Diff for /imach/src/imach.c between versions 1.18 and 1.97

version 1.18, 2002/02/20 17:17:09 version 1.97, 2004/02/20 13:25:42
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 1.97  2004/02/20 13:25:42  lievre
   individuals from different ages are interviewed on their health status    Version 0.96d. Population forecasting command line is (temporarily)
   or degree of  disability. At least a second wave of interviews    suppressed.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.96  2003/07/15 15:38:55  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   of life states). More degrees you consider, more time is necessary to    rewritten within the same printf. Workaround: many printfs.
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.95  2003/07/08 07:54:34  brouard
   the probabibility to be observed in state j at the second wave conditional    * imach.c (Repository):
   to be observed in state i at the first wave. Therefore the model is:    (Repository): Using imachwizard code to output a more meaningful covariance
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    matrix (cov(a12,c31) instead of numbers.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.94  2003/06/27 13:00:02  brouard
     *Covariates have to be included here again* invites you to do it.    Just cleaning
   More covariates you add, less is the speed of the convergence.  
     Revision 1.93  2003/06/25 16:33:55  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): On windows (cygwin) function asctime_r doesn't
   delay between waves is not identical for each individual, or if some    exist so I changed back to asctime which exists.
   individual missed an interview, the information is not rounded or lost, but    (Module): Version 0.96b
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.92  2003/06/25 16:30:45  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): On windows (cygwin) function asctime_r doesn't
   x. The delay 'h' can be split into an exact number (nh*stepm) of    exist so I changed back to asctime which exists.
   unobserved intermediate  states. This elementary transition (by month or  
   quarter trimester, semester or year) is model as a multinomial logistic.    Revision 1.91  2003/06/25 15:30:29  brouard
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    * imach.c (Repository): Duplicated warning errors corrected.
   and the contribution of each individual to the likelihood is simply hPijx.    (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
   Also this programme outputs the covariance matrix of the parameters but also    is stamped in powell.  We created a new html file for the graphs
   of the life expectancies. It also computes the prevalence limits.    concerning matrix of covariance. It has extension -cov.htm.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.90  2003/06/24 12:34:15  brouard
            Institut national d'études démographiques, Paris.    (Module): Some bugs corrected for windows. Also, when
   This software have been partly granted by Euro-REVES, a concerted action    mle=-1 a template is output in file "or"mypar.txt with the design
   from the European Union.    of the covariance matrix to be input.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.89  2003/06/24 12:30:52  brouard
   can be accessed at http://euroreves.ined.fr/imach .    (Module): Some bugs corrected for windows. Also, when
   **********************************************************************/    mle=-1 a template is output in file "or"mypar.txt with the design
      of the covariance matrix to be input.
 #include <math.h>  
 #include <stdio.h>    Revision 1.88  2003/06/23 17:54:56  brouard
 #include <stdlib.h>    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 #include <unistd.h>  
     Revision 1.87  2003/06/18 12:26:01  brouard
 #define MAXLINE 256    Version 0.96
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.86  2003/06/17 20:04:08  brouard
 #define windows    (Module): Change position of html and gnuplot routines and added
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    routine fileappend.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     Revision 1.85  2003/06/17 13:12:43  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    * imach.c (Repository): Check when date of death was earlier that
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    current date of interview. It may happen when the death was just
     prior to the death. In this case, dh was negative and likelihood
 #define NINTERVMAX 8    was wrong (infinity). We still send an "Error" but patch by
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    assuming that the date of death was just one stepm after the
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    interview.
 #define NCOVMAX 8 /* Maximum number of covariates */    (Repository): Because some people have very long ID (first column)
 #define MAXN 20000    we changed int to long in num[] and we added a new lvector for
 #define YEARM 12. /* Number of months per year */    memory allocation. But we also truncated to 8 characters (left
 #define AGESUP 130    truncation)
 #define AGEBASE 40    (Repository): No more line truncation errors.
   
     Revision 1.84  2003/06/13 21:44:43  brouard
 int nvar;    * imach.c (Repository): Replace "freqsummary" at a correct
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    place. It differs from routine "prevalence" which may be called
 int npar=NPARMAX;    many times. Probs is memory consuming and must be used with
 int nlstate=2; /* Number of live states */    parcimony.
 int ndeath=1; /* Number of dead states */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
 int popbased=0;    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    Revision 1.82  2003/06/05 15:57:20  brouard
 int jmin, jmax; /* min, max spacing between 2 waves */    Add log in  imach.c and  fullversion number is now printed.
 int mle, weightopt;  
 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 */  /*
 double jmean; /* Mean space between 2 waves */     Interpolated Markov Chain
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Short summary of the programme:
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    This program computes Healthy Life Expectancies from
 FILE *ficreseij;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   char filerese[FILENAMELENGTH];    first survey ("cross") where individuals from different ages are
  FILE  *ficresvij;    interviewed on their health status or degree of disability (in the
   char fileresv[FILENAMELENGTH];    case of a health survey which is our main interest) -2- at least a
  FILE  *ficresvpl;    second wave of interviews ("longitudinal") which measure each change
   char fileresvpl[FILENAMELENGTH];    (if any) in individual health status.  Health expectancies are
     computed from the time spent in each health state according to a
 #define NR_END 1    model. More health states you consider, more time is necessary to reach the
 #define FREE_ARG char*    Maximum Likelihood of the parameters involved in the model.  The
 #define FTOL 1.0e-10    simplest model is the multinomial logistic model where pij is the
     probability to be observed in state j at the second wave
 #define NRANSI    conditional to be observed in state i at the first wave. Therefore
 #define ITMAX 200    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
 #define TOL 2.0e-4    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
 #define CGOLD 0.3819660    you to do it.  More covariates you add, slower the
 #define ZEPS 1.0e-10    convergence.
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     The advantage of this computer programme, compared to a simple
 #define GOLD 1.618034    multinomial logistic model, is clear when the delay between waves is not
 #define GLIMIT 100.0    identical for each individual. Also, if a individual missed an
 #define TINY 1.0e-20    intermediate interview, the information is lost, but taken into
     account using an interpolation or extrapolation.  
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    hPijx is the probability to be observed in state i at age x+h
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    conditional to the observed state i at age x. The delay 'h' can be
      split into an exact number (nh*stepm) of unobserved intermediate
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    states. This elementary transition (by month, quarter,
 #define rint(a) floor(a+0.5)    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 static double sqrarg;    and the contribution of each individual to the likelihood is simply
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    hPijx.
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
     Also this programme outputs the covariance matrix of the parameters but also
 int imx;    of the life expectancies. It also computes the stable prevalence. 
 int stepm;    
 /* Stepm, step in month: minimum step interpolation*/    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
 int m,nb;    This software have been partly granted by Euro-REVES, a concerted action
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    from the European Union.
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    It is copyrighted identically to a GNU software product, ie programme and
 double **pmmij, ***probs, ***mobaverage;    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 double *weight;  
 int **s; /* Status */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 double *agedc, **covar, idx;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    
     **********************************************************************/
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  /*
 double ftolhess; /* Tolerance for computing hessian */    main
     read parameterfile
 /**************** split *************************/    read datafile
 static  int split( char *path, char *dirc, char *name )    concatwav
 {    freqsummary
    char *s;                             /* pointer */    if (mle >= 1)
    int  l1, l2;                         /* length counters */      mlikeli
     print results files
    l1 = strlen( path );                 /* length of path */    if mle==1 
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );       computes hessian
    s = strrchr( path, '\\' );           /* find last / */    read end of parameter file: agemin, agemax, bage, fage, estepm
    if ( s == NULL ) {                   /* no directory, so use current */        begin-prev-date,...
 #if     defined(__bsd__)                /* get current working directory */    open gnuplot file
       extern char       *getwd( );    open html file
     stable prevalence
       if ( getwd( dirc ) == NULL ) {     for age prevalim()
 #else    h Pij x
       extern char       *getcwd( );    variance of p varprob
     forecasting if prevfcast==1 prevforecast call prevalence()
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    health expectancies
 #endif    Variance-covariance of DFLE
          return( GLOCK_ERROR_GETCWD );    prevalence()
       }     movingaverage()
       strcpy( name, path );             /* we've got it */    varevsij() 
    } else {                             /* strip direcotry from path */    if popbased==1 varevsij(,popbased)
       s++;                              /* after this, the filename */    total life expectancies
       l2 = strlen( s );                 /* length of filename */    Variance of stable prevalence
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );   end
       strcpy( name, s );                /* save file name */  */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  
       dirc[l1-l2] = 0;                  /* add zero */  
    }  
    l1 = strlen( dirc );                 /* length of directory */   
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #include <math.h>
    return( 0 );                         /* we're done */  #include <stdio.h>
 }  #include <stdlib.h>
   #include <unistd.h>
   
 /******************************************/  #include <sys/time.h>
   #include <time.h>
 void replace(char *s, char*t)  #include "timeval.h"
 {  
   int i;  /* #include <libintl.h> */
   int lg=20;  /* #define _(String) gettext (String) */
   i=0;  
   lg=strlen(t);  #define MAXLINE 256
   for(i=0; i<= lg; i++) {  #define GNUPLOTPROGRAM "gnuplot"
     (s[i] = t[i]);  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
     if (t[i]== '\\') s[i]='/';  #define FILENAMELENGTH 132
   }  /*#define DEBUG*/
 }  /*#define windows*/
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 int nbocc(char *s, char occ)  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 {  
   int i,j=0;  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   int lg=20;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   i=0;  
   lg=strlen(s);  #define NINTERVMAX 8
   for(i=0; i<= lg; i++) {  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   if  (s[i] == occ ) j++;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   }  #define NCOVMAX 8 /* Maximum number of covariates */
   return j;  #define MAXN 20000
 }  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 void cutv(char *u,char *v, char*t, char occ)  #define AGEBASE 40
 {  #ifdef unix
   int i,lg,j,p=0;  #define DIRSEPARATOR '/'
   i=0;  #define ODIRSEPARATOR '\\'
   for(j=0; j<=strlen(t)-1; j++) {  #else
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #define DIRSEPARATOR '\\'
   }  #define ODIRSEPARATOR '/'
   #endif
   lg=strlen(t);  
   for(j=0; j<p; j++) {  /* $Id$ */
     (u[j] = t[j]);  /* $State$ */
   }  
      u[p]='\0';  char version[]="Imach version 0.96d, February 2004, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
    for(j=0; j<= lg; j++) {  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
     if (j>=(p+1))(v[j-p-1] = t[j]);  int nvar;
   }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 }  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 /********************** nrerror ********************/  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 void nrerror(char error_text[])  int popbased=0;
 {  
   fprintf(stderr,"ERREUR ...\n");  int *wav; /* Number of waves for this individuual 0 is possible */
   fprintf(stderr,"%s\n",error_text);  int maxwav; /* Maxim number of waves */
   exit(1);  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int gipmx, gsw; /* Global variables on the number of contributions 
 /*********************** vector *******************/                     to the likelihood and the sum of weights (done by funcone)*/
 double *vector(int nl, int nh)  int mle, weightopt;
 {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   double *v;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   if (!v) nrerror("allocation failure in vector");             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   return v-nl+NR_END;  double jmean; /* Mean space between 2 waves */
 }  double **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 /************************ free vector ******************/  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 void free_vector(double*v, int nl, int nh)  FILE *ficlog, *ficrespow;
 {  int globpr; /* Global variable for printing or not */
   free((FREE_ARG)(v+nl-NR_END));  double fretone; /* Only one call to likelihood */
 }  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
 /************************ivector *******************************/  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 int *ivector(long nl,long nh)  FILE *ficresilk;
 {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   int *v;  FILE *ficresprobmorprev;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  FILE *fichtm, *fichtmcov; /* Html File */
   if (!v) nrerror("allocation failure in ivector");  FILE *ficreseij;
   return v-nl+NR_END;  char filerese[FILENAMELENGTH];
 }  FILE  *ficresvij;
   char fileresv[FILENAMELENGTH];
 /******************free ivector **************************/  FILE  *ficresvpl;
 void free_ivector(int *v, long nl, long nh)  char fileresvpl[FILENAMELENGTH];
 {  char title[MAXLINE];
   free((FREE_ARG)(v+nl-NR_END));  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 }  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
 /******************* imatrix *******************************/  char command[FILENAMELENGTH];
 int **imatrix(long nrl, long nrh, long ncl, long nch)  int  outcmd=0;
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  char filelog[FILENAMELENGTH]; /* Log file */
    char filerest[FILENAMELENGTH];
   /* allocate pointers to rows */  char fileregp[FILENAMELENGTH];
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  char popfile[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   m -= nrl;  
    struct timeval start_time, end_time, curr_time, last_time, forecast_time;
    struct timezone tzp;
   /* allocate rows and set pointers to them */  extern int gettimeofday();
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  long time_value;
   m[nrl] += NR_END;  extern long time();
   m[nrl] -= ncl;  char strcurr[80], strfor[80];
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define NR_END 1
    #define FREE_ARG char*
   /* return pointer to array of pointers to rows */  #define FTOL 1.0e-10
   return m;  
 }  #define NRANSI 
   #define ITMAX 200 
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define TOL 2.0e-4 
       int **m;  
       long nch,ncl,nrh,nrl;  #define CGOLD 0.3819660 
      /* free an int matrix allocated by imatrix() */  #define ZEPS 1.0e-10 
 {  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  #define GOLD 1.618034 
 }  #define GLIMIT 100.0 
   #define TINY 1.0e-20 
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  static double maxarg1,maxarg2;
 {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   double **m;    
   #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define rint(a) floor(a+0.5)
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  static double sqrarg;
   m -= nrl;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int imx; 
   m[nrl] += NR_END;  int stepm;
   m[nrl] -= ncl;  /* Stepm, step in month: minimum step interpolation*/
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int estepm;
   return m;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 }  
   int m,nb;
 /*************************free matrix ************************/  long *num;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 {  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double **pmmij, ***probs;
   free((FREE_ARG)(m+nrl-NR_END));  double dateintmean=0;
 }  
   double *weight;
 /******************* ma3x *******************************/  int **s; /* Status */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /**************** split *************************/
   m += NR_END;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m -= nrl;  {
     char  *ss;                            /* pointer */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    int   l1, l2;                         /* length counters */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;    l1 = strlen(path );                   /* length of path */
   m[nrl] -= ncl;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");      /* get current working directory */
   m[nrl][ncl] += NR_END;      /*    extern  char* getcwd ( char *buf , int len);*/
   m[nrl][ncl] -= nll;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   for (j=ncl+1; j<=nch; j++)        return( GLOCK_ERROR_GETCWD );
     m[nrl][j]=m[nrl][j-1]+nlay;      }
        strcpy( name, path );               /* we've got it */
   for (i=nrl+1; i<=nrh; i++) {    } else {                              /* strip direcotry from path */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;      ss++;                               /* after this, the filename */
     for (j=ncl+1; j<=nch; j++)      l2 = strlen( ss );                  /* length of filename */
       m[i][j]=m[i][j-1]+nlay;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   }      strcpy( name, ss );         /* save file name */
   return m;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /*************************free ma3x ************************/    l1 = strlen( dirc );                  /* length of directory */
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    /*#ifdef windows
 {    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  #else
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m+nrl-NR_END));  #endif
 }    */
     ss = strrchr( name, '.' );            /* find last / */
 /***************** f1dim *************************/    ss++;
 extern int ncom;    strcpy(ext,ss);                       /* save extension */
 extern double *pcom,*xicom;    l1= strlen( name);
 extern double (*nrfunc)(double []);    l2= strlen(ss)+1;
      strncpy( finame, name, l1-l2);
 double f1dim(double x)    finame[l1-l2]= 0;
 {    return( 0 );                          /* we're done */
   int j;  }
   double f;  
   double *xt;  
    /******************************************/
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  void replace_back_to_slash(char *s, char*t)
   f=(*nrfunc)(xt);  {
   free_vector(xt,1,ncom);    int i;
   return f;    int lg=0;
 }    i=0;
     lg=strlen(t);
 /*****************brent *************************/    for(i=0; i<= lg; i++) {
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)      (s[i] = t[i]);
 {      if (t[i]== '\\') s[i]='/';
   int iter;    }
   double a,b,d,etemp;  }
   double fu,fv,fw,fx;  
   double ftemp;  int nbocc(char *s, char occ)
   double p,q,r,tol1,tol2,u,v,w,x,xm;  {
   double e=0.0;    int i,j=0;
      int lg=20;
   a=(ax < cx ? ax : cx);    i=0;
   b=(ax > cx ? ax : cx);    lg=strlen(s);
   x=w=v=bx;    for(i=0; i<= lg; i++) {
   fw=fv=fx=(*f)(x);    if  (s[i] == occ ) j++;
   for (iter=1;iter<=ITMAX;iter++) {    }
     xm=0.5*(a+b);    return j;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  }
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);  void cutv(char *u,char *v, char*t, char occ)
 #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);    /* cuts string t into u and v where u is ended by char occ excluding it
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 #endif       gives u="abcedf" and v="ghi2j" */
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    int i,lg,j,p=0;
       *xmin=x;    i=0;
       return fx;    for(j=0; j<=strlen(t)-1; j++) {
     }      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     ftemp=fu;    }
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);    lg=strlen(t);
       q=(x-v)*(fx-fw);    for(j=0; j<p; j++) {
       p=(x-v)*q-(x-w)*r;      (u[j] = t[j]);
       q=2.0*(q-r);    }
       if (q > 0.0) p = -p;       u[p]='\0';
       q=fabs(q);  
       etemp=e;     for(j=0; j<= lg; j++) {
       e=d;      if (j>=(p+1))(v[j-p-1] = t[j]);
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    }
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
       else {  
         d=p/q;  /********************** nrerror ********************/
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)  void nrerror(char error_text[])
           d=SIGN(tol1,xm-x);  {
       }    fprintf(stderr,"ERREUR ...\n");
     } else {    fprintf(stderr,"%s\n",error_text);
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    exit(EXIT_FAILURE);
     }  }
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /*********************** vector *******************/
     fu=(*f)(u);  double *vector(int nl, int nh)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    double *v;
       SHFT(v,w,x,u)    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
         SHFT(fv,fw,fx,fu)    if (!v) nrerror("allocation failure in vector");
         } else {    return v-nl+NR_END;
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  
             v=w;  /************************ free vector ******************/
             w=u;  void free_vector(double*v, int nl, int nh)
             fv=fw;  {
             fw=fu;    free((FREE_ARG)(v+nl-NR_END));
           } else if (fu <= fv || v == x || v == w) {  }
             v=u;  
             fv=fu;  /************************ivector *******************************/
           }  int *ivector(long nl,long nh)
         }  {
   }    int *v;
   nrerror("Too many iterations in brent");    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   *xmin=x;    if (!v) nrerror("allocation failure in ivector");
   return fx;    return v-nl+NR_END;
 }  }
   
 /****************** mnbrak ***********************/  /******************free ivector **************************/
   void free_ivector(int *v, long nl, long nh)
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  {
             double (*func)(double))    free((FREE_ARG)(v+nl-NR_END));
 {  }
   double ulim,u,r,q, dum;  
   double fu;  /************************lvector *******************************/
    long *lvector(long nl,long nh)
   *fa=(*func)(*ax);  {
   *fb=(*func)(*bx);    long *v;
   if (*fb > *fa) {    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     SHFT(dum,*ax,*bx,dum)    if (!v) nrerror("allocation failure in ivector");
       SHFT(dum,*fb,*fa,dum)    return v-nl+NR_END;
       }  }
   *cx=(*bx)+GOLD*(*bx-*ax);  
   *fc=(*func)(*cx);  /******************free lvector **************************/
   while (*fb > *fc) {  void free_lvector(long *v, long nl, long nh)
     r=(*bx-*ax)*(*fb-*fc);  {
     q=(*bx-*cx)*(*fb-*fa);    free((FREE_ARG)(v+nl-NR_END));
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  }
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  /******************* imatrix *******************************/
     if ((*bx-u)*(u-*cx) > 0.0) {  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       fu=(*func)(u);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     } else if ((*cx-u)*(u-ulim) > 0.0) {  { 
       fu=(*func)(u);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       if (fu < *fc) {    int **m; 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    
           SHFT(*fb,*fc,fu,(*func)(u))    /* allocate pointers to rows */ 
           }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    if (!m) nrerror("allocation failure 1 in matrix()"); 
       u=ulim;    m += NR_END; 
       fu=(*func)(u);    m -= nrl; 
     } else {    
       u=(*cx)+GOLD*(*cx-*bx);    
       fu=(*func)(u);    /* allocate rows and set pointers to them */ 
     }    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     SHFT(*ax,*bx,*cx,u)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       SHFT(*fa,*fb,*fc,fu)    m[nrl] += NR_END; 
       }    m[nrl] -= ncl; 
 }    
     for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
 /*************** linmin ************************/    
     /* return pointer to array of pointers to rows */ 
 int ncom;    return m; 
 double *pcom,*xicom;  } 
 double (*nrfunc)(double []);  
    /****************** free_imatrix *************************/
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  void free_imatrix(m,nrl,nrh,ncl,nch)
 {        int **m;
   double brent(double ax, double bx, double cx,        long nch,ncl,nrh,nrl; 
                double (*f)(double), double tol, double *xmin);       /* free an int matrix allocated by imatrix() */ 
   double f1dim(double x);  { 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
               double *fc, double (*func)(double));    free((FREE_ARG) (m+nrl-NR_END)); 
   int j;  } 
   double xx,xmin,bx,ax;  
   double fx,fb,fa;  /******************* matrix *******************************/
    double **matrix(long nrl, long nrh, long ncl, long nch)
   ncom=n;  {
   pcom=vector(1,n);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   xicom=vector(1,n);    double **m;
   nrfunc=func;  
   for (j=1;j<=n;j++) {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     pcom[j]=p[j];    if (!m) nrerror("allocation failure 1 in matrix()");
     xicom[j]=xi[j];    m += NR_END;
   }    m -= nrl;
   ax=0.0;  
   xx=1.0;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m[nrl] += NR_END;
 #ifdef DEBUG    m[nrl] -= ncl;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  
 #endif    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   for (j=1;j<=n;j++) {    return m;
     xi[j] *= xmin;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     p[j] += xi[j];     */
   }  }
   free_vector(xicom,1,n);  
   free_vector(pcom,1,n);  /*************************free matrix ************************/
 }  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   {
 /*************** powell ************************/    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    free((FREE_ARG)(m+nrl-NR_END));
             double (*func)(double []))  }
 {  
   void linmin(double p[], double xi[], int n, double *fret,  /******************* ma3x *******************************/
               double (*func)(double []));  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   int i,ibig,j;  {
   double del,t,*pt,*ptt,*xit;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   double fp,fptt;    double ***m;
   double *xits;  
   pt=vector(1,n);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   ptt=vector(1,n);    if (!m) nrerror("allocation failure 1 in matrix()");
   xit=vector(1,n);    m += NR_END;
   xits=vector(1,n);    m -= nrl;
   *fret=(*func)(p);  
   for (j=1;j<=n;j++) pt[j]=p[j];    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   for (*iter=1;;++(*iter)) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     fp=(*fret);    m[nrl] += NR_END;
     ibig=0;    m[nrl] -= ncl;
     del=0.0;  
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     printf("\n");    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     for (i=1;i<=n;i++) {    m[nrl][ncl] += NR_END;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    m[nrl][ncl] -= nll;
       fptt=(*fret);    for (j=ncl+1; j<=nch; j++) 
 #ifdef DEBUG      m[nrl][j]=m[nrl][j-1]+nlay;
       printf("fret=%lf \n",*fret);    
 #endif    for (i=nrl+1; i<=nrh; i++) {
       printf("%d",i);fflush(stdout);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       linmin(p,xit,n,fret,func);      for (j=ncl+1; j<=nch; j++) 
       if (fabs(fptt-(*fret)) > del) {        m[i][j]=m[i][j-1]+nlay;
         del=fabs(fptt-(*fret));    }
         ibig=i;    return m; 
       }    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
 #ifdef DEBUG             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       printf("%d %.12e",i,(*fret));    */
       for (j=1;j<=n;j++) {  }
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  /*************************free ma3x ************************/
       }  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       for(j=1;j<=n;j++)  {
         printf(" p=%.12e",p[j]);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       printf("\n");    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 #endif    free((FREE_ARG)(m+nrl-NR_END));
     }  }
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG  /*************** function subdirf ***********/
       int k[2],l;  char *subdirf(char fileres[])
       k[0]=1;  {
       k[1]=-1;    /* Caution optionfilefiname is hidden */
       printf("Max: %.12e",(*func)(p));    strcpy(tmpout,optionfilefiname);
       for (j=1;j<=n;j++)    strcat(tmpout,"/"); /* Add to the right */
         printf(" %.12e",p[j]);    strcat(tmpout,fileres);
       printf("\n");    return tmpout;
       for(l=0;l<=1;l++) {  }
         for (j=1;j<=n;j++) {  
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  /*************** function subdirf2 ***********/
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  char *subdirf2(char fileres[], char *preop)
         }  {
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    
       }    /* Caution optionfilefiname is hidden */
 #endif    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
     strcat(tmpout,preop);
       free_vector(xit,1,n);    strcat(tmpout,fileres);
       free_vector(xits,1,n);    return tmpout;
       free_vector(ptt,1,n);  }
       free_vector(pt,1,n);  
       return;  /*************** function subdirf3 ***********/
     }  char *subdirf3(char fileres[], char *preop, char *preop2)
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  {
     for (j=1;j<=n;j++) {    
       ptt[j]=2.0*p[j]-pt[j];    /* Caution optionfilefiname is hidden */
       xit[j]=p[j]-pt[j];    strcpy(tmpout,optionfilefiname);
       pt[j]=p[j];    strcat(tmpout,"/");
     }    strcat(tmpout,preop);
     fptt=(*func)(ptt);    strcat(tmpout,preop2);
     if (fptt < fp) {    strcat(tmpout,fileres);
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    return tmpout;
       if (t < 0.0) {  }
         linmin(p,xit,n,fret,func);  
         for (j=1;j<=n;j++) {  /***************** f1dim *************************/
           xi[j][ibig]=xi[j][n];  extern int ncom; 
           xi[j][n]=xit[j];  extern double *pcom,*xicom;
         }  extern double (*nrfunc)(double []); 
 #ifdef DEBUG   
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  double f1dim(double x) 
         for(j=1;j<=n;j++)  { 
           printf(" %.12e",xit[j]);    int j; 
         printf("\n");    double f;
 #endif    double *xt; 
       }   
     }    xt=vector(1,ncom); 
   }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 }    f=(*nrfunc)(xt); 
     free_vector(xt,1,ncom); 
 /**** Prevalence limit ****************/    return f; 
   } 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  
 {  /*****************brent *************************/
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
      matrix by transitions matrix until convergence is reached */  { 
     int iter; 
   int i, ii,j,k;    double a,b,d,etemp;
   double min, max, maxmin, maxmax,sumnew=0.;    double fu,fv,fw,fx;
   double **matprod2();    double ftemp;
   double **out, cov[NCOVMAX], **pmij();    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double **newm;    double e=0.0; 
   double agefin, delaymax=50 ; /* Max number of years to converge */   
     a=(ax < cx ? ax : cx); 
   for (ii=1;ii<=nlstate+ndeath;ii++)    b=(ax > cx ? ax : cx); 
     for (j=1;j<=nlstate+ndeath;j++){    x=w=v=bx; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    fw=fv=fx=(*f)(x); 
     }    for (iter=1;iter<=ITMAX;iter++) { 
       xm=0.5*(a+b); 
    cov[1]=1.;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
        /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */      printf(".");fflush(stdout);
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      fprintf(ficlog,".");fflush(ficlog);
     newm=savm;  #ifdef DEBUG
     /* Covariates have to be included here again */      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);
      cov[2]=agefin;      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
        /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       for (k=1; k<=cptcovn;k++) {  #endif
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        *xmin=x; 
       }        return fx; 
       for (k=1; k<=cptcovage;k++)      } 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      ftemp=fu;
       for (k=1; k<=cptcovprod;k++)      if (fabs(e) > tol1) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        r=(x-w)*(fx-fv); 
         q=(x-v)*(fx-fw); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        p=(x-v)*q-(x-w)*r; 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        q=2.0*(q-r); 
         if (q > 0.0) p = -p; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        q=fabs(q); 
         etemp=e; 
     savm=oldm;        e=d; 
     oldm=newm;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     maxmax=0.;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(j=1;j<=nlstate;j++){        else { 
       min=1.;          d=p/q; 
       max=0.;          u=x+d; 
       for(i=1; i<=nlstate; i++) {          if (u-a < tol2 || b-u < tol2) 
         sumnew=0;            d=SIGN(tol1,xm-x); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        } 
         prlim[i][j]= newm[i][j]/(1-sumnew);      } else { 
         max=FMAX(max,prlim[i][j]);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         min=FMIN(min,prlim[i][j]);      } 
       }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       maxmin=max-min;      fu=(*f)(u); 
       maxmax=FMAX(maxmax,maxmin);      if (fu <= fx) { 
     }        if (u >= x) a=x; else b=x; 
     if(maxmax < ftolpl){        SHFT(v,w,x,u) 
       return prlim;          SHFT(fv,fw,fx,fu) 
     }          } else { 
   }            if (u < x) a=u; else b=u; 
 }            if (fu <= fw || w == x) { 
               v=w; 
 /*************** transition probabilities ***************/              w=u; 
               fv=fw; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )              fw=fu; 
 {            } else if (fu <= fv || v == x || v == w) { 
   double s1, s2;              v=u; 
   /*double t34;*/              fv=fu; 
   int i,j,j1, nc, ii, jj;            } 
           } 
     for(i=1; i<= nlstate; i++){    } 
     for(j=1; j<i;j++){    nrerror("Too many iterations in brent"); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    *xmin=x; 
         /*s2 += param[i][j][nc]*cov[nc];*/    return fx; 
         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);*/  
       }  /****************** mnbrak ***********************/
       ps[i][j]=s2;  
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     }              double (*func)(double)) 
     for(j=i+1; j<=nlstate+ndeath;j++){  { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    double ulim,u,r,q, dum;
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    double fu; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/   
       }    *fa=(*func)(*ax); 
       ps[i][j]=(s2);    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
   }      SHFT(dum,*ax,*bx,dum) 
     /*ps[3][2]=1;*/        SHFT(dum,*fb,*fa,dum) 
         } 
   for(i=1; i<= nlstate; i++){    *cx=(*bx)+GOLD*(*bx-*ax); 
      s1=0;    *fc=(*func)(*cx); 
     for(j=1; j<i; j++)    while (*fb > *fc) { 
       s1+=exp(ps[i][j]);      r=(*bx-*ax)*(*fb-*fc); 
     for(j=i+1; j<=nlstate+ndeath; j++)      q=(*bx-*cx)*(*fb-*fa); 
       s1+=exp(ps[i][j]);      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     ps[i][i]=1./(s1+1.);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     for(j=1; j<i; j++)      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      if ((*bx-u)*(u-*cx) > 0.0) { 
     for(j=i+1; j<=nlstate+ndeath; j++)        fu=(*func)(u); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        fu=(*func)(u); 
   } /* end i */        if (fu < *fc) { 
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){            SHFT(*fb,*fc,fu,(*func)(u)) 
     for(jj=1; jj<= nlstate+ndeath; jj++){            } 
       ps[ii][jj]=0;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       ps[ii][ii]=1;        u=ulim; 
     }        fu=(*func)(u); 
   }      } else { 
         u=(*cx)+GOLD*(*cx-*bx); 
         fu=(*func)(u); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      } 
     for(jj=1; jj<= nlstate+ndeath; jj++){      SHFT(*ax,*bx,*cx,u) 
      printf("%lf ",ps[ii][jj]);        SHFT(*fa,*fb,*fc,fu) 
    }        } 
     printf("\n ");  } 
     }  
     printf("\n ");printf("%lf ",cov[2]);*/  /*************** linmin ************************/
 /*  
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  int ncom; 
   goto end;*/  double *pcom,*xicom;
     return ps;  double (*nrfunc)(double []); 
 }   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 /**************** Product of 2 matrices ******************/  { 
     double brent(double ax, double bx, double cx, 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)                 double (*f)(double), double tol, double *xmin); 
 {    double f1dim(double x); 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */                double *fc, double (*func)(double)); 
   /* in, b, out are matrice of pointers which should have been initialized    int j; 
      before: only the contents of out is modified. The function returns    double xx,xmin,bx,ax; 
      a pointer to pointers identical to out */    double fx,fb,fa;
   long i, j, k;   
   for(i=nrl; i<= nrh; i++)    ncom=n; 
     for(k=ncolol; k<=ncoloh; k++)    pcom=vector(1,n); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    xicom=vector(1,n); 
         out[i][k] +=in[i][j]*b[j][k];    nrfunc=func; 
     for (j=1;j<=n;j++) { 
   return out;      pcom[j]=p[j]; 
 }      xicom[j]=xi[j]; 
     } 
     ax=0.0; 
 /************* Higher Matrix Product ***************/    xx=1.0; 
     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 {  #ifdef DEBUG
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      duration (i.e. until    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  #endif
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    for (j=1;j<=n;j++) { 
      (typically every 2 years instead of every month which is too big).      xi[j] *= xmin; 
      Model is determined by parameters x and covariates have to be      p[j] += xi[j]; 
      included manually here.    } 
     free_vector(xicom,1,n); 
      */    free_vector(pcom,1,n); 
   } 
   int i, j, d, h, k;  
   double **out, cov[NCOVMAX];  char *asc_diff_time(long time_sec, char ascdiff[])
   double **newm;  {
     long sec_left, days, hours, minutes;
   /* Hstepm could be zero and should return the unit matrix */    days = (time_sec) / (60*60*24);
   for (i=1;i<=nlstate+ndeath;i++)    sec_left = (time_sec) % (60*60*24);
     for (j=1;j<=nlstate+ndeath;j++){    hours = (sec_left) / (60*60) ;
       oldm[i][j]=(i==j ? 1.0 : 0.0);    sec_left = (sec_left) %(60*60);
       po[i][j][0]=(i==j ? 1.0 : 0.0);    minutes = (sec_left) /60;
     }    sec_left = (sec_left) % (60);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   for(h=1; h <=nhstepm; h++){    return ascdiff;
     for(d=1; d <=hstepm; d++){  }
       newm=savm;  
       /* Covariates have to be included here again */  /*************** powell ************************/
       cov[1]=1.;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;              double (*func)(double [])) 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  { 
       for (k=1; k<=cptcovage;k++)    void linmin(double p[], double xi[], int n, double *fret, 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];                double (*func)(double [])); 
       for (k=1; k<=cptcovprod;k++)    int i,ibig,j; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
     double *xits;
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    int niterf, itmp;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    pt=vector(1,n); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    ptt=vector(1,n); 
       savm=oldm;    xit=vector(1,n); 
       oldm=newm;    xits=vector(1,n); 
     }    *fret=(*func)(p); 
     for(i=1; i<=nlstate+ndeath; i++)    for (j=1;j<=n;j++) pt[j]=p[j]; 
       for(j=1;j<=nlstate+ndeath;j++) {    for (*iter=1;;++(*iter)) { 
         po[i][j][h]=newm[i][j];      fp=(*fret); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      ibig=0; 
          */      del=0.0; 
       }      last_time=curr_time;
   } /* end h */      (void) gettimeofday(&curr_time,&tzp);
   return po;      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);
       for (i=1;i<=n;i++) {
 /*************** log-likelihood *************/        printf(" %d %.12f",i, p[i]);
 double func( double *x)        fprintf(ficlog," %d %.12lf",i, p[i]);
 {        fprintf(ficrespow," %.12lf", p[i]);
   int i, ii, j, k, mi, d, kk;      }
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      printf("\n");
   double **out;      fprintf(ficlog,"\n");
   double sw; /* Sum of weights */      fprintf(ficrespow,"\n");fflush(ficrespow);
   double lli; /* Individual log likelihood */      if(*iter <=3){
   long ipmx;        tm = *localtime(&curr_time.tv_sec);
   /*extern weight */        strcpy(strcurr,asctime(&tmf));
   /* We are differentiating ll according to initial status */  /*       asctime_r(&tm,strcurr); */
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        forecast_time=curr_time;
   /*for(i=1;i<imx;i++)        itmp = strlen(strcurr);
     printf(" %d\n",s[4][i]);        if(strcurr[itmp-1]=='\n')
   */          strcurr[itmp-1]='\0';
   cov[1]=1.;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   for(k=1; k<=nlstate; k++) ll[k]=0.;        for(niterf=10;niterf<=30;niterf+=10){
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          tmf = *localtime(&forecast_time.tv_sec);
     for(mi=1; mi<= wav[i]-1; mi++){  /*      asctime_r(&tmf,strfor); */
       for (ii=1;ii<=nlstate+ndeath;ii++)          strcpy(strfor,asctime(&tmf));
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          itmp = strlen(strfor);
       for(d=0; d<dh[mi][i]; d++){          if(strfor[itmp-1]=='\n')
         newm=savm;          strfor[itmp-1]='\0';
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         for (kk=1; kk<=cptcovage;kk++) {          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        }
         }      }
              for (i=1;i<=n;i++) { 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        fptt=(*fret); 
         savm=oldm;  #ifdef DEBUG
         oldm=newm;        printf("fret=%lf \n",*fret);
                fprintf(ficlog,"fret=%lf \n",*fret);
          #endif
       } /* end mult */        printf("%d",i);fflush(stdout);
              fprintf(ficlog,"%d",i);fflush(ficlog);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        linmin(p,xit,n,fret,func); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        if (fabs(fptt-(*fret)) > del) { 
       ipmx +=1;          del=fabs(fptt-(*fret)); 
       sw += weight[i];          ibig=i; 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        } 
     } /* end of wave */  #ifdef DEBUG
   } /* end of individual */        printf("%d %.12e",i,(*fret));
         fprintf(ficlog,"%d %.12e",i,(*fret));
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        for (j=1;j<=n;j++) {
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          printf(" x(%d)=%.12e",j,xit[j]);
   return -l;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 }        }
         for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
 /*********** Maximum Likelihood Estimation ***************/          fprintf(ficlog," p=%.12e",p[j]);
         }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        printf("\n");
 {        fprintf(ficlog,"\n");
   int i,j, iter;  #endif
   double **xi,*delti;      } 
   double fret;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   xi=matrix(1,npar,1,npar);  #ifdef DEBUG
   for (i=1;i<=npar;i++)        int k[2],l;
     for (j=1;j<=npar;j++)        k[0]=1;
       xi[i][j]=(i==j ? 1.0 : 0.0);        k[1]=-1;
   printf("Powell\n");        printf("Max: %.12e",(*func)(p));
   powell(p,xi,npar,ftol,&iter,&fret,func);        fprintf(ficlog,"Max: %.12e",(*func)(p));
         for (j=1;j<=n;j++) {
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          printf(" %.12e",p[j]);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));          fprintf(ficlog," %.12e",p[j]);
         }
 }        printf("\n");
         fprintf(ficlog,"\n");
 /**** Computes Hessian and covariance matrix ***/        for(l=0;l<=1;l++) {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          for (j=1;j<=n;j++) {
 {            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   double  **a,**y,*x,pd;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   double **hess;            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   int i, j,jk;          }
   int *indx;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   double hessii(double p[], double delta, int theta, double delti[]);        }
   double hessij(double p[], double delti[], int i, int j);  #endif
   void lubksb(double **a, int npar, int *indx, double b[]) ;  
   void ludcmp(double **a, int npar, int *indx, double *d) ;  
         free_vector(xit,1,n); 
   hess=matrix(1,npar,1,npar);        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   printf("\nCalculation of the hessian matrix. Wait...\n");        free_vector(pt,1,n); 
   for (i=1;i<=npar;i++){        return; 
     printf("%d",i);fflush(stdout);      } 
     hess[i][i]=hessii(p,ftolhess,i,delti);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     /*printf(" %f ",p[i]);*/      for (j=1;j<=n;j++) { 
     /*printf(" %lf ",hess[i][i]);*/        ptt[j]=2.0*p[j]-pt[j]; 
   }        xit[j]=p[j]-pt[j]; 
          pt[j]=p[j]; 
   for (i=1;i<=npar;i++) {      } 
     for (j=1;j<=npar;j++)  {      fptt=(*func)(ptt); 
       if (j>i) {      if (fptt < fp) { 
         printf(".%d%d",i,j);fflush(stdout);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         hess[i][j]=hessij(p,delti,i,j);        if (t < 0.0) { 
         hess[j][i]=hess[i][j];              linmin(p,xit,n,fret,func); 
         /*printf(" %lf ",hess[i][j]);*/          for (j=1;j<=n;j++) { 
       }            xi[j][ibig]=xi[j][n]; 
     }            xi[j][n]=xit[j]; 
   }          }
   printf("\n");  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
            for(j=1;j<=n;j++){
   a=matrix(1,npar,1,npar);            printf(" %.12e",xit[j]);
   y=matrix(1,npar,1,npar);            fprintf(ficlog," %.12e",xit[j]);
   x=vector(1,npar);          }
   indx=ivector(1,npar);          printf("\n");
   for (i=1;i<=npar;i++)          fprintf(ficlog,"\n");
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  #endif
   ludcmp(a,npar,indx,&pd);        }
       } 
   for (j=1;j<=npar;j++) {    } 
     for (i=1;i<=npar;i++) x[i]=0;  } 
     x[j]=1;  
     lubksb(a,npar,indx,x);  /**** Prevalence limit (stable prevalence)  ****************/
     for (i=1;i<=npar;i++){  
       matcov[i][j]=x[i];  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     }  {
   }    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {    int i, ii,j,k;
     for (j=1;j<=npar;j++) {    double min, max, maxmin, maxmax,sumnew=0.;
       printf("%.3e ",hess[i][j]);    double **matprod2();
     }    double **out, cov[NCOVMAX], **pmij();
     printf("\n");    double **newm;
   }    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   /* Recompute Inverse */    for (ii=1;ii<=nlstate+ndeath;ii++)
   for (i=1;i<=npar;i++)      for (j=1;j<=nlstate+ndeath;j++){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   ludcmp(a,npar,indx,&pd);      }
   
   /*  printf("\n#Hessian matrix recomputed#\n");     cov[1]=1.;
    
   for (j=1;j<=npar;j++) {   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (i=1;i<=npar;i++) x[i]=0;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     x[j]=1;      newm=savm;
     lubksb(a,npar,indx,x);      /* Covariates have to be included here again */
     for (i=1;i<=npar;i++){       cov[2]=agefin;
       y[i][j]=x[i];    
       printf("%.3e ",y[i][j]);        for (k=1; k<=cptcovn;k++) {
     }          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     printf("\n");          /*      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]]);*/
   }        }
   */        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   free_matrix(a,1,npar,1,npar);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   free_matrix(y,1,npar,1,npar);  
   free_vector(x,1,npar);        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   free_ivector(indx,1,npar);        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   free_matrix(hess,1,npar,1,npar);        /*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);
   
 }      savm=oldm;
       oldm=newm;
 /*************** hessian matrix ****************/      maxmax=0.;
 double hessii( double x[], double delta, int theta, double delti[])      for(j=1;j<=nlstate;j++){
 {        min=1.;
   int i;        max=0.;
   int l=1, lmax=20;        for(i=1; i<=nlstate; i++) {
   double k1,k2;          sumnew=0;
   double p2[NPARMAX+1];          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   double res;          prlim[i][j]= newm[i][j]/(1-sumnew);
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          max=FMAX(max,prlim[i][j]);
   double fx;          min=FMIN(min,prlim[i][j]);
   int k=0,kmax=10;        }
   double l1;        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
   fx=func(x);      }
   for (i=1;i<=npar;i++) p2[i]=x[i];      if(maxmax < ftolpl){
   for(l=0 ; l <=lmax; l++){        return prlim;
     l1=pow(10,l);      }
     delts=delt;    }
     for(k=1 ; k <kmax; k=k+1){  }
       delt = delta*(l1*k);  
       p2[theta]=x[theta] +delt;  /*************** transition probabilities ***************/ 
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       k2=func(p2)-fx;  {
       /*res= (k1-2.0*fx+k2)/delt/delt; */    double s1, s2;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    /*double t34;*/
          int i,j,j1, nc, ii, jj;
 #ifdef DEBUG  
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);      for(i=1; i<= nlstate; i++){
 #endif      for(j=1; j<i;j++){
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          /*s2 += param[i][j][nc]*cov[nc];*/
         k=kmax;          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);*/
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        }
         k=kmax; l=lmax*10.;        ps[i][j]=s2;
       }        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      }
         delts=delt;      for(j=i+1; j<=nlstate+ndeath;j++){
       }        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     }          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   }          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   delti[theta]=delts;        }
   return res;        ps[i][j]=s2;
        }
 }    }
       /*ps[3][2]=1;*/
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {    for(i=1; i<= nlstate; i++){
   int i;       s1=0;
   int l=1, l1, lmax=20;      for(j=1; j<i; j++)
   double k1,k2,k3,k4,res,fx;        s1+=exp(ps[i][j]);
   double p2[NPARMAX+1];      for(j=i+1; j<=nlstate+ndeath; j++)
   int k;        s1+=exp(ps[i][j]);
       ps[i][i]=1./(s1+1.);
   fx=func(x);      for(j=1; j<i; j++)
   for (k=1; k<=2; k++) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(j=i+1; j<=nlstate+ndeath; j++)
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[i][j]= exp(ps[i][j])*ps[i][i];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     k1=func(p2)-fx;    } /* end i */
    
     p2[thetai]=x[thetai]+delti[thetai]/k;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for(jj=1; jj<= nlstate+ndeath; jj++){
     k2=func(p2)-fx;        ps[ii][jj]=0;
          ps[ii][ii]=1;
     p2[thetai]=x[thetai]-delti[thetai]/k;      }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    }
     k3=func(p2)-fx;  
    
     p2[thetai]=x[thetai]-delti[thetai]/k;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for(jj=1; jj<= nlstate+ndeath; jj++){
     k4=func(p2)-fx;       printf("%lf ",ps[ii][jj]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */     }
 #ifdef DEBUG      printf("\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);      }
 #endif      printf("\n ");printf("%lf ",cov[2]);*/
   }  /*
   return res;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
 }    goto end;*/
       return ps;
 /************** Inverse of matrix **************/  }
 void ludcmp(double **a, int n, int *indx, double *d)  
 {  /**************** Product of 2 matrices ******************/
   int i,imax,j,k;  
   double big,dum,sum,temp;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   double *vv;  {
      /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   vv=vector(1,n);       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   *d=1.0;    /* in, b, out are matrice of pointers which should have been initialized 
   for (i=1;i<=n;i++) {       before: only the contents of out is modified. The function returns
     big=0.0;       a pointer to pointers identical to out */
     for (j=1;j<=n;j++)    long i, j, k;
       if ((temp=fabs(a[i][j])) > big) big=temp;    for(i=nrl; i<= nrh; i++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      for(k=ncolol; k<=ncoloh; k++)
     vv[i]=1.0/big;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   }          out[i][k] +=in[i][j]*b[j][k];
   for (j=1;j<=n;j++) {  
     for (i=1;i<j;i++) {    return out;
       sum=a[i][j];  }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  
       a[i][j]=sum;  
     }  /************* Higher Matrix Product ***************/
     big=0.0;  
     for (i=j;i<=n;i++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       sum=a[i][j];  {
       for (k=1;k<j;k++)    /* Computes the transition matrix starting at age 'age' over 
         sum -= a[i][k]*a[k][j];       'nhstepm*hstepm*stepm' months (i.e. until
       a[i][j]=sum;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
       if ( (dum=vv[i]*fabs(sum)) >= big) {       nhstepm*hstepm matrices. 
         big=dum;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         imax=i;       (typically every 2 years instead of every month which is too big 
       }       for the memory).
     }       Model is determined by parameters x and covariates have to be 
     if (j != imax) {       included manually here. 
       for (k=1;k<=n;k++) {  
         dum=a[imax][k];       */
         a[imax][k]=a[j][k];  
         a[j][k]=dum;    int i, j, d, h, k;
       }    double **out, cov[NCOVMAX];
       *d = -(*d);    double **newm;
       vv[imax]=vv[j];  
     }    /* Hstepm could be zero and should return the unit matrix */
     indx[j]=imax;    for (i=1;i<=nlstate+ndeath;i++)
     if (a[j][j] == 0.0) a[j][j]=TINY;      for (j=1;j<=nlstate+ndeath;j++){
     if (j != n) {        oldm[i][j]=(i==j ? 1.0 : 0.0);
       dum=1.0/(a[j][j]);        po[i][j][0]=(i==j ? 1.0 : 0.0);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;      }
     }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   }    for(h=1; h <=nhstepm; h++){
   free_vector(vv,1,n);  /* Doesn't work */      for(d=1; d <=hstepm; d++){
 ;        newm=savm;
 }        /* Covariates have to be included here again */
         cov[1]=1.;
 void lubksb(double **a, int n, int *indx, double b[])        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]]];
   int i,ii=0,ip,j;        for (k=1; k<=cptcovage;k++)
   double sum;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
          for (k=1; k<=cptcovprod;k++)
   for (i=1;i<=n;i++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     ip=indx[i];  
     sum=b[ip];  
     b[ip]=b[i];        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     if (ii)        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     else if (sum) ii=i;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     b[i]=sum;        savm=oldm;
   }        oldm=newm;
   for (i=n;i>=1;i--) {      }
     sum=b[i];      for(i=1; i<=nlstate+ndeath; i++)
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        for(j=1;j<=nlstate+ndeath;j++) {
     b[i]=sum/a[i][i];          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]);
 }           */
         }
 /************ Frequencies ********************/    } /* end h */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1,double **mint,double **anint, int boolprev, double dateprev1,double dateprev2)    return po;
 {  /* Some frequencies */  }
    
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */  /*************** log-likelihood *************/
   double *pp;  double func( double *x)
   double pos, k2;  {
   FILE *ficresp;    int i, ii, j, k, mi, d, kk;
   char fileresp[FILENAMELENGTH];    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   pp=vector(1,nlstate);    double sw; /* Sum of weights */
   probs= ma3x(1,130 ,1,8, 1,8);    double lli; /* Individual log likelihood */
   strcpy(fileresp,"p");    int s1, s2;
   strcat(fileresp,fileres);    double bbh, survp;
   if((ficresp=fopen(fileresp,"w"))==NULL) {    long ipmx;
     printf("Problem with prevalence resultfile: %s\n", fileresp);    /*extern weight */
     exit(0);    /* We are differentiating ll according to initial status */
   }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    /*for(i=1;i<imx;i++) 
   j1=0;      printf(" %d\n",s[4][i]);
     */
   j=cptcoveff;    cov[1]=1.;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
     for(k=1; k<=nlstate; k++) ll[k]=0.;
   for(k1=1; k1<=j;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){    if(mle==1){
        j1++;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          scanf("%d", i);*/        for(mi=1; mi<= wav[i]-1; mi++){
         for (i=-1; i<=nlstate+ndeath; i++)            for (ii=1;ii<=nlstate+ndeath;ii++)
          for (jk=-1; jk<=nlstate+ndeath; jk++)              for (j=1;j<=nlstate+ndeath;j++){
            for(m=agemin; m <= agemax+3; m++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              freq[i][jk][m]=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                    }
        for (i=1; i<=imx; i++) {          for(d=0; d<dh[mi][i]; d++){
          bool=1;            newm=savm;
          if  (cptcovn>0) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for (z1=1; z1<=cptcoveff; z1++)            for (kk=1; kk<=cptcovage;kk++) {
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                bool=0;            }
          }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          if (bool==1) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            if (boolprev==1){            savm=oldm;
              for(m=fprev1; m<=lprev1; m++){            oldm=newm;
                if(agev[m][i]==0) agev[m][i]=agemax+1;          } /* end mult */
                if(agev[m][i]==1) agev[m][i]=agemax+2;        
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          /* But now since version 0.9 we anticipate for bias and large stepm.
              }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            }           * (in months) between two waves is not a multiple of stepm, we rounded to 
            else {           * the nearest (and in case of equal distance, to the lowest) interval but now
             for(m=firstpass; m<=lastpass; m++){           * we keep into memory the bias bh[mi][i] and also the previous matrix product
              k2=anint[m][i]+(mint[m][i]/12.);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
              if ((k2>=dateprev1) && (k2<=dateprev2)) {           * probability in order to take into account the bias as a fraction of the way
              if(agev[m][i]==0) agev[m][i]=agemax+1;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
              if(agev[m][i]==1) agev[m][i]=agemax+2;           * -stepm/2 to stepm/2 .
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];           * For stepm=1 the results are the same as for previous versions of Imach.
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];           * For stepm > 1 the results are less biased than in previous versions. 
              }           */
             }          s1=s[mw[mi][i]][i];
            }          s2=s[mw[mi+1][i]][i];
           }          bbh=(double)bh[mi][i]/(double)stepm; 
        }          /* bias is positive if real duration
         if  (cptcovn>0) {           * is higher than the multiple of stepm and negative otherwise.
          fprintf(ficresp, "\n#********** Variable ");           */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
        fprintf(ficresp, "**********\n#");          if( s2 > nlstate){ 
         }            /* i.e. if s2 is a death state and if the date of death is known then the contribution
        for(i=1; i<=nlstate;i++)               to the likelihood is the probability to die between last step unit time and current 
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);               step unit time, which is also the differences between probability to die before dh 
        fprintf(ficresp, "\n");               and probability to die before dh-stepm . 
                       In version up to 0.92 likelihood was computed
   for(i=(int)agemin; i <= (int)agemax+3; i++){          as if date of death was unknown. Death was treated as any other
     if(i==(int)agemax+3)          health state: the date of the interview describes the actual state
       printf("Total");          and not the date of a change in health state. The former idea was
     else          to consider that at each interview the state was recorded
       printf("Age %d", i);          (healthy, disable or death) and IMaCh was corrected; but when we
     for(jk=1; jk <=nlstate ; jk++){          introduced the exact date of death then we should have modified
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          the contribution of an exact death to the likelihood. This new
         pp[jk] += freq[jk][m][i];          contribution is smaller and very dependent of the step unit
     }          stepm. It is no more the probability to die between last interview
     for(jk=1; jk <=nlstate ; jk++){          and month of death but the probability to survive from last
       for(m=-1, pos=0; m <=0 ; m++)          interview up to one month before death multiplied by the
         pos += freq[jk][m][i];          probability to die within a month. Thanks to Chris
       if(pp[jk]>=1.e-10)          Jackson for correcting this bug.  Former versions increased
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          mortality artificially. The bad side is that we add another loop
       else          which slows down the processing. The difference can be up to 10%
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          lower mortality.
     }            */
             lli=log(out[s1][s2] - savm[s1][s2]);
      for(jk=1; jk <=nlstate ; jk++){          }else{
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         pp[jk] += freq[jk][m][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 */
      }          } 
           /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     for(jk=1,pos=0; jk <=nlstate ; jk++)          /*if(lli ==000.0)*/
       pos += pp[jk];          /*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(jk=1; jk <=nlstate ; jk++){          ipmx +=1;
       if(pos>=1.e-5)          sw += weight[i];
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       else        } /* end of wave */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      } /* end of individual */
       if( i <= (int) agemax){    }  else if(mle==2){
         if(pos>=1.e-5){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           probs[i][jk][j1]= pp[jk]/pos;        for(mi=1; mi<= wav[i]-1; mi++){
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/          for (ii=1;ii<=nlstate+ndeath;ii++)
         }            for (j=1;j<=nlstate+ndeath;j++){
       else              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       }            }
     }          for(d=0; d<=dh[mi][i]; d++){
     for(jk=-1; jk <=nlstate+ndeath; jk++)            newm=savm;
       for(m=-1; m <=nlstate+ndeath; m++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            for (kk=1; kk<=cptcovage;kk++) {
     if(i <= (int) agemax)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       fprintf(ficresp,"\n");            }
     printf("\n");            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
  }            oldm=newm;
            } /* end mult */
   fclose(ficresp);        
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          s1=s[mw[mi][i]][i];
   free_vector(pp,1,nlstate);          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
 }  /* End of Freq */          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 */
           ipmx +=1;
 /************ Prevalence ********************/          sw += weight[i];
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1, double **mint,double **anint,int boolprev, double dateprev1, double dateprev2)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {  /* Some frequencies */        } /* end of wave */
        } /* end of individual */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    }  else if(mle==3){  /* exponential inter-extrapolation */
   double ***freq; /* Frequencies */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double *pp;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double pos, k2;        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   pp=vector(1,nlstate);            for (j=1;j<=nlstate+ndeath;j++){
   probs= ma3x(1,130 ,1,8, 1,8);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            }
   j1=0;          for(d=0; d<dh[mi][i]; d++){
              newm=savm;
   j=cptcoveff;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            for (kk=1; kk<=cptcovage;kk++) {
                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  for(k1=1; k1<=j;k1++){            }
     for(i1=1; i1<=ncodemax[k1];i1++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       j1++;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
       for (i=-1; i<=nlstate+ndeath; i++)              oldm=newm;
         for (jk=-1; jk<=nlstate+ndeath; jk++)            } /* end mult */
           for(m=agemin; m <= agemax+3; m++)        
           freq[i][jk][m]=0;          s1=s[mw[mi][i]][i];
                s2=s[mw[mi+1][i]][i];
       for (i=1; i<=imx; i++) {          bbh=(double)bh[mi][i]/(double)stepm; 
         bool=1;          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
         if  (cptcovn>0) {          ipmx +=1;
           for (z1=1; z1<=cptcoveff; z1++)          sw += weight[i];
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
               bool=0;        } /* end of wave */
               }      } /* end of individual */
         if (bool==1) {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
           if (boolprev==1){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
             for(m=fprev1; m<=lprev1; m++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
               if(agev[m][i]==0) agev[m][i]=agemax+1;        for(mi=1; mi<= wav[i]-1; mi++){
               if(agev[m][i]==1) agev[m][i]=agemax+2;          for (ii=1;ii<=nlstate+ndeath;ii++)
               freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            for (j=1;j<=nlstate+ndeath;j++){
               freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
             }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           }            }
           else {          for(d=0; d<dh[mi][i]; d++){
             for(m=firstpass; m<=lastpass; m++){            newm=savm;
               k2=anint[m][i]+(mint[m][i]/12.);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
               if ((k2>=dateprev1) && (k2<=dateprev2)) {            for (kk=1; kk<=cptcovage;kk++) {
                 if(agev[m][i]==0) agev[m][i]=agemax+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                 if(agev[m][i]==1) agev[m][i]=agemax+2;            }
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
               }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             }            savm=oldm;
           }            oldm=newm;
         }          } /* end mult */
       }        
         for(i=(int)agemin; i <= (int)agemax+3; i++){          s1=s[mw[mi][i]][i];
           for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          if( s2 > nlstate){ 
               pp[jk] += freq[jk][m][i];            lli=log(out[s1][s2] - savm[s1][s2]);
           }          }else{
           for(jk=1; jk <=nlstate ; jk++){            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
             for(m=-1, pos=0; m <=0 ; m++)          }
             pos += freq[jk][m][i];          ipmx +=1;
         }          sw += weight[i];
                  ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          for(jk=1; jk <=nlstate ; jk++){  /*      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(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        } /* end of wave */
              pp[jk] += freq[jk][m][i];      } /* end of individual */
          }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
                for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
          for(jk=1; jk <=nlstate ; jk++){                    for (ii=1;ii<=nlstate+ndeath;ii++)
            if( i <= (int) agemax){            for (j=1;j<=nlstate+ndeath;j++){
              if(pos>=1.e-5){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                probs[i][jk][j1]= pp[jk]/pos;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }            }
            }          for(d=0; d<dh[mi][i]; d++){
          }            newm=savm;
                      cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         }            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
            
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   free_vector(pp,1,nlstate);            savm=oldm;
              oldm=newm;
 }  /* End of Freq */          } /* end mult */
 /************* Waves Concatenation ***************/        
           s1=s[mw[mi][i]][i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          s2=s[mw[mi+1][i]][i];
 {          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          ipmx +=1;
      Death is a valid wave (if date is known).          sw += weight[i];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          /*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]);*/
      and mw[mi+1][i]. dh depends on stepm.        } /* end of wave */
      */      } /* end of individual */
     } /* End of if */
   int i, mi, m;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      double sum=0., jmean=0.;*/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     return -l;
   int j, k=0,jk, ju, jl;  }
   double sum=0.;  
   jmin=1e+5;  /*************** log-likelihood *************/
   jmax=-1;  double funcone( double *x)
   jmean=0.;  {
   for(i=1; i<=imx; i++){    /* Same as likeli but slower because of a lot of printf and if */
     mi=0;    int i, ii, j, k, mi, d, kk;
     m=firstpass;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     while(s[m][i] <= nlstate){    double **out;
       if(s[m][i]>=1)    double lli; /* Individual log likelihood */
         mw[++mi][i]=m;    double llt;
       if(m >=lastpass)    int s1, s2;
         break;    double bbh, survp;
       else    /*extern weight */
         m++;    /* We are differentiating ll according to initial status */
     }/* end while */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     if (s[m][i] > nlstate){    /*for(i=1;i<imx;i++) 
       mi++;     /* Death is another wave */      printf(" %d\n",s[4][i]);
       /* if(mi==0)  never been interviewed correctly before death */    */
          /* Only death is a correct wave */    cov[1]=1.;
       mw[mi][i]=m;  
     }    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
     wav[i]=mi;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     if(mi==0)      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);      for(mi=1; mi<= wav[i]-1; mi++){
   }        for (ii=1;ii<=nlstate+ndeath;ii++)
           for (j=1;j<=nlstate+ndeath;j++){
   for(i=1; i<=imx; i++){            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(mi=1; mi<wav[i];mi++){            savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if (stepm <=0)          }
         dh[mi][i]=1;        for(d=0; d<dh[mi][i]; d++){
       else{          newm=savm;
         if (s[mw[mi+1][i]][i] > nlstate) {          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           if (agedc[i] < 2*AGESUP) {          for (kk=1; kk<=cptcovage;kk++) {
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           if(j==0) j=1;  /* Survives at least one month after exam */          }
           k=k+1;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           if (j >= jmax) jmax=j;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           if (j <= jmin) jmin=j;          savm=oldm;
           sum=sum+j;          oldm=newm;
           /* if (j<10) printf("j=%d num=%d ",j,i); */        } /* end mult */
           }        
         }        s1=s[mw[mi][i]][i];
         else{        s2=s[mw[mi+1][i]][i];
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        bbh=(double)bh[mi][i]/(double)stepm; 
           k=k+1;        /* bias is positive if real duration
           if (j >= jmax) jmax=j;         * is higher than the multiple of stepm and negative otherwise.
           else if (j <= jmin)jmin=j;         */
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           sum=sum+j;          lli=log(out[s1][s2] - savm[s1][s2]);
         }        } else if (mle==1){
         jk= j/stepm;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         jl= j -jk*stepm;        } else if(mle==2){
         ju= j -(jk+1)*stepm;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         if(jl <= -ju)        } else if(mle==3){  /* exponential inter-extrapolation */
           dh[mi][i]=jk;          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
         else        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           dh[mi][i]=jk+1;          lli=log(out[s1][s2]); /* Original formula */
         if(dh[mi][i]==0)        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           dh[mi][i]=1; /* At least one step */          lli=log(out[s1][s2]); /* Original formula */
       }        } /* End of if */
     }        ipmx +=1;
   }        sw += weight[i];
   jmean=sum/k;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
  }        if(globpr){
 /*********** Tricode ****************************/          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
 void tricode(int *Tvar, int **nbcode, int imx)   %10.6f %10.6f %10.6f ", \
 {                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   int Ndum[20],ij=1, k, j, i;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   int cptcode=0;          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   cptcoveff=0;            llt +=ll[k]*gipmx/gsw;
              fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   for (k=0; k<19; k++) Ndum[k]=0;          }
   for (k=1; k<=7; k++) ncodemax[k]=0;          fprintf(ficresilk," %10.6f\n", -llt);
         }
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      } /* end of wave */
     for (i=1; i<=imx; i++) {    } /* end of individual */
       ij=(int)(covar[Tvar[j]][i]);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       Ndum[ij]++;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       if (ij > cptcode) cptcode=ij;    if(globpr==0){ /* First time we count the contributions and weights */
     }      gipmx=ipmx;
       gsw=sw;
     for (i=0; i<=cptcode; i++) {    }
       if(Ndum[i]!=0) ncodemax[j]++;    return -l;
     }  }
     ij=1;  
   
   /*************** function likelione ***********/
     for (i=1; i<=ncodemax[j]; i++) {  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       for (k=0; k<=19; k++) {  {
         if (Ndum[k] != 0) {    /* This routine should help understanding what is done with 
           nbcode[Tvar[j]][ij]=k;       the selection of individuals/waves and
           ij++;       to check the exact contribution to the likelihood.
         }       Plotting could be done.
         if (ij > ncodemax[j]) break;     */
       }      int k;
     }  
   }      if(*globpri !=0){ /* Just counts and sums, no printings */
       strcpy(fileresilk,"ilk"); 
  for (k=0; k<19; k++) Ndum[k]=0;      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
  for (i=1; i<=ncovmodel-2; i++) {        printf("Problem with resultfile: %s\n", fileresilk);
       ij=Tvar[i];        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       Ndum[ij]++;      }
     }      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
       fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
  ij=1;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
  for (i=1; i<=10; i++) {      for(k=1; k<=nlstate; k++) 
    if((Ndum[i]!=0) && (i<=ncov)){        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
      Tvaraff[ij]=i;      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
      ij++;    }
    }  
  }    *fretone=(*funcone)(p);
      if(*globpri !=0){
     cptcoveff=ij-1;      fclose(ficresilk);
 }      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       fflush(fichtm); 
 /*********** Health Expectancies ****************/    } 
     return;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  }
 {  
   /* Health expectancies */  
   int i, j, nhstepm, hstepm, h;  /*********** Maximum Likelihood Estimation ***************/
   double age, agelim,hf;  
   double ***p3mat;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
    {
   fprintf(ficreseij,"# Health expectancies\n");    int i,j, iter;
   fprintf(ficreseij,"# Age");    double **xi;
   for(i=1; i<=nlstate;i++)    double fret;
     for(j=1; j<=nlstate;j++)    double fretone; /* Only one call to likelihood */
       fprintf(ficreseij," %1d-%1d",i,j);    char filerespow[FILENAMELENGTH];
   fprintf(ficreseij,"\n");    xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
   hstepm=1*YEARM; /*  Every j years of age (in month) */      for (j=1;j<=npar;j++)
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        xi[i][j]=(i==j ? 1.0 : 0.0);
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
   agelim=AGESUP;    strcpy(filerespow,"pow"); 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    strcat(filerespow,fileres);
     /* nhstepm age range expressed in number of stepm */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      printf("Problem with resultfile: %s\n", filerespow);
     /* Typically if 20 years = 20*12/6=40 stepm */      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     if (stepm >= YEARM) hstepm=1;    }
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for (i=1;i<=nlstate;i++)
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      for(j=1;j<=nlstate+ndeath;j++)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      fprintf(ficrespow,"\n");
   
     powell(p,xi,npar,ftol,&iter,&fret,func);
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)    fclose(ficrespow);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
           eij[i][j][(int)age] +=p3mat[i][j][h];    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));
      
     hf=1;  }
     if (stepm >= YEARM) hf=stepm/YEARM;  
     fprintf(ficreseij,"%.0f",age );  /**** Computes Hessian and covariance matrix ***/
     for(i=1; i<=nlstate;i++)  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       for(j=1; j<=nlstate;j++){  {
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    double  **a,**y,*x,pd;
       }    double **hess;
     fprintf(ficreseij,"\n");    int i, j,jk;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int *indx;
   }  
 }    double hessii(double p[], double delta, int theta, double delti[]);
     double hessij(double p[], double delti[], int i, int j);
 /************ Variance ******************/    void lubksb(double **a, int npar, int *indx, double b[]) ;
 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)    void ludcmp(double **a, int npar, int *indx, double *d) ;
 {  
   /* Variance of health expectancies */    hess=matrix(1,npar,1,npar);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  
   double **newm;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double **dnewm,**doldm;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   int i, j, nhstepm, hstepm, h;    for (i=1;i<=npar;i++){
   int k, cptcode;      printf("%d",i);fflush(stdout);
   double *xp;      fprintf(ficlog,"%d",i);fflush(ficlog);
   double **gp, **gm;      hess[i][i]=hessii(p,ftolhess,i,delti);
   double ***gradg, ***trgradg;      /*printf(" %f ",p[i]);*/
   double ***p3mat;      /*printf(" %lf ",hess[i][i]);*/
   double age,agelim;    }
   int theta;    
     for (i=1;i<=npar;i++) {
    fprintf(ficresvij,"# Covariances of life expectancies\n");      for (j=1;j<=npar;j++)  {
   fprintf(ficresvij,"# Age");        if (j>i) { 
   for(i=1; i<=nlstate;i++)          printf(".%d%d",i,j);fflush(stdout);
     for(j=1; j<=nlstate;j++)          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          hess[i][j]=hessij(p,delti,i,j);
   fprintf(ficresvij,"\n");          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
   xp=vector(1,npar);        }
   dnewm=matrix(1,nlstate,1,npar);      }
   doldm=matrix(1,nlstate,1,nlstate);    }
      printf("\n");
   hstepm=1*YEARM; /* Every year of age */    fprintf(ficlog,"\n");
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    
     if (stepm >= YEARM) hstepm=1;    a=matrix(1,npar,1,npar);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    y=matrix(1,npar,1,npar);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    x=vector(1,npar);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    indx=ivector(1,npar);
     gp=matrix(0,nhstepm,1,nlstate);    for (i=1;i<=npar;i++)
     gm=matrix(0,nhstepm,1,nlstate);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     ludcmp(a,npar,indx,&pd);
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (j=1;j<=npar;j++) {
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        lubksb(a,npar,indx,x);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for (i=1;i<=npar;i++){ 
         matcov[i][j]=x[i];
       if (popbased==1) {      }
         for(i=1; i<=nlstate;i++)    }
           prlim[i][i]=probs[(int)age][i][ij];  
       }    printf("\n#Hessian matrix#\n");
          fprintf(ficlog,"\n#Hessian matrix#\n");
       for(j=1; j<= nlstate; j++){    for (i=1;i<=npar;i++) { 
         for(h=0; h<=nhstepm; h++){      for (j=1;j<=npar;j++) { 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        printf("%.3e ",hess[i][j]);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        fprintf(ficlog,"%.3e ",hess[i][j]);
         }      }
       }      printf("\n");
          fprintf(ficlog,"\n");
       for(i=1; i<=npar; i++) /* Computes gradient */    }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      /* Recompute Inverse */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
       if (popbased==1) {    ludcmp(a,npar,indx,&pd);
         for(i=1; i<=nlstate;i++)  
           prlim[i][i]=probs[(int)age][i][ij];    /*  printf("\n#Hessian matrix recomputed#\n");
       }  
     for (j=1;j<=npar;j++) {
       for(j=1; j<= nlstate; j++){      for (i=1;i<=npar;i++) x[i]=0;
         for(h=0; h<=nhstepm; h++){      x[j]=1;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      lubksb(a,npar,indx,x);
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      for (i=1;i<=npar;i++){ 
         }        y[i][j]=x[i];
       }        printf("%.3e ",y[i][j]);
         fprintf(ficlog,"%.3e ",y[i][j]);
       for(j=1; j<= nlstate; j++)      }
         for(h=0; h<=nhstepm; h++){      printf("\n");
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      fprintf(ficlog,"\n");
         }    }
     } /* End theta */    */
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
     for(h=0; h<=nhstepm; h++)    free_vector(x,1,npar);
       for(j=1; j<=nlstate;j++)    free_ivector(indx,1,npar);
         for(theta=1; theta <=npar; theta++)    free_matrix(hess,1,npar,1,npar);
           trgradg[h][j][theta]=gradg[h][theta][j];  
   
     for(i=1;i<=nlstate;i++)  }
       for(j=1;j<=nlstate;j++)  
         vareij[i][j][(int)age] =0.;  /*************** hessian matrix ****************/
     for(h=0;h<=nhstepm;h++){  double hessii( double x[], double delta, int theta, double delti[])
       for(k=0;k<=nhstepm;k++){  {
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    int i;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    int l=1, lmax=20;
         for(i=1;i<=nlstate;i++)    double k1,k2;
           for(j=1;j<=nlstate;j++)    double p2[NPARMAX+1];
             vareij[i][j][(int)age] += doldm[i][j];    double res;
       }    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     }    double fx;
     h=1;    int k=0,kmax=10;
     if (stepm >= YEARM) h=stepm/YEARM;    double l1;
     fprintf(ficresvij,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)    fx=func(x);
       for(j=1; j<=nlstate;j++){    for (i=1;i<=npar;i++) p2[i]=x[i];
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    for(l=0 ; l <=lmax; l++){
       }      l1=pow(10,l);
     fprintf(ficresvij,"\n");      delts=delt;
     free_matrix(gp,0,nhstepm,1,nlstate);      for(k=1 ; k <kmax; k=k+1){
     free_matrix(gm,0,nhstepm,1,nlstate);        delt = delta*(l1*k);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        p2[theta]=x[theta] +delt;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        k1=func(p2)-fx;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        p2[theta]=x[theta]-delt;
   } /* End age */        k2=func(p2)-fx;
          /*res= (k1-2.0*fx+k2)/delt/delt; */
   free_vector(xp,1,npar);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   free_matrix(doldm,1,nlstate,1,npar);        
   free_matrix(dnewm,1,nlstate,1,nlstate);  #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);
 }        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
 /************ Variance of prevlim ******************/        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 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)        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 {          k=kmax;
   /* Variance of prevalence limit */        }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   double **newm;          k=kmax; l=lmax*10.;
   double **dnewm,**doldm;        }
   int i, j, nhstepm, hstepm;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   int k, cptcode;          delts=delt;
   double *xp;        }
   double *gp, *gm;      }
   double **gradg, **trgradg;    }
   double age,agelim;    delti[theta]=delts;
   int theta;    return res; 
        
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  }
   fprintf(ficresvpl,"# Age");  
   for(i=1; i<=nlstate;i++)  double hessij( double x[], double delti[], int thetai,int thetaj)
       fprintf(ficresvpl," %1d-%1d",i,i);  {
   fprintf(ficresvpl,"\n");    int i;
     int l=1, l1, lmax=20;
   xp=vector(1,npar);    double k1,k2,k3,k4,res,fx;
   dnewm=matrix(1,nlstate,1,npar);    double p2[NPARMAX+1];
   doldm=matrix(1,nlstate,1,nlstate);    int k;
    
   hstepm=1*YEARM; /* Every year of age */    fx=func(x);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for (k=1; k<=2; k++) {
   agelim = AGESUP;      for (i=1;i<=npar;i++) p2[i]=x[i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      p2[thetai]=x[thetai]+delti[thetai]/k;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     if (stepm >= YEARM) hstepm=1;      k1=func(p2)-fx;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    
     gradg=matrix(1,npar,1,nlstate);      p2[thetai]=x[thetai]+delti[thetai]/k;
     gp=vector(1,nlstate);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     gm=vector(1,nlstate);      k2=func(p2)-fx;
     
     for(theta=1; theta <=npar; theta++){      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(i=1; i<=npar; i++){ /* Computes gradient */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      k3=func(p2)-fx;
       }    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(i=1;i<=nlstate;i++)      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         gp[i] = prlim[i][i];      k4=func(p2)-fx;
          res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       for(i=1; i<=npar; i++) /* Computes gradient */  #ifdef DEBUG
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      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);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      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);
       for(i=1;i<=nlstate;i++)  #endif
         gm[i] = prlim[i][i];    }
     return res;
       for(i=1;i<=nlstate;i++)  }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
     trgradg =matrix(1,nlstate,1,npar);  { 
     int i,imax,j,k; 
     for(j=1; j<=nlstate;j++)    double big,dum,sum,temp; 
       for(theta=1; theta <=npar; theta++)    double *vv; 
         trgradg[j][theta]=gradg[theta][j];   
     vv=vector(1,n); 
     for(i=1;i<=nlstate;i++)    *d=1.0; 
       varpl[i][(int)age] =0.;    for (i=1;i<=n;i++) { 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      big=0.0; 
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      for (j=1;j<=n;j++) 
     for(i=1;i<=nlstate;i++)        if ((temp=fabs(a[i][j])) > big) big=temp; 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       vv[i]=1.0/big; 
     fprintf(ficresvpl,"%.0f ",age );    } 
     for(i=1; i<=nlstate;i++)    for (j=1;j<=n;j++) { 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      for (i=1;i<j;i++) { 
     fprintf(ficresvpl,"\n");        sum=a[i][j]; 
     free_vector(gp,1,nlstate);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     free_vector(gm,1,nlstate);        a[i][j]=sum; 
     free_matrix(gradg,1,npar,1,nlstate);      } 
     free_matrix(trgradg,1,nlstate,1,npar);      big=0.0; 
   } /* End age */      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
   free_vector(xp,1,npar);        for (k=1;k<j;k++) 
   free_matrix(doldm,1,nlstate,1,npar);          sum -= a[i][k]*a[k][j]; 
   free_matrix(dnewm,1,nlstate,1,nlstate);        a[i][j]=sum; 
         if ( (dum=vv[i]*fabs(sum)) >= big) { 
 }          big=dum; 
           imax=i; 
 /************ Variance of one-step probabilities  ******************/        } 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)      } 
 {      if (j != imax) { 
   int i, j;        for (k=1;k<=n;k++) { 
   int k=0, cptcode;          dum=a[imax][k]; 
   double **dnewm,**doldm;          a[imax][k]=a[j][k]; 
   double *xp;          a[j][k]=dum; 
   double *gp, *gm;        } 
   double **gradg, **trgradg;        *d = -(*d); 
   double age,agelim, cov[NCOVMAX];        vv[imax]=vv[j]; 
   int theta;      } 
   char fileresprob[FILENAMELENGTH];      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
   strcpy(fileresprob,"prob");      if (j != n) { 
   strcat(fileresprob,fileres);        dum=1.0/(a[j][j]); 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     printf("Problem with resultfile: %s\n", fileresprob);      } 
   }    } 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);    free_vector(vv,1,n);  /* Doesn't work */
    ;
   } 
   xp=vector(1,npar);  
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  void lubksb(double **a, int n, int *indx, double b[]) 
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  { 
      int i,ii=0,ip,j; 
   cov[1]=1;    double sum; 
   for (age=bage; age<=fage; age ++){   
     cov[2]=age;    for (i=1;i<=n;i++) { 
     gradg=matrix(1,npar,1,9);      ip=indx[i]; 
     trgradg=matrix(1,9,1,npar);      sum=b[ip]; 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      b[ip]=b[i]; 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      if (ii) 
            for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     for(theta=1; theta <=npar; theta++){      else if (sum) ii=i; 
       for(i=1; i<=npar; i++)      b[i]=sum; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    } 
          for (i=n;i>=1;i--) { 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      sum=b[i]; 
          for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       k=0;      b[i]=sum/a[i][i]; 
       for(i=1; i<= (nlstate+ndeath); i++){    } 
         for(j=1; j<=(nlstate+ndeath);j++){  } 
            k=k+1;  
           gp[k]=pmmij[i][j];  /************ Frequencies ********************/
         }  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)
       }  {  /* Some frequencies */
     
       for(i=1; i<=npar; i++)    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    int first;
        double ***freq; /* Frequencies */
     double *pp, **prop;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       k=0;    FILE *ficresp;
       for(i=1; i<=(nlstate+ndeath); i++){    char fileresp[FILENAMELENGTH];
         for(j=1; j<=(nlstate+ndeath);j++){    
           k=k+1;    pp=vector(1,nlstate);
           gm[k]=pmmij[i][j];    prop=matrix(1,nlstate,iagemin,iagemax+3);
         }    strcpy(fileresp,"p");
       }    strcat(fileresp,fileres);
          if((ficresp=fopen(fileresp,"w"))==NULL) {
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      printf("Problem with prevalence resultfile: %s\n", fileresp);
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];        fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     }      exit(0);
     }
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
       for(theta=1; theta <=npar; theta++)    j1=0;
       trgradg[j][theta]=gradg[theta][j];    
      j=cptcoveff;
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);  
     first=1;
      pmij(pmmij,cov,ncovmodel,x,nlstate);  
     for(k1=1; k1<=j;k1++){
      k=0;      for(i1=1; i1<=ncodemax[k1];i1++){
      for(i=1; i<=(nlstate+ndeath); i++){        j1++;
        for(j=1; j<=(nlstate+ndeath);j++){        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
          k=k+1;          scanf("%d", i);*/
          gm[k]=pmmij[i][j];        for (i=-1; i<=nlstate+ndeath; i++)  
         }          for (jk=-1; jk<=nlstate+ndeath; jk++)  
      }            for(m=iagemin; m <= iagemax+3; m++)
                    freq[i][jk][m]=0;
      /*printf("\n%d ",(int)age);  
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){      for (i=1; i<=nlstate; i++)  
                for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));        
      }*/        dateintsum=0;
         k2cpt=0;
   fprintf(ficresprob,"\n%d ",(int)age);        for (i=1; i<=imx; i++) {
           bool=1;
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          if  (cptcovn>0) {
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            for (z1=1; z1<=cptcoveff; z1++) 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   }                bool=0;
           }
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));          if (bool==1){
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));            for(m=firstpass; m<=lastpass; m++){
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);              k2=anint[m][i]+(mint[m][i]/12.);
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
  free_vector(xp,1,npar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
 fclose(ficresprob);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
  exit(0);                if (m<lastpass) {
 }                  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];
 /***********************************************/                }
 /**************** Main Program *****************/                
 /***********************************************/                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
 /*int main(int argc, char *argv[])*/                  k2cpt++;
 int main()                }
 {                /*}*/
             }
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;          }
   double agedeb, agefin,hf;        }
   double agemin=1.e20, agemax=-1.e20;         
         /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   double fret;  
   double **xi,tmp,delta;        if  (cptcovn>0) {
           fprintf(ficresp, "\n#********** Variable "); 
   double dum; /* Dummy variable */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   double ***p3mat;          fprintf(ficresp, "**********\n#");
   int *indx;        }
   char line[MAXLINE], linepar[MAXLINE];        for(i=1; i<=nlstate;i++) 
   char title[MAXLINE];          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];        fprintf(ficresp, "\n");
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];        
   char filerest[FILENAMELENGTH];        for(i=iagemin; i <= iagemax+3; i++){
   char fileregp[FILENAMELENGTH];          if(i==iagemax+3){
   char popfile[FILENAMELENGTH];            fprintf(ficlog,"Total");
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];          }else{
   int firstobs=1, lastobs=10;            if(first==1){
   int sdeb, sfin; /* Status at beginning and end */              first=0;
   int c,  h , cpt,l;              printf("See log file for details...\n");
   int ju,jl, mi;            }
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;            fprintf(ficlog,"Age %d", i);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;          }
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;          for(jk=1; jk <=nlstate ; jk++){
   int hstepm, nhstepm;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   int *popage,boolprev=0;/*boolprev=0 if date and zero if wave*/              pp[jk] += freq[jk][m][i]; 
           }
   double bage, fage, age, agelim, agebase;          for(jk=1; jk <=nlstate ; jk++){
   double ftolpl=FTOL;            for(m=-1, pos=0; m <=0 ; m++)
   double **prlim;              pos += freq[jk][m][i];
   double *severity;            if(pp[jk]>=1.e-10){
   double ***param; /* Matrix of parameters */              if(first==1){
   double  *p;              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double **matcov; /* Matrix of covariance */              }
   double ***delti3; /* Scale */              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double *delti; /* Scale */            }else{
   double ***eij, ***vareij;              if(first==1)
   double **varpl; /* Variances of prevalence limits by age */                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double *epj, vepp;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double kk1, kk2;            }
   double *popeffectif,*popcount;          }
   double dateprev1, dateprev2;  
           for(jk=1; jk <=nlstate ; jk++){
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   char *alph[]={"a","a","b","c","d","e"}, str[4];              pp[jk] += freq[jk][m][i];
           }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   char z[1]="c", occ;            pos += pp[jk];
 #include <sys/time.h>            posprop += prop[jk][i];
 #include <time.h>          }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          for(jk=1; jk <=nlstate ; jk++){
   char strfprev[10], strlprev[10];            if(pos>=1.e-5){
   char strfprevfore[10], strlprevfore[10];              if(first==1)
   /* long total_usecs;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   struct timeval start_time, end_time;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
              }else{
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */              if(first==1)
                 printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   printf("\nIMACH, Version 0.7");            }
   printf("\nEnter the parameter file name: ");            if( i <= iagemax){
               if(pos>=1.e-5){
 #ifdef windows                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   scanf("%s",pathtot);                /*probs[i][jk][j1]= pp[jk]/pos;*/
   getcwd(pathcd, size);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   /*cygwin_split_path(pathtot,path,optionfile);              }
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/              else
   /* cutv(path,optionfile,pathtot,'\\');*/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
 split(pathtot, path,optionfile);          }
   chdir(path);          
   replace(pathc,path);          for(jk=-1; jk <=nlstate+ndeath; jk++)
 #endif            for(m=-1; m <=nlstate+ndeath; m++)
 #ifdef unix              if(freq[jk][m][i] !=0 ) {
   scanf("%s",optionfile);              if(first==1)
 #endif                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 /*-------- arguments in the command line --------*/              }
           if(i <= iagemax)
   strcpy(fileres,"r");            fprintf(ficresp,"\n");
   strcat(fileres, optionfile);          if(first==1)
             printf("Others in log...\n");
   /*---------arguments file --------*/          fprintf(ficlog,"\n");
         }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      }
     printf("Problem with optionfile %s\n",optionfile);    }
     goto end;    dateintmean=dateintsum/k2cpt; 
   }   
     fclose(ficresp);
   strcpy(filereso,"o");    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   strcat(filereso,fileres);    free_vector(pp,1,nlstate);
   if((ficparo=fopen(filereso,"w"))==NULL) {    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    /* End of Freq */
   }  }
   
   /* Reads comments: lines beginning with '#' */  /************ Prevalence ********************/
   while((c=getc(ficpar))=='#' && c!= EOF){  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)
     ungetc(c,ficpar);  {  
     fgets(line, MAXLINE, ficpar);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     puts(line);       in each health status at the date of interview (if between dateprev1 and dateprev2).
     fputs(line,ficparo);       We still use firstpass and lastpass as another selection.
   }    */
   ungetc(c,ficpar);   
     int i, m, jk, k1, i1, j1, bool, z1,z2,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);    double ***freq; /* Frequencies */
   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);    double *pp, **prop;
   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);    double pos,posprop; 
 while((c=getc(ficpar))=='#' && c!= EOF){    double  y2; /* in fractional years */
     ungetc(c,ficpar);    int iagemin, iagemax;
     fgets(line, MAXLINE, ficpar);  
     puts(line);    iagemin= (int) agemin;
     fputs(line,ficparo);    iagemax= (int) agemax;
   }    /*pp=vector(1,nlstate);*/
   ungetc(c,ficpar);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
      /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   fscanf(ficpar,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,&popbased);    j1=0;
   fprintf(ficparo,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased);    
      j=cptcoveff;
   /* printf("%s %s",strfprev,strlprev);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
      exit(0);*/    
  while((c=getc(ficpar))=='#' && c!= EOF){    for(k1=1; k1<=j;k1++){
     ungetc(c,ficpar);      for(i1=1; i1<=ncodemax[k1];i1++){
     fgets(line, MAXLINE, ficpar);        j1++;
     puts(line);        
     fputs(line,ficparo);        for (i=1; i<=nlstate; i++)  
   }          for(m=iagemin; m <= iagemax+3; m++)
   ungetc(c,ficpar);            prop[i][m]=0.0;
         
   fscanf(ficpar,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,&nforecast,&mobilav);        for (i=1; i<=imx; i++) { /* Each individual */
   fprintf(ficparo,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);          bool=1;
                if  (cptcovn>0) {
              for (z1=1; z1<=cptcoveff; z1++) 
 while((c=getc(ficpar))=='#' && c!= EOF){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     ungetc(c,ficpar);                bool=0;
     fgets(line, MAXLINE, ficpar);          } 
     puts(line);          if (bool==1) { 
     fputs(line,ficparo);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   ungetc(c,ficpar);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                  if(agev[m][i]==0) agev[m][i]=iagemax+1;
   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                  if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
   covar=matrix(0,NCOVMAX,1,n);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   cptcovn=0;                  /*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]]);*/
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
   ncovmodel=2+cptcovn;                } 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */              }
              } /* end selection of waves */
   /* Read guess parameters */          }
   /* Reads comments: lines beginning with '#' */        }
   while((c=getc(ficpar))=='#' && c!= EOF){        for(i=iagemin; i <= iagemax+3; i++){  
     ungetc(c,ficpar);          
     fgets(line, MAXLINE, ficpar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     puts(line);            posprop += prop[jk][i]; 
     fputs(line,ficparo);          } 
   }  
   ungetc(c,ficpar);          for(jk=1; jk <=nlstate ; jk++){     
              if( i <=  iagemax){ 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);              if(posprop>=1.e-5){ 
     for(i=1; i <=nlstate; i++)                probs[i][jk][j1]= prop[jk][i]/posprop;
     for(j=1; j <=nlstate+ndeath-1; j++){              } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);            } 
       fprintf(ficparo,"%1d%1d",i1,j1);          }/* end jk */ 
       printf("%1d%1d",i,j);        }/* end i */ 
       for(k=1; k<=ncovmodel;k++){      } /* end i1 */
         fscanf(ficpar," %lf",&param[i][j][k]);    } /* end k1 */
         printf(" %lf",param[i][j][k]);    
         fprintf(ficparo," %lf",param[i][j][k]);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
       }    /*free_vector(pp,1,nlstate);*/
       fscanf(ficpar,"\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       printf("\n");  }  /* End of prevalence */
       fprintf(ficparo,"\n");  
     }  /************* Waves Concatenation ***************/
    
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  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)
   {
   p=param[1][1];    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
         Death is a valid wave (if date is known).
   /* Reads comments: lines beginning with '#' */       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   while((c=getc(ficpar))=='#' && c!= EOF){       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     ungetc(c,ficpar);       and mw[mi+1][i]. dh depends on stepm.
     fgets(line, MAXLINE, ficpar);       */
     puts(line);  
     fputs(line,ficparo);    int i, mi, m;
   }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   ungetc(c,ficpar);       double sum=0., jmean=0.;*/
     int first;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int j, k=0,jk, ju, jl;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    double sum=0.;
   for(i=1; i <=nlstate; i++){    first=0;
     for(j=1; j <=nlstate+ndeath-1; j++){    jmin=1e+5;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    jmax=-1;
       printf("%1d%1d",i,j);    jmean=0.;
       fprintf(ficparo,"%1d%1d",i1,j1);    for(i=1; i<=imx; i++){
       for(k=1; k<=ncovmodel;k++){      mi=0;
         fscanf(ficpar,"%le",&delti3[i][j][k]);      m=firstpass;
         printf(" %le",delti3[i][j][k]);      while(s[m][i] <= nlstate){
         fprintf(ficparo," %le",delti3[i][j][k]);        if(s[m][i]>=1)
       }          mw[++mi][i]=m;
       fscanf(ficpar,"\n");        if(m >=lastpass)
       printf("\n");          break;
       fprintf(ficparo,"\n");        else
     }          m++;
   }      }/* end while */
   delti=delti3[1][1];      if (s[m][i] > nlstate){
          mi++;     /* Death is another wave */
   /* Reads comments: lines beginning with '#' */        /* if(mi==0)  never been interviewed correctly before death */
   while((c=getc(ficpar))=='#' && c!= EOF){           /* Only death is a correct wave */
     ungetc(c,ficpar);        mw[mi][i]=m;
     fgets(line, MAXLINE, ficpar);      }
     puts(line);  
     fputs(line,ficparo);      wav[i]=mi;
   }      if(mi==0){
   ungetc(c,ficpar);        nbwarn++;
          if(first==0){
   matcov=matrix(1,npar,1,npar);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
   for(i=1; i <=npar; i++){          first=1;
     fscanf(ficpar,"%s",&str);        }
     printf("%s",str);        if(first==1){
     fprintf(ficparo,"%s",str);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     for(j=1; j <=i; j++){        }
       fscanf(ficpar," %le",&matcov[i][j]);      } /* end mi==0 */
       printf(" %.5le",matcov[i][j]);    } /* End individuals */
       fprintf(ficparo," %.5le",matcov[i][j]);  
     }    for(i=1; i<=imx; i++){
     fscanf(ficpar,"\n");      for(mi=1; mi<wav[i];mi++){
     printf("\n");        if (stepm <=0)
     fprintf(ficparo,"\n");          dh[mi][i]=1;
   }        else{
   for(i=1; i <=npar; i++)          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     for(j=i+1;j<=npar;j++)            if (agedc[i] < 2*AGESUP) {
       matcov[i][j]=matcov[j][i];              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                  if(j==0) j=1;  /* Survives at least one month after exam */
   printf("\n");              else if(j<0){
                 nberr++;
                 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]);
     /*-------- data file ----------*/                j=1; /* Temporary Dangerous patch */
     if((ficres =fopen(fileres,"w"))==NULL) {                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
       printf("Problem with resultfile: %s\n", fileres);goto end;                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]);
     }                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     fprintf(ficres,"#%s\n",version);              }
                  k=k+1;
     if((fic=fopen(datafile,"r"))==NULL)    {              if (j >= jmax) jmax=j;
       printf("Problem with datafile: %s\n", datafile);goto end;              if (j <= jmin) jmin=j;
     }              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     n= lastobs;              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     severity = vector(1,maxwav);            }
     outcome=imatrix(1,maxwav+1,1,n);          }
     num=ivector(1,n);          else{
     moisnais=vector(1,n);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     annais=vector(1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     moisdc=vector(1,n);            k=k+1;
     andc=vector(1,n);            if (j >= jmax) jmax=j;
     agedc=vector(1,n);            else if (j <= jmin)jmin=j;
     cod=ivector(1,n);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     weight=vector(1,n);            /*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]);*/
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */            if(j<0){
     mint=matrix(1,maxwav,1,n);              nberr++;
     anint=matrix(1,maxwav,1,n);              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]);
     s=imatrix(1,maxwav+1,1,n);              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]);
     adl=imatrix(1,maxwav+1,1,n);                }
     tab=ivector(1,NCOVMAX);            sum=sum+j;
     ncodemax=ivector(1,8);          }
           jk= j/stepm;
     i=1;          jl= j -jk*stepm;
     while (fgets(line, MAXLINE, fic) != NULL)    {          ju= j -(jk+1)*stepm;
       if ((i >= firstobs) && (i <=lastobs)) {          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
                    if(jl==0){
         for (j=maxwav;j>=1;j--){              dh[mi][i]=jk;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              bh[mi][i]=0;
           strcpy(line,stra);            }else{ /* We want a negative bias in order to only have interpolation ie
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                    * at the price of an extra matrix product in likelihood */
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk+1;
         }              bh[mi][i]=ju;
                    }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            if(jl <= -ju){
               dh[mi][i]=jk;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=jl;       /* bias is positive if real duration
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                                   * is higher than the multiple of stepm and negative otherwise.
                                    */
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);            }
         for (j=ncov;j>=1;j--){            else{
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk+1;
         }              bh[mi][i]=ju;
         num[i]=atol(stra);            }
                    if(dh[mi][i]==0){
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){              dh[mi][i]=1; /* At least one step */
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/              bh[mi][i]=ju; /* At least one step */
               /*  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);*/
         i=i+1;            }
       }          } /* end if mle */
     }        }
     /* printf("ii=%d", ij);      } /* end wave */
        scanf("%d",i);*/    }
   imx=i-1; /* Number of individuals */    jmean=sum/k;
     printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   /* for (i=1; i<=imx; i++){    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     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;  /*********** Tricode ****************************/
     }  void tricode(int *Tvar, int **nbcode, int imx)
     for (i=1; i<=imx; 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]));*/  {
     
   /* Calculation of the number of parameter from char model*/    int Ndum[20],ij=1, k, j, i, maxncov=19;
   Tvar=ivector(1,15);    int cptcode=0;
   Tprod=ivector(1,15);    cptcoveff=0; 
   Tvaraff=ivector(1,15);   
   Tvard=imatrix(1,15,1,2);    for (k=0; k<maxncov; k++) Ndum[k]=0;
   Tage=ivector(1,15);          for (k=1; k<=7; k++) ncodemax[k]=0;
      
   if (strlen(model) >1){    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     j=0, j1=0, k1=1, k2=1;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     j=nbocc(model,'+');                                 modality*/ 
     j1=nbocc(model,'*');        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     cptcovn=j+1;        Ndum[ij]++; /*store the modality */
     cptcovprod=j1;        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
            if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
                                             Tvar[j]. If V=sex and male is 0 and 
     strcpy(modelsav,model);                                         female is 1, then  cptcode=1.*/
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){      }
       printf("Error. Non available option model=%s ",model);  
       goto end;      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 */
          }
     for(i=(j+1); i>=1;i--){  
       cutv(stra,strb,modelsav,'+');      ij=1; 
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);      for (i=1; i<=ncodemax[j]; i++) {
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/        for (k=0; k<= maxncov; k++) {
       /*scanf("%d",i);*/          if (Ndum[k] != 0) {
       if (strchr(strb,'*')) {            nbcode[Tvar[j]][ij]=k; 
         cutv(strd,strc,strb,'*');            /* 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; */
         if (strcmp(strc,"age")==0) {            
           cptcovprod--;            ij++;
           cutv(strb,stre,strd,'V');          }
           Tvar[i]=atoi(stre);          if (ij > ncodemax[j]) break; 
           cptcovage++;        }  
             Tage[cptcovage]=i;      } 
             /*printf("stre=%s ", stre);*/    }  
         }  
         else if (strcmp(strd,"age")==0) {   for (k=0; k< maxncov; k++) Ndum[k]=0;
           cptcovprod--;  
           cutv(strb,stre,strc,'V');   for (i=1; i<=ncovmodel-2; i++) { 
           Tvar[i]=atoi(stre);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
           cptcovage++;     ij=Tvar[i];
           Tage[cptcovage]=i;     Ndum[ij]++;
         }   }
         else {  
           cutv(strb,stre,strc,'V');   ij=1;
           Tvar[i]=ncov+k1;   for (i=1; i<= maxncov; i++) {
           cutv(strb,strc,strd,'V');     if((Ndum[i]!=0) && (i<=ncovcol)){
           Tprod[k1]=i;       Tvaraff[ij]=i; /*For printing */
           Tvard[k1][1]=atoi(strc);       ij++;
           Tvard[k1][2]=atoi(stre);     }
           Tvar[cptcovn+k2]=Tvard[k1][1];   }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];   
           for (k=1; k<=lastobs;k++)   cptcoveff=ij-1; /*Number of simple covariates*/
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  }
           k1++;  
           k2=k2+2;  /*********** Health Expectancies ****************/
         }  
       }  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
       else {  
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/  {
        /*  scanf("%d",i);*/    /* Health expectancies */
       cutv(strd,strc,strb,'V');    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       Tvar[i]=atoi(strc);    double age, agelim, hf;
       }    double ***p3mat,***varhe;
       strcpy(modelsav,stra);      double **dnewm,**doldm;
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    double *xp;
         scanf("%d",i);*/    double **gp, **gm;
     }    double ***gradg, ***trgradg;
 }    int theta;
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   printf("cptcovprod=%d ", cptcovprod);    xp=vector(1,npar);
   scanf("%d ",i);*/    dnewm=matrix(1,nlstate*nlstate,1,npar);
     fclose(fic);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
     /*  if(mle==1){*/    fprintf(ficreseij,"# Health expectancies\n");
     if (weightopt != 1) { /* Maximisation without weights*/    fprintf(ficreseij,"# Age");
       for(i=1;i<=n;i++) weight[i]=1.0;    for(i=1; i<=nlstate;i++)
     }      for(j=1; j<=nlstate;j++)
     /*-calculation of age at interview from date of interview and age at death -*/        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     agev=matrix(1,maxwav,1,imx);    fprintf(ficreseij,"\n");
   
    for (i=1; i<=imx; i++)    if(estepm < stepm){
      for(m=2; (m<= maxwav); m++)      printf ("Problem %d lower than %d\n",estepm, stepm);
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    }
          anint[m][i]=9999;    else  hstepm=estepm;   
          s[m][i]=-1;    /* We compute the life expectancy from trapezoids spaced every estepm months
        }     * This is mainly to measure the difference between two models: for example
         * if stepm=24 months pijx are given only every 2 years and by summing them
     for (i=1; i<=imx; i++)  {     * we are calculating an estimate of the Life Expectancy assuming a linear 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);     * progression in between and thus overestimating or underestimating according
       for(m=1; (m<= maxwav); m++){     * to the curvature of the survival function. If, for the same date, we 
         if(s[m][i] >0){     * estimate the model with stepm=1 month, we can keep estepm to 24 months
           if (s[m][i] == nlstate+1) {     * to compare the new estimate of Life expectancy with the same linear 
             if(agedc[i]>0)     * hypothesis. A more precise result, taking into account a more precise
               if(moisdc[i]!=99 && andc[i]!=9999)     * curvature will be obtained if estepm is as small as stepm. */
               agev[m][i]=agedc[i];  
             else {    /* For example we decided to compute the life expectancy with the smallest unit */
               if (andc[i]!=9999){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
               printf("Warning negative age at death: %d line:%d\n",num[i],i);       nhstepm is the number of hstepm from age to agelim 
               agev[m][i]=-1;       nstepm is the number of stepm from age to agelin. 
               }       Look at hpijx to understand the reason of that which relies in memory size
             }       and note for a fixed period like estepm months */
           }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           else if(s[m][i] !=9){ /* Should no more exist */       survival function given by stepm (the optimization length). Unfortunately it
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);       means that if the survival funtion is printed only each two years of age and if
             if(mint[m][i]==99 || anint[m][i]==9999)       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
               agev[m][i]=1;       results. So we changed our mind and took the option of the best precision.
             else if(agev[m][i] <agemin){    */
               agemin=agev[m][i];    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/  
             }    agelim=AGESUP;
             else if(agev[m][i] >agemax){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
               agemax=agev[m][i];      /* nhstepm age range expressed in number of stepm */
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
             }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
             /*agev[m][i]=anint[m][i]-annais[i];*/      /* if (stepm >= YEARM) hstepm=1;*/
             /*   agev[m][i] = age[i]+2*m;*/      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
           }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           else { /* =9 */      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
             agev[m][i]=1;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
             s[m][i]=-1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
           }  
         }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         else /*= 0 Unknown */         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           agev[m][i]=1;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       }   
      
     }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     for (i=1; i<=imx; i++)  {  
       for(m=1; (m<= maxwav); m++){      /* Computing  Variances of health expectancies */
         if (s[m][i] > (nlstate+ndeath)) {  
           printf("Error: Wrong value in nlstate or ndeath\n");         for(theta=1; theta <=npar; theta++){
           goto end;        for(i=1; i<=npar; i++){ 
         }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       }        }
     }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        cptj=0;
         for(j=1; j<= nlstate; j++){
     free_vector(severity,1,maxwav);          for(i=1; i<=nlstate; i++){
     free_imatrix(outcome,1,maxwav+1,1,n);            cptj=cptj+1;
     free_vector(moisnais,1,n);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     free_vector(annais,1,n);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /* free_matrix(mint,1,maxwav,1,n);            }
        free_matrix(anint,1,maxwav,1,n);*/          }
     free_vector(moisdc,1,n);        }
     free_vector(andc,1,n);       
        
            for(i=1; i<=npar; i++) 
     wav=ivector(1,imx);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        
            cptj=0;
     /* Concatenates waves */        for(j=1; j<= nlstate; j++){
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);          for(i=1;i<=nlstate;i++){
             cptj=cptj+1;
             for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
       Tcode=ivector(1,100);  
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       ncodemax[1]=1;            }
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          }
              }
    codtab=imatrix(1,100,1,10);        for(j=1; j<= nlstate*nlstate; j++)
    h=0;          for(h=0; h<=nhstepm-1; h++){
    m=pow(2,cptcoveff);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
    for(k=1;k<=cptcoveff; k++){       } 
      for(i=1; i <=(m/pow(2,k));i++){     
        for(j=1; j <= ncodemax[k]; j++){  /* End theta */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            if (h>m) h=1;codtab[h][k]=j;  
          }       for(h=0; h<=nhstepm-1; h++)
        }        for(j=1; j<=nlstate*nlstate;j++)
      }          for(theta=1; theta <=npar; theta++)
    }            trgradg[h][j][theta]=gradg[h][theta][j];
           
    /* Calculates basic frequencies. Computes observed prevalence at single age  
        and prints on file fileres'p'. */       for(i=1;i<=nlstate*nlstate;i++)
         for(j=1;j<=nlstate*nlstate;j++)
     if ((nbocc(strfprev,'/')==1) && (nbocc(strlprev,'/')==1)){          varhe[i][j][(int)age] =0.;
      boolprev=0;  
      cutv(stra,strb,strfprev,'/');       printf("%d|",(int)age);fflush(stdout);
      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
      cutv(stra,strb,strlprev,'/');       for(h=0;h<=nhstepm-1;h++){
      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);        for(k=0;k<=nhstepm-1;k++){
    }          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
              matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
    else if ((nbocc(strfprev,'/')==0) &&(nbocc(strlprev,'/')==0)){          for(i=1;i<=nlstate*nlstate;i++)
      boolprev=1;            for(j=1;j<=nlstate*nlstate;j++)
      fprev=atoi(strfprev); lprev=atoi(strlprev);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
    }        }
     else {      }
       printf("Error in statement lprevalence or fprevalence\n");      /* Computing expectancies */
       goto end;      for(i=1; i<=nlstate;i++)
     }        for(j=1; j<=nlstate;j++)
              for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev,mint,anint,boolprev,dateprev1,dateprev2);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /* 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]);*/
     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 */      fprintf(ficreseij,"%3.0f",age );
            cptj=0;
     /* For Powell, parameters are in a vector p[] starting at p[1]      for(i=1; i<=nlstate;i++)
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        for(j=1; j<=nlstate;j++){
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          cptj++;
           fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     if(mle==1){        }
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      fprintf(ficreseij,"\n");
     }     
          free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     /*--------- results files --------------*/      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     fprintf(ficres,"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);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
    fprintf(ficres,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
    fprintf(ficres,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }
    jk=1;    printf("\n");
    fprintf(ficres,"# Parameters\n");    fprintf(ficlog,"\n");
    printf("# Parameters\n");  
    for(i=1,jk=1; i <=nlstate; i++){    free_vector(xp,1,npar);
      for(k=1; k <=(nlstate+ndeath); k++){    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
        if (k != i)    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
          {    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
            printf("%d%d ",i,k);  }
            fprintf(ficres,"%1d%1d ",i,k);  
            for(j=1; j <=ncovmodel; j++){  /************ Variance ******************/
              printf("%f ",p[jk]);  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
              fprintf(ficres,"%f ",p[jk]);  {
              jk++;    /* Variance of health expectancies */
            }    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
            printf("\n");    /* double **newm;*/
            fprintf(ficres,"\n");    double **dnewm,**doldm;
          }    double **dnewmp,**doldmp;
      }    int i, j, nhstepm, hstepm, h, nstepm ;
    }    int k, cptcode;
  if(mle==1){    double *xp;
     /* Computing hessian and covariance matrix */    double **gp, **gm;  /* for var eij */
     ftolhess=ftol; /* Usually correct */    double ***gradg, ***trgradg; /*for var eij */
     hesscov(matcov, p, npar, delti, ftolhess, func);    double **gradgp, **trgradgp; /* for var p point j */
  }    double *gpp, *gmp; /* for var p point j */
     fprintf(ficres,"# Scales\n");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     printf("# Scales\n");    double ***p3mat;
      for(i=1,jk=1; i <=nlstate; i++){    double age,agelim, hf;
       for(j=1; j <=nlstate+ndeath; j++){    double ***mobaverage;
         if (j!=i) {    int theta;
           fprintf(ficres,"%1d%1d",i,j);    char digit[4];
           printf("%1d%1d",i,j);    char digitp[25];
           for(k=1; k<=ncovmodel;k++){  
             printf(" %.5e",delti[jk]);    char fileresprobmorprev[FILENAMELENGTH];
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;    if(popbased==1){
           }      if(mobilav!=0)
           printf("\n");        strcpy(digitp,"-populbased-mobilav-");
           fprintf(ficres,"\n");      else strcpy(digitp,"-populbased-nomobil-");
         }    }
       }    else 
      }      strcpy(digitp,"-stablbased-");
      
     k=1;    if (mobilav!=0) {
     fprintf(ficres,"# Covariance\n");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     printf("# Covariance\n");      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
     for(i=1;i<=npar;i++){        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       /*  if (k>nlstate) k=1;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       i1=(i-1)/(ncovmodel*nlstate)+1;      }
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    }
       printf("%s%d%d",alph[k],i1,tab[i]);*/  
       fprintf(ficres,"%3d",i);    strcpy(fileresprobmorprev,"prmorprev"); 
       printf("%3d",i);    sprintf(digit,"%-d",ij);
       for(j=1; j<=i;j++){    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         fprintf(ficres," %.5e",matcov[i][j]);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         printf(" %.5e",matcov[i][j]);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
       }    strcat(fileresprobmorprev,fileres);
       fprintf(ficres,"\n");    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("\n");      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       k++;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }    }
        printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       ungetc(c,ficpar);    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);
       fgets(line, MAXLINE, ficpar);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       puts(line);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fputs(line,ficparo);      fprintf(ficresprobmorprev," p.%-d SE",j);
     }      for(i=1; i<=nlstate;i++)
     ungetc(c,ficpar);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
      }  
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    fprintf(ficresprobmorprev,"\n");
        fprintf(ficgp,"\n# Routine varevsij");
     if (fage <= 2) {    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");
       bage = agemin;    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
       fage = agemax;  /*   } */
     }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
          for(j=1; j<=nlstate;j++)
 /*------------ gnuplot -------------*/        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 chdir(pathcd);    fprintf(ficresvij,"\n");
   if((ficgp=fopen("graph.plt","w"))==NULL) {  
     printf("Problem with file graph.gp");goto end;    xp=vector(1,npar);
   }    dnewm=matrix(1,nlstate,1,npar);
 #ifdef windows    doldm=matrix(1,nlstate,1,nlstate);
   fprintf(ficgp,"cd \"%s\" \n",pathc);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 #endif    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 m=pow(2,cptcoveff);  
      gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
  /* 1eme*/    gpp=vector(nlstate+1,nlstate+ndeath);
   for (cpt=1; cpt<= nlstate ; cpt ++) {    gmp=vector(nlstate+1,nlstate+ndeath);
    for (k1=1; k1<= m ; k1 ++) {    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
 #ifdef windows    if(estepm < stepm){
     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);      printf ("Problem %d lower than %d\n",estepm, stepm);
 #endif    }
 #ifdef unix    else  hstepm=estepm;   
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    /* For example we decided to compute the life expectancy with the smallest unit */
 #endif    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
 for (i=1; i<= nlstate ; i ++) {       nstepm is the number of stepm from age to agelin. 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       Look at hpijx to understand the reason of that which relies in memory size
   else fprintf(ficgp," \%%*lf (\%%*lf)");       and note for a fixed period like k years */
 }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);       survival function given by stepm (the optimization length). Unfortunately it
     for (i=1; i<= nlstate ; i ++) {       means that if the survival funtion is printed every two years of age and if
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   else fprintf(ficgp," \%%*lf (\%%*lf)");       results. So we changed our mind and took the option of the best precision.
 }    */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      for (i=1; i<= nlstate ; i ++) {    agelim = AGESUP;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   else fprintf(ficgp," \%%*lf (\%%*lf)");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 }        nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 #ifdef unix      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 fprintf(ficgp,"\nset ter gif small size 400,300");      gp=matrix(0,nhstepm,1,nlstate);
 #endif      gm=matrix(0,nhstepm,1,nlstate);
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
    }  
   }      for(theta=1; theta <=npar; theta++){
   /*2 eme*/        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   for (k1=1; k1<= m ; k1 ++) {        }
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;        if (popbased==1) {
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          if(mobilav ==0){
       for (j=1; j<= nlstate+1 ; j ++) {            for(i=1; i<=nlstate;i++)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              prlim[i][i]=probs[(int)age][i][ij];
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }else{ /* mobilav */ 
 }              for(i=1; i<=nlstate;i++)
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");              prlim[i][i]=mobaverage[(int)age][i][ij];
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          }
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);        }
       for (j=1; j<= nlstate+1 ; j ++) {    
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        for(j=1; j<= nlstate; j++){
         else fprintf(ficgp," \%%*lf (\%%*lf)");          for(h=0; h<=nhstepm; h++){
 }              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       fprintf(ficgp,"\" t\"\" w l 0,");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          }
       for (j=1; j<= nlstate+1 ; j ++) {        }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        /* This for computing probability of death (h=1 means
   else fprintf(ficgp," \%%*lf (\%%*lf)");           computed over hstepm matrices product = hstepm*stepm months) 
 }             as a weighted average of prlim.
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        */
       else fprintf(ficgp,"\" t\"\" w l 0,");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
   }        }    
          /* end probability of death */
   /*3eme*/  
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   for (k1=1; k1<= m ; k1 ++) {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     for (cpt=1; cpt<= nlstate ; cpt ++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       k=2+nlstate*(cpt-1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);   
       for (i=1; i< nlstate ; i ++) {        if (popbased==1) {
         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);          if(mobilav ==0){
       }            for(i=1; i<=nlstate;i++)
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              prlim[i][i]=probs[(int)age][i][ij];
     }          }else{ /* mobilav */ 
   }            for(i=1; i<=nlstate;i++)
                prlim[i][i]=mobaverage[(int)age][i][ij];
   /* CV preval stat */          }
   for (k1=1; k1<= m ; k1 ++) {        }
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;        for(j=1; j<= nlstate; 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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          for(h=0; h<=nhstepm; h++){
       for (i=1; i< nlstate ; i ++)            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
         fprintf(ficgp,"+$%d",k+i+1);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          }
              }
       l=3+(nlstate+ndeath)*cpt;        /* This for computing probability of death (h=1 means
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);           computed over hstepm matrices product = hstepm*stepm months) 
       for (i=1; i< nlstate ; i ++) {           as a weighted average of prlim.
         l=3+(nlstate+ndeath)*cpt;        */
         fprintf(ficgp,"+$%d",l+i+1);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
       }          for(i=1,gmp[j]=0.; i<= nlstate; i++)
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);             gmp[j] += prlim[i][i]*p3mat[i][j][1];
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        }    
     }        /* end probability of death */
   }    
         for(j=1; j<= nlstate; j++) /* vareij */
   /* proba elementaires */          for(h=0; h<=nhstepm; h++){
    for(i=1,jk=1; i <=nlstate; i++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     for(k=1; k <=(nlstate+ndeath); k++){          }
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
           /*fprintf(ficgp,"%s",alph[1]);*/        }
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);  
           jk++;      } /* End theta */
           fprintf(ficgp,"\n");  
         }      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++)
   for(jk=1; jk <=m; jk++) {            trgradg[h][j][theta]=gradg[h][theta][j];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);  
    i=1;      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
    for(k2=1; k2<=nlstate; k2++) {        for(theta=1; theta <=npar; theta++)
      k3=i;          trgradgp[j][theta]=gradgp[theta][j];
      for(k=1; k<=(nlstate+ndeath); k++) {    
        if (k != k2){  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 ij=1;      for(i=1;i<=nlstate;i++)
         for(j=3; j <=ncovmodel; j++) {        for(j=1;j<=nlstate;j++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          vareij[i][j][(int)age] =0.;
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;      for(h=0;h<=nhstepm;h++){
           }        for(k=0;k<=nhstepm;k++){
           else          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
         }          for(i=1;i<=nlstate;i++)
           fprintf(ficgp,")/(1");            for(j=1;j<=nlstate;j++)
                      vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         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++){      /* pptj */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
             ij++;      for(j=nlstate+1;j<=nlstate+ndeath;j++)
           }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           else          varppt[j][i]=doldmp[j][i];
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      /* end ppptj */
           }      /*  x centered again */
           fprintf(ficgp,")");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
         }      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);   
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      if (popbased==1) {
         i=i+ncovmodel;        if(mobilav ==0){
        }          for(i=1; i<=nlstate;i++)
      }            prlim[i][i]=probs[(int)age][i][ij];
    }        }else{ /* mobilav */ 
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          for(i=1; i<=nlstate;i++)
   }            prlim[i][i]=mobaverage[(int)age][i][ij];
            }
   fclose(ficgp);      }
                   
 chdir(path);      /* This for computing probability of death (h=1 means
             computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     free_ivector(wav,1,imx);         as a weighted average of prlim.
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     free_ivector(num,1,n);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     free_vector(agedc,1,n);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      }    
     fclose(ficparo);      /* end probability of death */
     fclose(ficres);  
     /*  }*/      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
          for(j=nlstate+1; j<=(nlstate+ndeath);j++){
    /*________fin mle=1_________*/        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]);
          }
     /* No more information from the sample is required now */      } 
   /* Reads comments: lines beginning with '#' */      fprintf(ficresprobmorprev,"\n");
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);      fprintf(ficresvij,"%.0f ",age );
     fgets(line, MAXLINE, ficpar);      for(i=1; i<=nlstate;i++)
     puts(line);        for(j=1; j<=nlstate;j++){
     fputs(line,ficparo);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   }        }
   ungetc(c,ficpar);      fprintf(ficresvij,"\n");
        free_matrix(gp,0,nhstepm,1,nlstate);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_matrix(gm,0,nhstepm,1,nlstate);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 /*--------- index.htm --------*/      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
   strcpy(optionfilehtm,optionfile);    free_vector(gpp,nlstate+1,nlstate+ndeath);
   strcat(optionfilehtm,".htm");    free_vector(gmp,nlstate+1,nlstate+ndeath);
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     printf("Problem with %s \n",optionfilehtm);goto end;    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(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 Total number of observations=%d <br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 <hr  size=\"2\" color=\"#EC5E5E\">    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 <li>Outputs files<br><br>\n    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    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);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    /*  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);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>    free_vector(xp,1,npar);
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>    free_matrix(doldm,1,nlstate,1,nlstate);
 <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,fileres,fileres);    free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  fprintf(fichtm," <li>Graphs</li><p>");    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  m=cptcoveff;    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    fclose(ficresprobmorprev);
     fflush(ficgp);
  j1=0;    fflush(fichtm); 
  for(k1=1; k1<=m;k1++){  }  /* end varevsij */
    for(i1=1; i1<=ncodemax[k1];i1++){  
        j1++;  /************ Variance of prevlim ******************/
        if (cptcovn > 0) {  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");  {
          for (cpt=1; cpt<=cptcoveff;cpt++)    /* Variance of prevalence limit */
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    double **newm;
        }    double **dnewm,**doldm;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    int i, j, nhstepm, hstepm;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        int k, cptcode;
        for(cpt=1; cpt<nlstate;cpt++){    double *xp;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double *gp, *gm;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **gradg, **trgradg;
        }    double age,agelim;
     for(cpt=1; cpt<=nlstate;cpt++) {    int theta;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident     
 interval) in state (%d): v%s%d%d.gif <br>    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fprintf(ficresvpl,"# Age");
      }    for(i=1; i<=nlstate;i++)
      for(cpt=1; cpt<=nlstate;cpt++) {        fprintf(ficresvpl," %1d-%1d",i,i);
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    fprintf(ficresvpl,"\n");
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
      }    xp=vector(1,npar);
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    dnewm=matrix(1,nlstate,1,npar);
 health expectancies in states (1) and (2): e%s%d.gif<br>    doldm=matrix(1,nlstate,1,nlstate);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    
 fprintf(fichtm,"\n</body>");    hstepm=1*YEARM; /* Every year of age */
    }    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
  }    agelim = AGESUP;
 fclose(fichtm);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   /*--------------- Prevalence limit --------------*/      if (stepm >= YEARM) hstepm=1;
        nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   strcpy(filerespl,"pl");      gradg=matrix(1,npar,1,nlstate);
   strcat(filerespl,fileres);      gp=vector(1,nlstate);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      gm=vector(1,nlstate);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  
   }      for(theta=1; theta <=npar; theta++){
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        for(i=1; i<=npar; i++){ /* Computes gradient */
   fprintf(ficrespl,"#Prevalence limit\n");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   fprintf(ficrespl,"#Age ");        }
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   fprintf(ficrespl,"\n");        for(i=1;i<=nlstate;i++)
            gp[i] = prlim[i][i];
   prlim=matrix(1,nlstate,1,nlstate);      
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1; i<=npar; i++) /* Computes gradient */
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1;i<=nlstate;i++)
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          gm[i] = prlim[i][i];
   k=0;  
   agebase=agemin;        for(i=1;i<=nlstate;i++)
   agelim=agemax;          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   ftolpl=1.e-10;      } /* End theta */
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}      trgradg =matrix(1,nlstate,1,npar);
   
   for(cptcov=1;cptcov<=i1;cptcov++){      for(j=1; j<=nlstate;j++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(theta=1; theta <=npar; theta++)
         k=k+1;          trgradg[j][theta]=gradg[theta][j];
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");      for(i=1;i<=nlstate;i++)
         for(j=1;j<=cptcoveff;j++)        varpl[i][(int)age] =0.;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
         fprintf(ficrespl,"******\n");      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
              for(i=1;i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );      fprintf(ficresvpl,"%.0f ",age );
           for(i=1; i<=nlstate;i++)      for(i=1; i<=nlstate;i++)
           fprintf(ficrespl," %.5f", prlim[i][i]);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
           fprintf(ficrespl,"\n");      fprintf(ficresvpl,"\n");
         }      free_vector(gp,1,nlstate);
       }      free_vector(gm,1,nlstate);
     }      free_matrix(gradg,1,npar,1,nlstate);
   fclose(ficrespl);      free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   /*------------- h Pij x at various ages ------------*/  
      free_vector(xp,1,npar);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    free_matrix(doldm,1,nlstate,1,npar);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    free_matrix(dnewm,1,nlstate,1,nlstate);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }  }
   printf("Computing pij: result on file '%s' \n", filerespij);  
    /************ Variance of one-step probabilities  ******************/
   stepsize=(int) (stepm+YEARM-1)/YEARM;  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   /*if (stepm<=24) stepsize=2;*/  {
     int i, j=0,  i1, k1, l1, t, tj;
   agelim=AGESUP;    int k2, l2, j1,  z1;
   hstepm=stepsize*YEARM; /* Every year of age */    int k=0,l, cptcode;
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    int first=1, first1;
      double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   k=0;    double **dnewm,**doldm;
   for(cptcov=1;cptcov<=i1;cptcov++){    double *xp;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double *gp, *gm;
       k=k+1;    double **gradg, **trgradg;
         fprintf(ficrespij,"\n#****** ");    double **mu;
         for(j=1;j<=cptcoveff;j++)    double age,agelim, cov[NCOVMAX];
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
         fprintf(ficrespij,"******\n");    int theta;
            char fileresprob[FILENAMELENGTH];
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    char fileresprobcov[FILENAMELENGTH];
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    char fileresprobcor[FILENAMELENGTH];
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double ***varpij;
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      strcpy(fileresprob,"prob"); 
           fprintf(ficrespij,"# Age");    strcat(fileresprob,fileres);
           for(i=1; i<=nlstate;i++)    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
             for(j=1; j<=nlstate+ndeath;j++)      printf("Problem with resultfile: %s\n", fileresprob);
               fprintf(ficrespij," %1d-%1d",i,j);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
           fprintf(ficrespij,"\n");    }
           for (h=0; h<=nhstepm; h++){    strcpy(fileresprobcov,"probcov"); 
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    strcat(fileresprobcov,fileres);
             for(i=1; i<=nlstate;i++)    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
               for(j=1; j<=nlstate+ndeath;j++)      printf("Problem with resultfile: %s\n", fileresprobcov);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
             fprintf(ficrespij,"\n");    }
           }    strcpy(fileresprobcor,"probcor"); 
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcat(fileresprobcor,fileres);
           fprintf(ficrespij,"\n");    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);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   fclose(ficrespij);    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);
   /*---------- Forecasting ------------------*/    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
   strcpy(fileresf,"f");    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   strcat(fileresf,fileres);    fprintf(ficresprob,"# Age");
   if((ficresf=fopen(fileresf,"w"))==NULL) {    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;    fprintf(ficresprobcov,"# Age");
   }    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   printf("Computing forecasting: result on file '%s' \n", fileresf);    fprintf(ficresprobcov,"# Age");
   
  if ((nbocc(strfprevfore,'/')==1) && (nbocc(strlprevfore,'/')==1)){  
      boolprev=0;    for(i=1; i<=nlstate;i++)
      cutv(stra,strb,strfprevfore,'/');      for(j=1; j<=(nlstate+ndeath);j++){
      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
      cutv(stra,strb,strlprevfore,'/');        fprintf(ficresprobcov," p%1d-%1d ",i,j);
      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);        fprintf(ficresprobcor," p%1d-%1d ",i,j);
    }      }  
       /* fprintf(ficresprob,"\n");
    else if ((nbocc(strfprevfore,'/')==0) &&(nbocc(strlprevfore,'/')==0)){    fprintf(ficresprobcov,"\n");
      boolprev=1;    fprintf(ficresprobcor,"\n");
      fprev=atoi(strfprevfore); lprev=atoi(strlprevfore);   */
    }   xp=vector(1,npar);
     else {    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       printf("Error in statement lprevalence or fprevalence\n");    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
       goto end;    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;
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore,mint,anint,boolprev,dateprev1,dateprev2);    fprintf(ficgp,"\n# Routine varprob");
      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   free_matrix(mint,1,maxwav,1,n);    fprintf(fichtm,"\n");
   free_matrix(anint,1,maxwav,1,n);  
   free_matrix(agev,1,maxwav,1,imx);    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
   /* Mobile average */    fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    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.\
   if (mobilav==1) {   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    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. \
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
       for (i=1; i<=nlstate;i++)  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  standard deviations wide on each axis. <br>\
           mobaverage[(int)agedeb][i][cptcod]=0.;   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>\
     for (agedeb=bage+4; agedeb<=fage; agedeb++){  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
       for (i=1; i<=nlstate;i++){  
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    cov[1]=1;
           for (cpt=0;cpt<=4;cpt++){    tj=cptcoveff;
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
           }    j1=0;
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    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]]);
   stepsize=(int) (stepm+YEARM-1)/YEARM;          fprintf(ficresprob, "**********\n#\n");
   if (stepm<=12) stepsize=1;          fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   agelim=AGESUP;          fprintf(ficresprobcov, "**********\n#\n");
   hstepm=stepsize*YEARM; /* Every year of age */          
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */          fprintf(ficgp, "\n#********** Variable "); 
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if (popforecast==1) {          fprintf(ficgp, "**********\n#\n");
     if((ficpop=fopen(popfile,"r"))==NULL)    {          
       printf("Problem with population file : %s\n",popfile);goto end;          
     }          fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
     popage=ivector(0,AGESUP);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     popeffectif=vector(0,AGESUP);          fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     popcount=vector(0,AGESUP);          
           fprintf(ficresprobcor, "\n#********** Variable ");    
     i=1;            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          fprintf(ficresprobcor, "**********\n#");    
       {        }
         i=i+1;        
       }        for (age=bage; age<=fage; age ++){ 
     imx=i;          cov[2]=age;
            for (k=1; k<=cptcovn;k++) {
   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];            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(cptcov=1;cptcov<=i1;cptcov++){          for (k=1; k<=cptcovprod;k++)
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       k=k+1;          
       fprintf(ficresf,"\n#****** ");          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
       for(j=1;j<=cptcoveff;j++) {          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          gp=vector(1,(nlstate)*(nlstate+ndeath));
       }          gm=vector(1,(nlstate)*(nlstate+ndeath));
       fprintf(ficresf,"******\n");      
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");          for(theta=1; theta <=npar; theta++){
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);            for(i=1; i<=npar; i++)
       if (popforecast==1)  fprintf(ficresf," [Population]");              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
       for (agedeb=fage; agedeb>=bage; agedeb--){            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);            
        if (mobilav==1) {            k=0;
         for(j=1; j<=nlstate;j++)            for(i=1; i<= (nlstate); i++){
           fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);              for(j=1; j<=(nlstate+ndeath);j++){
         }                k=k+1;
         else {                gp[k]=pmmij[i][j];
           for(j=1; j<=nlstate;j++)              }
           fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);            }
         }              
             for(i=1; i<=npar; i++)
        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);      
       }            pmij(pmmij,cov,ncovmodel,xp,nlstate);
                  k=0;
       for (cpt=1; cpt<=nforecast;cpt++) {            for(i=1; i<=(nlstate); i++){
         fprintf(ficresf,"\n");              for(j=1; j<=(nlstate+ndeath);j++){
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */                k=k+1;
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);                gm[k]=pmmij[i][j];
         nhstepm = nhstepm/hstepm;              }
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/            }
        
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
         oldm=oldms;savm=savms;              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            }
                  
         for (h=0; h<=nhstepm; h++){          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
                    for(theta=1; theta <=npar; theta++)
          if (h*hstepm/YEARM*stepm==cpt)              trgradg[j][theta]=gradg[theta][j];
             fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);          
                    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);
          for(j=1; j<=nlstate+ndeath;j++) {          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
            kk1=0.;kk2=0;          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
            for(i=1; i<=nlstate;i++) {                  free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
              if (mobilav==1)          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];  
              else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];          pmij(pmmij,cov,ncovmodel,x,nlstate);
              if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];          
             }          k=0;
            if (h*hstepm/YEARM*stepm==cpt) {          for(i=1; i<=(nlstate); i++){
              fprintf(ficresf," %.3f", kk1);            for(j=1; j<=(nlstate+ndeath);j++){
                if (popforecast==1) fprintf(ficresf," [%.f]", kk2);              k=k+1;
            }              mu[k][(int) age]=pmmij[i][j];
           }            }
         }          }
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          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++){
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   if (popforecast==1) {            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     free_ivector(popage,0,AGESUP);            }*/
     free_vector(popeffectif,0,AGESUP);  
     free_vector(popcount,0,AGESUP);          fprintf(ficresprob,"\n%d ",(int)age);
   }          fprintf(ficresprobcov,"\n%d ",(int)age);
   free_imatrix(s,1,maxwav+1,1,n);          fprintf(ficresprobcor,"\n%d ",(int)age);
   free_vector(weight,1,n);  
   fclose(ficresf);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   /*---------- Health expectancies and variances ------------*/            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   strcpy(filerest,"t");            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   strcat(filerest,fileres);            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   if((ficrest=fopen(filerest,"w"))==NULL) {          }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          i=0;
   }          for (k=1; k<=(nlstate);k++){
   printf("Computing Total LEs with variances: file '%s' \n", filerest);            for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
   strcpy(filerese,"e");              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   strcat(filerese,fileres);              for (j=1; j<=i;j++){
   if((ficreseij=fopen(filerese,"w"))==NULL) {                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
   }              }
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);            }
           }/* end of loop for state */
  strcpy(fileresv,"v");        } /* end of loop for age */
   strcat(fileresv,fileres);  
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        /* Confidence intervalle of pij  */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        /*
   }          fprintf(ficgp,"\nset noparametric;unset label");
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          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");
   k=0;          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);
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       k=k+1;          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
       fprintf(ficrest,"\n#****** ");        */
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
       fprintf(ficrest,"******\n");        first1=1;
         for (k2=1; k2<=(nlstate);k2++){
       fprintf(ficreseij,"\n#****** ");          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
       for(j=1;j<=cptcoveff;j++)            if(l2==k2) continue;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);            j=(k2-1)*(nlstate+ndeath)+l2;
       fprintf(ficreseij,"******\n");            for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
       fprintf(ficresvij,"\n#****** ");                if(l1==k1) continue;
       for(j=1;j<=cptcoveff;j++)                i=(k1-1)*(nlstate+ndeath)+l1;
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);                if(i<=j) continue;
       fprintf(ficresvij,"******\n");                for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
       oldm=oldms;savm=savms;                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                      cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                    mu1=mu[i][(int) age]/stepm*YEARM ;
       oldm=oldms;savm=savms;                    mu2=mu[j][(int) age]/stepm*YEARM;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                    c12=cv12/sqrt(v1*v2);
                          /* Computing eigen value of matrix of covariance */
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       fprintf(ficrest,"\n");                    /* Eigen vectors */
                            v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
       hf=1;                    /*v21=sqrt(1.-v11*v11); *//* error */
       if (stepm >= YEARM) hf=stepm/YEARM;                    v21=(lc1-v1)/cv12*v11;
       epj=vector(1,nlstate+1);                    v12=-v21;
       for(age=bage; age <=fage ;age++){                    v22=v11;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                    tnalp=v21/v11;
         if (popbased==1) {                    if(first1==1){
           for(i=1; i<=nlstate;i++)                      first1=0;
             prlim[i][i]=probs[(int)age][i][k];                      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);
         fprintf(ficrest," %.0f",age);                    /*printf(fignu*/
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                    if(first==1){
           }                      first=0;
           epj[nlstate+1] +=epj[j];                      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);
         for(i=1, vepp=0.;i <=nlstate;i++)                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           for(j=1;j <=nlstate;j++)                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
             vepp += vareij[i][j][(int)age];   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
         for(j=1;j <=nlstate;j++){                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));                              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(ficrest,"\n");                      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{
  fclose(ficreseij);                      first=0;
  fclose(ficresvij);                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
   fclose(ficrest);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   fclose(ficpar);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   free_vector(epj,1,nlstate+1);                      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",\
   /*  scanf("%d ",i); */                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   /*------- Variance limit prevalence------*/                      }/* if first */
                   } /* age mod 5 */
 strcpy(fileresvpl,"vpl");                } /* end loop age */
   strcat(fileresvpl,fileres);                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                first=1;
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);              } /*l12 */
     exit(0);            } /* k12 */
   }          } /*l1 */
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        }/* k1 */
       } /* loop covariates */
  k=0;    }
  for(cptcov=1;cptcov<=i1;cptcov++){    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
      k=k+1;    free_vector(xp,1,npar);
      fprintf(ficresvpl,"\n#****** ");    fclose(ficresprob);
      for(j=1;j<=cptcoveff;j++)    fclose(ficresprobcov);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fclose(ficresprobcor);
      fprintf(ficresvpl,"******\n");    fflush(ficgp);
          fflush(fichtmcov);
      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);  
    }  /******************* Printing html file ***********/
  }  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
   fclose(ficresvpl);                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
   /*---------- End : free ----------------*/                    double jprev1, double mprev1,double anprev1, \
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);                    double jprev2, double mprev2,double anprev2){
      int jj1, k1, i1, cpt;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
     - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
               jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);     fprintf(fichtm,"\
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);   - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);     fprintf(fichtm,"\
     - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
   free_matrix(matcov,1,npar,1,npar);             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
   free_vector(delti,1,npar);     fprintf(fichtm,"\
     - Life expectancies by age and initial health status (estepm=%2d months): \
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);     <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   printf("End of Imach\n");  
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
    
   /* 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);*/   m=cptcoveff;
   /*printf("Total time was %d uSec.\n", total_usecs);*/   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   /*------ End -----------*/  
    jj1=0;
    for(k1=1; k1<=m;k1++){
  end:     for(i1=1; i1<=ncodemax[k1];i1++){
 #ifdef windows       jj1++;
  chdir(pathcd);       if (cptcovn > 0) {
 #endif         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
           for (cpt=1; cpt<=cptcoveff;cpt++) 
  system("..\\gp37mgw\\wgnuplot graph.plt");           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 #ifdef windows       }
   while (z[0] != 'q') {       /* Pij */
     chdir(pathcd);       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> \
     printf("\nType e to edit output files, c to start again, and q for exiting: ");  <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
     scanf("%s",z);       /* Quasi-incidences */
     if (z[0] == 'c') system("./imach");       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
     else if (z[0] == 'e') {   before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
       chdir(path);  <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
       system(optionfilehtm);         /* Stable prevalence in each health state */
     }         for(cpt=1; cpt<nlstate;cpt++){
     else if (z[0] == 'q') exit(0);           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);
 #endif         }
 }       for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           printf("%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficres,"%1d%1d ",i,k);
           for(j=1; j <=ncovmodel; j++){
             printf("%f ",p[jk]);
             fprintf(ficlog,"%f ",p[jk]);
             fprintf(ficres,"%f ",p[jk]);
             jk++; 
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     /*  fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);*/
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     for(i=1;i<=AGESUP;i++)
       for(j=1;j<=NCOVMAX;j++)
         for(k=1;k<=NCOVMAX;k++)
           probs[i][j][k]=0.;
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.18  
changed lines
  Added in v.1.97


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