ficres,"%f ",p[jk]);    int iagemin, iagemax;
              jk++;  
            }    iagemin= (int) agemin;
            printf("\n");    iagemax= (int) agemax;
            fprintf(ficres,"\n");    /*pp=vector(1,nlstate);*/
          }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
      }    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
    }    j1=0;
  if(mle==1){    
     /* Computing hessian and covariance matrix */    j=cptcoveff;
     ftolhess=ftol; /* Usually correct */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     hesscov(matcov, p, npar, delti, ftolhess, func);    
  }    for(k1=1; k1<=j;k1++){
     fprintf(ficres,"# Scales\n");      for(i1=1; i1<=ncodemax[k1];i1++){
     printf("# Scales\n");        j1++;
      for(i=1,jk=1; i <=nlstate; i++){        
       for(j=1; j <=nlstate+ndeath; j++){        for (i=1; i<=nlstate; i++)  
         if (j!=i) {          for(m=iagemin; m <= iagemax+3; m++)
           fprintf(ficres,"%1d%1d",i,j);            prop[i][m]=0.0;
           printf("%1d%1d",i,j);       
           for(k=1; k<=ncovmodel;k++){        for (i=1; i<=imx; i++) { /* Each individual */
             printf(" %.5e",delti[jk]);          bool=1;
             fprintf(ficres," %.5e",delti[jk]);          if  (cptcovn>0) {
             jk++;            for (z1=1; z1<=cptcoveff; z1++) 
           }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
           printf("\n");                bool=0;
           fprintf(ficres,"\n");          } 
         }          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) */
     k=1;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     fprintf(ficres,"# Covariance\n");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     printf("# Covariance\n");                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
     for(i=1;i<=npar;i++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       /*  if (k>nlstate) k=1;                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
       i1=(i-1)/(ncovmodel*nlstate)+1;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);                  prop[s[m][i]][iagemax+3] += weight[i]; 
       printf("%s%d%d",alph[k],i1,tab[i]);*/                } 
       fprintf(ficres,"%3d",i);              }
       printf("%3d",i);            } /* end selection of waves */
       for(j=1; j<=i;j++){          }
         fprintf(ficres," %.5e",matcov[i][j]);        }
         printf(" %.5e",matcov[i][j]);        for(i=iagemin; i <= iagemax+3; i++){  
       }          
       fprintf(ficres,"\n");          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       printf("\n");            posprop += prop[jk][i]; 
       k++;          } 
     }  
              for(jk=1; jk <=nlstate ; jk++){     
     while((c=getc(ficpar))=='#' && c!= EOF){            if( i <=  iagemax){ 
       ungetc(c,ficpar);              if(posprop>=1.e-5){ 
       fgets(line, MAXLINE, ficpar);                probs[i][jk][j1]= prop[jk][i]/posprop;
       puts(line);              } 
       fputs(line,ficparo);            } 
     }          }/* end jk */ 
     ungetc(c,ficpar);        }/* end i */ 
        } /* end i1 */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    } /* end k1 */
        
     if (fage <= 2) {    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
       bage = agemin;    /*free_vector(pp,1,nlstate);*/
       fage = agemax;    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     }  }  /* End of prevalence */
   
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  /************* Waves Concatenation ***************/
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
   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)
      {
 /*------------ gnuplot -------------*/    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 chdir(pathcd);       Death is a valid wave (if date is known).
   if((ficgp=fopen("graph.plt","w"))==NULL) {       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     printf("Problem with file graph.gp");goto end;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   }       and mw[mi+1][i]. dh depends on stepm.
 #ifdef windows       */
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif    int i, mi, m;
 m=pow(2,cptcoveff);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
         double sum=0., jmean=0.;*/
  /* 1eme*/    int first;
   for (cpt=1; cpt<= nlstate ; cpt ++) {    int j, k=0,jk, ju, jl;
    for (k1=1; k1<= m ; k1 ++) {    double sum=0.;
     first=0;
 #ifdef windows    jmin=1e+5;
     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);    jmax=-1;
 #endif    jmean=0.;
 #ifdef unix    for(i=1; i<=imx; i++){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      mi=0;
 #endif      m=firstpass;
       while(s[m][i] <= nlstate){
 for (i=1; i<= nlstate ; i ++) {        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          mw[++mi][i]=m;
   else fprintf(ficgp," \%%*lf (\%%*lf)");        if(m >=lastpass)
 }          break;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);        else
     for (i=1; i<= nlstate ; i ++) {          m++;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      }/* end while */
   else fprintf(ficgp," \%%*lf (\%%*lf)");      if (s[m][i] > nlstate){
 }        mi++;     /* Death is another wave */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        /* if(mi==0)  never been interviewed correctly before death */
      for (i=1; i<= nlstate ; i ++) {           /* Only death is a correct wave */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        mw[mi][i]=m;
   else fprintf(ficgp," \%%*lf (\%%*lf)");      }
 }    
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      wav[i]=mi;
 #ifdef unix      if(mi==0){
 fprintf(ficgp,"\nset ter gif small size 400,300");        nbwarn++;
 #endif        if(first==0){
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
    }          first=1;
   }        }
   /*2 eme*/        if(first==1){
           fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
   for (k1=1; k1<= m ; k1 ++) {        }
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      } /* end mi==0 */
        } /* End individuals */
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;    for(i=1; i<=imx; i++){
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);      for(mi=1; mi<wav[i];mi++){
       for (j=1; j<= nlstate+1 ; j ++) {        if (stepm <=0)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          dh[mi][i]=1;
   else fprintf(ficgp," \%%*lf (\%%*lf)");        else{
 }            if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            if (agedc[i] < 2*AGESUP) {
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);              if(j==0) j=1;  /* Survives at least one month after exam */
       for (j=1; j<= nlstate+1 ; j ++) {              else if(j<0){
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                nberr++;
         else fprintf(ficgp," \%%*lf (\%%*lf)");                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]);
 }                  j=1; /* Temporary Dangerous patch */
       fprintf(ficgp,"\" t\"\" w l 0,");                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. You MUST fix the contradiction between dates.\n",stepm);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);                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]);
       for (j=1; j<= nlstate+1 ; 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. You MUST fix the contradiction between dates.\n",stepm);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              }
   else fprintf(ficgp," \%%*lf (\%%*lf)");              k=k+1;
 }                if (j >= jmax){
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");                jmax=j;
       else fprintf(ficgp,"\" t\"\" w l 0,");                ijmax=i;
     }              }
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);              if (j <= jmin){
   }                jmin=j;
                  ijmin=i;
   /*3eme*/              }
               sum=sum+j;
   for (k1=1; k1<= m ; k1 ++) {              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       k=2+nlstate*(cpt-1);            }
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);          }
       for (i=1; i< nlstate ; i ++) {          else{
         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);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
       }  /*        if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }            k=k+1;
   }            if (j >= jmax) {
                jmax=j;
   /* CV preval stat */              ijmax=i;
   for (k1=1; k1<= m ; k1 ++) {            }
     for (cpt=1; cpt<nlstate ; cpt ++) {            else if (j <= jmin){
       k=3;              jmin=j;
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);              ijmin=i;
       for (i=1; i< nlstate ; i ++)            }
         fprintf(ficgp,"+$%d",k+i+1);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+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]);*/
                  if(j<0){
       l=3+(nlstate+ndeath)*cpt;              nberr++;
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       for (i=1; i< nlstate ; i ++) {              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         l=3+(nlstate+ndeath)*cpt;            }
         fprintf(ficgp,"+$%d",l+i+1);            sum=sum+j;
       }          }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            jk= j/stepm;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          jl= j -jk*stepm;
     }          ju= j -(jk+1)*stepm;
   }          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
             if(jl==0){
   /* proba elementaires */              dh[mi][i]=jk;
    for(i=1,jk=1; i <=nlstate; i++){              bh[mi][i]=0;
     for(k=1; k <=(nlstate+ndeath); k++){            }else{ /* We want a negative bias in order to only have interpolation ie
       if (k != i) {                    * at the price of an extra matrix product in likelihood */
         for(j=1; j <=ncovmodel; j++){              dh[mi][i]=jk+1;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/              bh[mi][i]=ju;
           /*fprintf(ficgp,"%s",alph[1]);*/            }
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          }else{
           jk++;            if(jl <= -ju){
           fprintf(ficgp,"\n");              dh[mi][i]=jk;
         }              bh[mi][i]=jl;       /* bias is positive if real duration
       }                                   * is higher than the multiple of stepm and negative otherwise.
     }                                   */
     }            }
             else{
   for(jk=1; jk <=m; jk++) {              dh[mi][i]=jk+1;
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);              bh[mi][i]=ju;
    i=1;            }
    for(k2=1; k2<=nlstate; k2++) {            if(dh[mi][i]==0){
      k3=i;              dh[mi][i]=1; /* At least one step */
      for(k=1; k<=(nlstate+ndeath); k++) {              bh[mi][i]=ju; /* At least one step */
        if (k != k2){              /*  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);*/
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);            }
 ij=1;          } /* end if mle */
         for(j=3; j <=ncovmodel; j++) {        }
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      } /* end wave */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    }
             ij++;    jmean=sum/k;
           }    printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
           else    fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);   }
         }  
           fprintf(ficgp,")/(1");  /*********** Tricode ****************************/
          void tricode(int *Tvar, int **nbcode, int imx)
         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;    int Ndum[20],ij=1, k, j, i, maxncov=19;
           for(j=3; j <=ncovmodel; j++){    int cptcode=0;
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    cptcoveff=0; 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);   
             ij++;    for (k=0; k<maxncov; k++) Ndum[k]=0;
           }    for (k=1; k<=7; k++) ncodemax[k]=0;
           else  
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           fprintf(ficgp,")");                                 modality*/ 
         }        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        Ndum[ij]++; /*store the modality */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         i=i+ncovmodel;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
        }                                         Tvar[j]. If V=sex and male is 0 and 
      }                                         female is 1, then  cptcode=1.*/
    }      }
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  
   }      for (i=0; i<=cptcode; i++) {
            if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
   fclose(ficgp);      }
      
 chdir(path);      ij=1; 
     free_matrix(agev,1,maxwav,1,imx);      for (i=1; i<=ncodemax[j]; i++) {
     free_ivector(wav,1,imx);        for (k=0; k<= maxncov; k++) {
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);          if (Ndum[k] != 0) {
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);            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; */
     free_imatrix(s,1,maxwav+1,1,n);            
                ij++;
              }
     free_ivector(num,1,n);          if (ij > ncodemax[j]) break; 
     free_vector(agedc,1,n);        }  
     free_vector(weight,1,n);      } 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    }  
     fclose(ficparo);  
     fclose(ficres);   for (k=0; k< maxncov; k++) Ndum[k]=0;
     /*  }*/  
       for (i=1; i<=ncovmodel-2; i++) { 
    /*________fin mle=1_________*/     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
         ij=Tvar[i];
      Ndum[ij]++;
     }
     /* No more information from the sample is required now */  
   /* Reads comments: lines beginning with '#' */   ij=1;
   while((c=getc(ficpar))=='#' && c!= EOF){   for (i=1; i<= maxncov; i++) {
     ungetc(c,ficpar);     if((Ndum[i]!=0) && (i<=ncovcol)){
     fgets(line, MAXLINE, ficpar);       Tvaraff[ij]=i; /*For printing */
     puts(line);       ij++;
     fputs(line,ficparo);     }
   }   }
   ungetc(c,ficpar);   
     cptcoveff=ij-1; /*Number of simple covariates*/
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);  
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  /*********** Health Expectancies ****************/
 /*--------- index.htm --------*/  
   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,char strstart[] )
   if((fichtm=fopen("index.htm","w"))==NULL)    {  
     printf("Problem with index.htm \n");goto end;  {
   }    /* Health expectancies */
     int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64a </font> <hr size=\"2\" color=\"#EC5E5E\">    double age, agelim, hf;
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    double ***p3mat,***varhe;
 Total number of observations=%d <br>    double **dnewm,**doldm;
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    double *xp;
 <hr  size=\"2\" color=\"#EC5E5E\">    double **gp, **gm;
 <li>Outputs files<br><br>\n    double ***gradg, ***trgradg;
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    int theta;
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    xp=vector(1,npar);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    dnewm=matrix(1,nlstate*nlstate,1,npar);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
         - 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>    fprintf(ficreseij,"# Local time at start: %s", strstart);
         - 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,"# Health expectancies\n");
     fprintf(ficreseij,"# Age");
  fprintf(fichtm," <li>Graphs</li><p>");    for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
  m=cptcoveff;        fprintf(ficreseij," %1d-%1d (SE)",i,j);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    fprintf(ficreseij,"\n");
   
  j1=0;    if(estepm < stepm){
  for(k1=1; k1<=m;k1++){      printf ("Problem %d lower than %d\n",estepm, stepm);
    for(i1=1; i1<=ncodemax[k1];i1++){    }
        j1++;    else  hstepm=estepm;   
        if (cptcovn > 0) {    /* We compute the life expectancy from trapezoids spaced every estepm months
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");     * This is mainly to measure the difference between two models: for example
          for (cpt=1; cpt<=cptcoveff;cpt++)     * if stepm=24 months pijx are given only every 2 years and by summing them
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);     * we are calculating an estimate of the Life Expectancy assuming a linear 
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");     * progression in between and thus overestimating or underestimating according
        }     * to the curvature of the survival function. If, for the same date, we 
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>     * estimate the model with stepm=1 month, we can keep estepm to 24 months
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);         * to compare the new estimate of Life expectancy with the same linear 
        for(cpt=1; cpt<nlstate;cpt++){     * hypothesis. A more precise result, taking into account a more precise
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>     * curvature will be obtained if estepm is as small as stepm. */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        }    /* For example we decided to compute the life expectancy with the smallest unit */
     for(cpt=1; cpt<=nlstate;cpt++) {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident       nhstepm is the number of hstepm from age to agelim 
 interval) in state (%d): v%s%d%d.gif <br>       nstepm is the number of stepm from age to agelin. 
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);         Look at hpijx to understand the reason of that which relies in memory size
      }       and note for a fixed period like estepm months */
      for(cpt=1; cpt<=nlstate;cpt++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>       survival function given by stepm (the optimization length). Unfortunately it
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);       means that if the survival funtion is printed only each two years of age and if
      }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
      fprintf(fichtm,"\n<br>- Total life expectancy by age and       results. So we changed our mind and took the option of the best precision.
 health expectancies in states (1) and (2): e%s%d.gif<br>    */
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 fprintf(fichtm,"\n</body>");  
    }    agelim=AGESUP;
  }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 fclose(fichtm);      /* nhstepm age range expressed in number of stepm */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   /*--------------- Prevalence limit --------------*/      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
        /* if (stepm >= YEARM) hstepm=1;*/
   strcpy(filerespl,"pl");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   strcat(filerespl,fileres);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
   }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);  
   fprintf(ficrespl,"#Prevalence limit\n");      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   fprintf(ficrespl,"#Age ");         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   fprintf(ficrespl,"\n");   
    
   prlim=matrix(1,nlstate,1,nlstate);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      /* Computing  Variances of health expectancies */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       for(theta=1; theta <=npar; theta++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(i=1; i<=npar; i++){ 
   k=0;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   agebase=agemin;        }
   agelim=agemax;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   ftolpl=1.e-10;    
   i1=cptcoveff;        cptj=0;
   if (cptcovn < 1){i1=1;}        for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
   for(cptcov=1;cptcov<=i1;cptcov++){            cptj=cptj+1;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
         k=k+1;              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/            }
         fprintf(ficrespl,"\n#******");          }
         for(j=1;j<=cptcoveff;j++)        }
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       
         fprintf(ficrespl,"******\n");       
                for(i=1; i<=npar; i++) 
         for (age=agebase; age<=agelim; age++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           fprintf(ficrespl,"%.0f",age );        
           for(i=1; i<=nlstate;i++)        cptj=0;
           fprintf(ficrespl," %.5f", prlim[i][i]);        for(j=1; j<= nlstate; j++){
           fprintf(ficrespl,"\n");          for(i=1;i<=nlstate;i++){
         }            cptj=cptj+1;
       }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     }  
   fclose(ficrespl);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   /*------------- h Pij x at various ages ------------*/            }
            }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);        }
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        for(j=1; j<= nlstate*nlstate; j++)
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          for(h=0; h<=nhstepm-1; h++){
   }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   printf("Computing pij: result on file '%s' \n", filerespij);          }
         } 
   stepsize=(int) (stepm+YEARM-1)/YEARM;     
   if (stepm<=24) stepsize=2;  /* End theta */
   
   agelim=AGESUP;       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   hstepm=stepsize*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */       for(h=0; h<=nhstepm-1; h++)
          for(j=1; j<=nlstate*nlstate;j++)
   k=0;          for(theta=1; theta <=npar; theta++)
   for(cptcov=1;cptcov<=i1;cptcov++){            trgradg[h][j][theta]=gradg[h][theta][j];
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       
       k=k+1;  
         fprintf(ficrespij,"\n#****** ");       for(i=1;i<=nlstate*nlstate;i++)
         for(j=1;j<=cptcoveff;j++)        for(j=1;j<=nlstate*nlstate;j++)
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          varhe[i][j][(int)age] =0.;
         fprintf(ficrespij,"******\n");  
               printf("%d|",(int)age);fflush(stdout);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       for(h=0;h<=nhstepm-1;h++){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        for(k=0;k<=nhstepm-1;k++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           oldm=oldms;savm=savms;          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            for(i=1;i<=nlstate*nlstate;i++)
           fprintf(ficrespij,"# Age");            for(j=1;j<=nlstate*nlstate;j++)
           for(i=1; i<=nlstate;i++)              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
             for(j=1; j<=nlstate+ndeath;j++)        }
               fprintf(ficrespij," %1d-%1d",i,j);      }
           fprintf(ficrespij,"\n");      /* Computing expectancies */
           for (h=0; h<=nhstepm; h++){      for(i=1; i<=nlstate;i++)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );        for(j=1; j<=nlstate;j++)
             for(i=1; i<=nlstate;i++)          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
               for(j=1; j<=nlstate+ndeath;j++)            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);            
             fprintf(ficrespij,"\n");  /* 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]);*/
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          }
           fprintf(ficrespij,"\n");  
         }      fprintf(ficreseij,"%3.0f",age );
     }      cptj=0;
   }      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
   fclose(ficrespij);          cptj++;
           fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   /*---------- Health expectancies and variances ------------*/        }
       fprintf(ficreseij,"\n");
   strcpy(filerest,"t");     
   strcat(filerest,fileres);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   if((ficrest=fopen(filerest,"w"))==NULL) {      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   }      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }
     printf("\n");
   strcpy(filerese,"e");    fprintf(ficlog,"\n");
   strcat(filerese,fileres);  
   if((ficreseij=fopen(filerese,"w"))==NULL) {    free_vector(xp,1,npar);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   }
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);  /************ Variance ******************/
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  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, char strstart[])
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);  {
   }    /* Variance of health expectancies */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
   k=0;    double **dnewm,**doldm;
   for(cptcov=1;cptcov<=i1;cptcov++){    double **dnewmp,**doldmp;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    int i, j, nhstepm, hstepm, h, nstepm ;
       k=k+1;    int k, cptcode;
       fprintf(ficrest,"\n#****** ");    double *xp;
       for(j=1;j<=cptcoveff;j++)    double **gp, **gm;  /* for var eij */
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double ***gradg, ***trgradg; /*for var eij */
       fprintf(ficrest,"******\n");    double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
       fprintf(ficreseij,"\n#****** ");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
       for(j=1;j<=cptcoveff;j++)    double ***p3mat;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    double age,agelim, hf;
       fprintf(ficreseij,"******\n");    double ***mobaverage;
     int theta;
       fprintf(ficresvij,"\n#****** ");    char digit[4];
       for(j=1;j<=cptcoveff;j++)    char digitp[25];
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficresvij,"******\n");    char fileresprobmorprev[FILENAMELENGTH];
   
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    if(popbased==1){
       oldm=oldms;savm=savms;      if(mobilav!=0)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          strcpy(digitp,"-populbased-mobilav-");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      else strcpy(digitp,"-populbased-nomobil-");
       oldm=oldms;savm=savms;    }
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    else 
            strcpy(digitp,"-stablbased-");
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    if (mobilav!=0) {
       fprintf(ficrest,"\n");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
              if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       hf=1;        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       if (stepm >= YEARM) hf=stepm/YEARM;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       epj=vector(1,nlstate+1);      }
       for(age=bage; age <=fage ;age++){    }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         fprintf(ficrest," %.0f",age);    strcpy(fileresprobmorprev,"prmorprev"); 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    sprintf(digit,"%-d",ij);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    strcat(fileresprobmorprev,digit); /* Tvar to be done */
           }    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
           epj[nlstate+1] +=epj[j];    strcat(fileresprobmorprev,fileres);
         }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         for(i=1, vepp=0.;i <=nlstate;i++)      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           for(j=1;j <=nlstate;j++)      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
             vepp += vareij[i][j][(int)age];    }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         for(j=1;j <=nlstate;j++){   
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         }    fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
         fprintf(ficrest,"\n");    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
       }    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   }      fprintf(ficresprobmorprev," p.%-d SE",j);
              for(i=1; i<=nlstate;i++)
  fclose(ficreseij);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
  fclose(ficresvij);    }  
   fclose(ficrest);    fprintf(ficresprobmorprev,"\n");
   fclose(ficpar);    fprintf(ficgp,"\n# Routine varevsij");
   free_vector(epj,1,nlstate+1);    /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
   /*  scanf("%d ",i); */    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");
     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*------- Variance limit prevalence------*/    /*   } */
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 strcpy(fileresvpl,"vpl");   fprintf(ficresvij, "#Local time at start: %s", strstart);
   strcat(fileresvpl,fileres);    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");
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    fprintf(ficresvij,"# Age");
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    for(i=1; i<=nlstate;i++)
     exit(0);      for(j=1; j<=nlstate;j++)
   }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    fprintf(ficresvij,"\n");
   
  k=0;    xp=vector(1,npar);
  for(cptcov=1;cptcov<=i1;cptcov++){    dnewm=matrix(1,nlstate,1,npar);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    doldm=matrix(1,nlstate,1,nlstate);
      k=k+1;    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
      fprintf(ficresvpl,"\n#****** ");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      for(j=1;j<=cptcoveff;j++)  
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
      fprintf(ficresvpl,"******\n");    gpp=vector(nlstate+1,nlstate+ndeath);
          gmp=vector(nlstate+1,nlstate+ndeath);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
      oldm=oldms;savm=savms;    
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    if(estepm < stepm){
    }      printf ("Problem %d lower than %d\n",estepm, stepm);
  }    }
     else  hstepm=estepm;   
   fclose(ficresvpl);    /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   /*---------- End : free ----------------*/       nhstepm is the number of hstepm from age to agelim 
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);       nstepm is the number of stepm from age to agelin. 
         Look at hpijx to understand the reason of that which relies in memory size
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);       and note for a fixed period like k years */
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         survival function given by stepm (the optimization length). Unfortunately it
         means that if the survival funtion is printed every two years of age and if
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);       results. So we changed our mind and took the option of the best precision.
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    */
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      agelim = AGESUP;
   free_matrix(matcov,1,npar,1,npar);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   free_vector(delti,1,npar);      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 */
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   printf("End of Imach\n");      gp=matrix(0,nhstepm,1,nlstate);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      gm=matrix(0,nhstepm,1,nlstate);
    
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  
   /*printf("Total time was %d uSec.\n", total_usecs);*/      for(theta=1; theta <=npar; theta++){
   /*------ End -----------*/        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
  end:        }
 #ifdef windows        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  chdir(pathcd);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 #endif  
  /*system("wgnuplot graph.plt");*/        if (popbased==1) {
  system("../gp37mgw/wgnuplot graph.plt");          if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
 #ifdef windows              prlim[i][i]=probs[(int)age][i][ij];
   while (z[0] != 'q') {          }else{ /* mobilav */ 
     chdir(pathcd);            for(i=1; i<=nlstate;i++)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              prlim[i][i]=mobaverage[(int)age][i][ij];
     scanf("%s",z);          }
     if (z[0] == 'c') system("./imach");        }
     else if (z[0] == 'e') {    
       chdir(path);        for(j=1; j<= nlstate; j++){
       system("index.htm");          for(h=0; h<=nhstepm; h++){
     }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     else if (z[0] == 'q') exit(0);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   }          }
 #endif        }
 }        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   
         for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           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++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
   {
     /* 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, "#Local time at start: %s", strstart); 
     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, char strstart[])
   {
     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, "#Local time at start: %s", strstart);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov, "#Local time at start: %s", strstart);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor, "#Local time at start: %s", strstart);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
   
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i] == 1 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i] == 0 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov,double agemortsup){
     int i,k;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
   
   fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
   
    fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
   
    for (k=agegomp;k<(agemortsup-2);k++) 
      fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
    
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(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;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** 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 linei, month, year,iout;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     char dummy[]="                         ";
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     struct stat info;
     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], pathimach[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;
     int agemortsup;
     float  sumlpop=0.;
     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;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     /* Split argv[0], imach program to get pathimach */
     printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
     printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("\npathtot=%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: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     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);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* 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);
   
       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);
   
       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 parameter 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);
     }    /* End of mle != -3 */
   
     /*-------- 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;
     linei=0;
     while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
       linei=linei+1;
       for(j=strlen(line); j>=0;j--){  /* Untabifies line */
         if(line[j] == '\t')
           line[j] = ' ';
       }
       for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
         ;
       };
       line[j+1]=0;  /* Trims blanks at end of line */
       if(line[0]=='#'){
         fprintf(ficlog,"Comment line\n%s\n",line);
         printf("Comment line\n%s\n",line);
         continue;
       }
   
       for (j=maxwav;j>=1;j--){
         cutv(stra, strb,line,' '); 
         errno=0;
         lval=strtol(strb,&endptr,10); 
         /*        if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
         if( strb[0]=='\0' || (*endptr != '\0')){
           printf("Error reading data around '%d' at line number %d %s for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
           exit(1);
         }
         s[j][i]=lval;
         
         strcpy(line,stra);
         cutv(stra, strb,line,' ');
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,"%s.") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
           exit(1);
         }
         anint[j][i]= (double) year; 
         mint[j][i]= (double)month; 
         strcpy(line,stra);
       } /* ENd Waves */
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
         exit(1);
       }
       andc[i]=(double) year; 
       moisdc[i]=(double) month; 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.") != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
         exit(1);
       }
       annais[i]=(double)(year);
       moisnais[i]=(double)(month); 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       errno=0;
       lval=strtol(strb,&endptr,10); 
       if( strb[0]=='\0' || (*endptr != '\0')){
         printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a weight.  Exiting.\n",lval, i,line,linei);
         exit(1);
       }
       weight[i]=(double)(lval); 
       strcpy(line,stra);
       
       for (j=ncovcol;j>=1;j--){
         cutv(stra, strb,line,' '); 
         errno=0;
         lval=strtol(strb,&endptr,10); 
         if( strb[0]=='\0' || (*endptr != '\0')){
           printf("Error reading data around '%d' at line number %ld %s for individual %d, '%s'\nShould be a covar (meaning 0 for the reference or 1).  Exiting.\n",lval, linei,i, line);
           exit(1);
         }
         if(lval <-1 || lval >1){
           printf("Error reading data around '%d' at line number %ld %s for individual %d, '%s'\nShould be a value of the %d covar (meaning 0 for the reference or 1. IMaCh does not build design variables, do it your self).  Exiting.\n",lval,linei, i,line,j);
           exit(1);
         }
         covar[j][i]=(double)(lval);
         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;
     } /* End loop reading  data */
     /* 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 parameters 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 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
           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); 
   
     agegomp=(int)agemin;
     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);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     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 */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
   
     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*/
   
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (m=firstpass; m<=lastpass; m++)
           if (s[m][i]>nlstate) {
             dcwave[i]=m;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];
           agecens[i]=1.; 
   
           if (ageexmed[i]> 1 && wav[i] > 0){
             agecens[i]=agev[mw[j][i]][i];
             cens[i]= 1;
           }else if (ageexmed[i]< 1) 
             cens[i]= -1;
           if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
             cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
       
       p[1]=0.0268; p[NDIM]=0.083;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
       printf("Powell\n");  fprintf(ficlog,"Powell\n");
       strcpy(filerespow,"pow-mort"); 
       strcat(filerespow,fileres);
       if((ficrespow=fopen(filerespow,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", filerespow);
         fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       }
       fprintf(ficrespow,"# Powell\n# iter -2*LL");
       /*  for (i=1;i<=nlstate;i++)
           for(j=1;j<=nlstate+ndeath;j++)
           if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       */
       fprintf(ficrespow,"\n");
       
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
   
       lsurv=vector(1,AGESUP);
       lpop=vector(1,AGESUP);
       tpop=vector(1,AGESUP);
       lsurv[agegomp]=100000;
       
       for (k=agegomp;k<=AGESUP;k++) {
         agemortsup=k;
         if (p[1]*exp(p[2]*(k-agegomp))>1) break;
       }
       
       for (k=agegomp;k<agemortsup;k++)
         lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
       
       for (k=agegomp;k<agemortsup;k++){
         lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
         sumlpop=sumlpop+lpop[k];
       }
       
       tpop[agegomp]=sumlpop;
       for (k=agegomp;k<(agemortsup-3);k++){
         /*  tpop[k+1]=2;*/
         tpop[k+1]=tpop[k]-lpop[k];
       }
       
       
       printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
       for (k=agegomp;k<(agemortsup-2);k++) 
         printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
       
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov,agemortsup);
       
       free_vector(lsurv,1,AGESUP);
       free_vector(lpop,1,AGESUP);
       free_vector(tpop,1,AGESUP);
     } /* Endof if mle==-3 */
     
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  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, "#Local time at start: %s", strstart);
       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, "#Local time at start: %s", strstart);
       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,strstart);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total LEs with variances: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficreseij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
    
           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, strstart);
           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, strstart);
           }
   
           fprintf(ficrest, "#Local time at start: %s", strstart);
           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,strstart);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       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);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     sprintf(plotcmd,"gnuplot");
   #ifndef UNIX
     sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
   #endif
     if(!stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       if(!stat(getenv("GNUPLOTBIN"),&info)){
         printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #ifdef UNIX
       strcpy(plotcmd,GNUPLOTPROGRAM);
       if(!stat(plotcmd,&info)){
         printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #endif
     }else
       strcpy(pplotcmd,plotcmd);
     
     sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
     printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
   
     if((outcmd=system(plotcmd)) != 0){
       printf("\n 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') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         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.1.8  
changed lines
  Added in v.1.112


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