Diff for /imach/src/imach.c between versions 1.15 and 1.73

version 1.15, 2002/02/20 17:08:52 version 1.73, 2003/04/08 14:06:50
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************             Interpolated Markov Chain
   This program computes Healthy Life Expectancies from cross-longitudinal  
   data. Cross-longitudinal consist in a first survey ("cross") where    Short summary of the programme:
   individuals from different ages are interviewed on their health status    
   or degree of  disability. At least a second wave of interviews    This program computes Healthy Life Expectancies from
   ("longitudinal") should  measure each new individual health status.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   Health expectancies are computed from the transistions observed between    first survey ("cross") where individuals from different ages are
   waves and are computed for each degree of severity of disability (number    interviewed on their health status or degree of disability (in the
   of life states). More degrees you consider, more time is necessary to    case of a health survey which is our main interest) -2- at least a
   reach the Maximum Likelihood of the parameters involved in the model.    second wave of interviews ("longitudinal") which measure each change
   The simplest model is the multinomial logistic model where pij is    (if any) in individual health status.  Health expectancies are
   the probabibility to be observed in state j at the second wave conditional    computed from the time spent in each health state according to a
   to be observed in state i at the first wave. Therefore the model is:    model. More health states you consider, more time is necessary to reach the
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Maximum Likelihood of the parameters involved in the model.  The
   is a covariate. If you want to have a more complex model than "constant and    simplest model is the multinomial logistic model where pij is the
   age", you should modify the program where the markup    probability to be observed in state j at the second wave
     *Covariates have to be included here again* invites you to do it.    conditional to be observed in state i at the first wave. Therefore
   More covariates you add, less is the speed of the convergence.    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
   The advantage that this computer programme claims, comes from that if the    complex model than "constant and age", you should modify the program
   delay between waves is not identical for each individual, or if some    where the markup *Covariates have to be included here again* invites
   individual missed an interview, the information is not rounded or lost, but    you to do it.  More covariates you add, slower the
   taken into account using an interpolation or extrapolation.    convergence.
   hPijx is the probability to be  
   observed in state i at age x+h conditional to the observed state i at age    The advantage of this computer programme, compared to a simple
   x. The delay 'h' can be split into an exact number (nh*stepm) of    multinomial logistic model, is clear when the delay between waves is not
   unobserved intermediate  states. This elementary transition (by month or    identical for each individual. Also, if a individual missed an
   quarter trimester, semester or year) is model as a multinomial logistic.    intermediate interview, the information is lost, but taken into
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    account using an interpolation or extrapolation.  
   and the contribution of each individual to the likelihood is simply hPijx.  
     hPijx is the probability to be observed in state i at age x+h
   Also this programme outputs the covariance matrix of the parameters but also    conditional to the observed state i at age x. The delay 'h' can be
   of the life expectancies. It also computes the prevalence limits.    split into an exact number (nh*stepm) of unobserved intermediate
      states. This elementary transition (by month, quarter,
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    semester or year) is modelled as a multinomial logistic.  The hPx
            Institut national d'études démographiques, Paris.    matrix is simply the matrix product of nh*stepm elementary matrices
   This software have been partly granted by Euro-REVES, a concerted action    and the contribution of each individual to the likelihood is simply
   from the European Union.    hPijx.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Also this programme outputs the covariance matrix of the parameters but also
   can be accessed at http://euroreves.ined.fr/imach .    of the life expectancies. It also computes the stable prevalence. 
   **********************************************************************/    
      Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #include <math.h>             Institut national d'études démographiques, Paris.
 #include <stdio.h>    This software have been partly granted by Euro-REVES, a concerted action
 #include <stdlib.h>    from the European Union.
 #include <unistd.h>    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define MAXLINE 256    can be accessed at http://euroreves.ined.fr/imach .
 #define FILENAMELENGTH 80    **********************************************************************/
 /*#define DEBUG*/   
 #define windows  #include <math.h>
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */  #include <stdio.h>
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  #include <stdlib.h>
   #include <unistd.h>
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
 #define NINTERVMAX 8  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  #define FILENAMELENGTH 80
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  /*#define DEBUG*/
 #define NCOVMAX 8 /* Maximum number of covariates */  #define windows
 #define MAXN 20000  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define YEARM 12. /* Number of months per year */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define AGESUP 130  
 #define AGEBASE 40  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 int nvar;  #define NINTERVMAX 8
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 int npar=NPARMAX;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 int nlstate=2; /* Number of live states */  #define NCOVMAX 8 /* Maximum number of covariates */
 int ndeath=1; /* Number of dead states */  #define MAXN 20000
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  #define YEARM 12. /* Number of months per year */
 int popbased=0;  #define AGESUP 130
   #define AGEBASE 40
 int *wav; /* Number of waves for this individuual 0 is possible */  #ifdef windows
 int maxwav; /* Maxim number of waves */  #define DIRSEPARATOR '\\'
 int jmin, jmax; /* min, max spacing between 2 waves */  #define ODIRSEPARATOR '/'
 int mle, weightopt;  #else
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  #define DIRSEPARATOR '/'
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  #define ODIRSEPARATOR '\\'
 double jmean; /* Mean space between 2 waves */  #endif
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  char version[80]="Imach version 0.94, February 2003, INED-EUROREVES ";
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;  int erreur; /* Error number */
 FILE *ficgp, *fichtm,*ficresprob;  int nvar;
 FILE *ficreseij;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   char filerese[FILENAMELENGTH];  int npar=NPARMAX;
  FILE  *ficresvij;  int nlstate=2; /* Number of live states */
   char fileresv[FILENAMELENGTH];  int ndeath=1; /* Number of dead states */
  FILE  *ficresvpl;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   char fileresvpl[FILENAMELENGTH];  int popbased=0;
   
 #define NR_END 1  int *wav; /* Number of waves for this individuual 0 is possible */
 #define FREE_ARG char*  int maxwav; /* Maxim number of waves */
 #define FTOL 1.0e-10  int jmin, jmax; /* min, max spacing between 2 waves */
   int mle, weightopt;
 #define NRANSI  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 #define ITMAX 200  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 #define TOL 2.0e-4             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
 #define CGOLD 0.3819660  double **oldm, **newm, **savm; /* Working pointers to matrices */
 #define ZEPS 1.0e-10  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog;
 #define GOLD 1.618034  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 #define GLIMIT 100.0  FILE *ficresprobmorprev;
 #define TINY 1.0e-20  FILE *fichtm; /* Html File */
   FILE *ficreseij;
 static double maxarg1,maxarg2;  char filerese[FILENAMELENGTH];
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  FILE  *ficresvij;
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  char fileresv[FILENAMELENGTH];
    FILE  *ficresvpl;
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  char fileresvpl[FILENAMELENGTH];
 #define rint(a) floor(a+0.5)  char title[MAXLINE];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 static double sqrarg;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 int imx;  char filerest[FILENAMELENGTH];
 int stepm;  char fileregp[FILENAMELENGTH];
 /* Stepm, step in month: minimum step interpolation*/  char popfile[FILENAMELENGTH];
   
 int m,nb;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define NR_END 1
 double **pmmij, ***probs, ***mobaverage;  #define FREE_ARG char*
   #define FTOL 1.0e-10
 double *weight;  
 int **s; /* Status */  #define NRANSI 
 double *agedc, **covar, idx;  #define ITMAX 200 
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  
   #define TOL 2.0e-4 
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  
 double ftolhess; /* Tolerance for computing hessian */  #define CGOLD 0.3819660 
   #define ZEPS 1.0e-10 
 /**************** split *************************/  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 static  int split( char *path, char *dirc, char *name )  
 {  #define GOLD 1.618034 
    char *s;                             /* pointer */  #define GLIMIT 100.0 
    int  l1, l2;                         /* length counters */  #define TINY 1.0e-20 
   
    l1 = strlen( path );                 /* length of path */  static double maxarg1,maxarg2;
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    s = strrchr( path, '\\' );           /* find last / */  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
    if ( s == NULL ) {                   /* no directory, so use current */    
 #if     defined(__bsd__)                /* get current working directory */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
       extern char       *getwd( );  #define rint(a) floor(a+0.5)
   
       if ( getwd( dirc ) == NULL ) {  static double sqrarg;
 #else  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
       extern char       *getcwd( );  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  int imx; 
 #endif  int stepm;
          return( GLOCK_ERROR_GETCWD );  /* Stepm, step in month: minimum step interpolation*/
       }  
       strcpy( name, path );             /* we've got it */  int estepm;
    } else {                             /* strip direcotry from path */  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  int m,nb;
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
       strcpy( name, s );                /* save file name */  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  double **pmmij, ***probs;
       dirc[l1-l2] = 0;                  /* add zero */  double dateintmean=0;
    }  
    l1 = strlen( dirc );                 /* length of directory */  double *weight;
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  int **s; /* Status */
    return( 0 );                         /* we're done */  double *agedc, **covar, idx;
 }  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   
   double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 /******************************************/  double ftolhess; /* Tolerance for computing hessian */
   
 void replace(char *s, char*t)  /**************** split *************************/
 {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   int i;  {
   int lg=20;    char  *ss;                            /* pointer */
   i=0;    int   l1, l2;                         /* length counters */
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {    l1 = strlen(path );                   /* length of path */
     (s[i] = t[i]);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     if (t[i]== '\\') s[i]='/';    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   }    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 int nbocc(char *s, char occ)  #if     defined(__bsd__)                /* get current working directory */
 {      extern char *getwd( );
   int i,j=0;  
   int lg=20;      if ( getwd( dirc ) == NULL ) {
   i=0;  #else
   lg=strlen(s);      extern char *getcwd( );
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   }  #endif
   return j;        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 void cutv(char *u,char *v, char*t, char occ)    } else {                              /* strip direcotry from path */
 {      ss++;                               /* after this, the filename */
   int i,lg,j,p=0;      l2 = strlen( ss );                  /* length of filename */
   i=0;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   for(j=0; j<=strlen(t)-1; j++) {      strcpy( name, ss );         /* save file name */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   }      dirc[l1-l2] = 0;                    /* add zero */
     }
   lg=strlen(t);    l1 = strlen( dirc );                  /* length of directory */
   for(j=0; j<p; j++) {  #ifdef windows
     (u[j] = t[j]);    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   }  #else
      u[p]='\0';    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
    for(j=0; j<= lg; j++) {    ss = strrchr( name, '.' );            /* find last / */
     if (j>=(p+1))(v[j-p-1] = t[j]);    ss++;
   }    strcpy(ext,ss);                       /* save extension */
 }    l1= strlen( name);
     l2= strlen(ss)+1;
 /********************** nrerror ********************/    strncpy( finame, name, l1-l2);
     finame[l1-l2]= 0;
 void nrerror(char error_text[])    return( 0 );                          /* we're done */
 {  }
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  
   exit(1);  /******************************************/
 }  
 /*********************** vector *******************/  void replace(char *s, char*t)
 double *vector(int nl, int nh)  {
 {    int i;
   double *v;    int lg=20;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    i=0;
   if (!v) nrerror("allocation failure in vector");    lg=strlen(t);
   return v-nl+NR_END;    for(i=0; i<= lg; i++) {
 }      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
 /************************ free vector ******************/    }
 void free_vector(double*v, int nl, int nh)  }
 {  
   free((FREE_ARG)(v+nl-NR_END));  int nbocc(char *s, char occ)
 }  {
     int i,j=0;
 /************************ivector *******************************/    int lg=20;
 int *ivector(long nl,long nh)    i=0;
 {    lg=strlen(s);
   int *v;    for(i=0; i<= lg; i++) {
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    if  (s[i] == occ ) j++;
   if (!v) nrerror("allocation failure in ivector");    }
   return v-nl+NR_END;    return j;
 }  }
   
 /******************free ivector **************************/  void cutv(char *u,char *v, char*t, char occ)
 void free_ivector(int *v, long nl, long nh)  {
 {    /* cuts string t into u and v where u is ended by char occ excluding it
   free((FREE_ARG)(v+nl-NR_END));       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 }       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
 /******************* imatrix *******************************/    i=0;
 int **imatrix(long nrl, long nrh, long ncl, long nch)    for(j=0; j<=strlen(t)-1; j++) {
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 {    }
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;    lg=strlen(t);
      for(j=0; j<p; j++) {
   /* allocate pointers to rows */      (u[j] = t[j]);
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    }
   if (!m) nrerror("allocation failure 1 in matrix()");       u[p]='\0';
   m += NR_END;  
   m -= nrl;     for(j=0; j<= lg; j++) {
        if (j>=(p+1))(v[j-p-1] = t[j]);
      }
   /* allocate rows and set pointers to them */  }
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /********************** nrerror ********************/
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  void nrerror(char error_text[])
    {
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    fprintf(stderr,"ERREUR ...\n");
      fprintf(stderr,"%s\n",error_text);
   /* return pointer to array of pointers to rows */    exit(EXIT_FAILURE);
   return m;  }
 }  /*********************** vector *******************/
   double *vector(int nl, int nh)
 /****************** free_imatrix *************************/  {
 void free_imatrix(m,nrl,nrh,ncl,nch)    double *v;
       int **m;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       long nch,ncl,nrh,nrl;    if (!v) nrerror("allocation failure in vector");
      /* free an int matrix allocated by imatrix() */    return v-nl+NR_END;
 {  }
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  /************************ free vector ******************/
 }  void free_vector(double*v, int nl, int nh)
   {
 /******************* matrix *******************************/    free((FREE_ARG)(v+nl-NR_END));
 double **matrix(long nrl, long nrh, long ncl, long nch)  }
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  /************************ivector *******************************/
   double **m;  int *ivector(long nl,long nh)
   {
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    int *v;
   if (!m) nrerror("allocation failure 1 in matrix()");    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   m += NR_END;    if (!v) nrerror("allocation failure in ivector");
   m -= nrl;    return v-nl+NR_END;
   }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /******************free ivector **************************/
   m[nrl] += NR_END;  void free_ivector(int *v, long nl, long nh)
   m[nrl] -= ncl;  {
     free((FREE_ARG)(v+nl-NR_END));
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  }
   return m;  
 }  /******************* imatrix *******************************/
   int **imatrix(long nrl, long nrh, long ncl, long nch) 
 /*************************free matrix ************************/       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  { 
 {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int **m; 
   free((FREE_ARG)(m+nrl-NR_END));    
 }    /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 /******************* ma3x *******************************/    if (!m) nrerror("allocation failure 1 in matrix()"); 
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    m += NR_END; 
 {    m -= nrl; 
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    
   double ***m;    
     /* allocate rows and set pointers to them */ 
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   if (!m) nrerror("allocation failure 1 in matrix()");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   m += NR_END;    m[nrl] += NR_END; 
   m -= nrl;    m[nrl] -= ncl; 
     
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    
   m[nrl] += NR_END;    /* return pointer to array of pointers to rows */ 
   m[nrl] -= ncl;    return m; 
   } 
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   /****************** free_imatrix *************************/
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  void free_imatrix(m,nrl,nrh,ncl,nch)
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");        int **m;
   m[nrl][ncl] += NR_END;        long nch,ncl,nrh,nrl; 
   m[nrl][ncl] -= nll;       /* free an int matrix allocated by imatrix() */ 
   for (j=ncl+1; j<=nch; j++)  { 
     m[nrl][j]=m[nrl][j-1]+nlay;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
      free((FREE_ARG) (m+nrl-NR_END)); 
   for (i=nrl+1; i<=nrh; i++) {  } 
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  /******************* matrix *******************************/
       m[i][j]=m[i][j-1]+nlay;  double **matrix(long nrl, long nrh, long ncl, long nch)
   }  {
   return m;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 }    double **m;
   
 /*************************free ma3x ************************/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    if (!m) nrerror("allocation failure 1 in matrix()");
 {    m += NR_END;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    m -= nrl;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
 /***************** f1dim *************************/    m[nrl] -= ncl;
 extern int ncom;  
 extern double *pcom,*xicom;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 extern double (*nrfunc)(double []);    return m;
    }
 double f1dim(double x)  
 {  /*************************free matrix ************************/
   int j;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   double f;  {
   double *xt;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
      free((FREE_ARG)(m+nrl-NR_END));
   xt=vector(1,ncom);  }
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  
   f=(*nrfunc)(xt);  /******************* ma3x *******************************/
   free_vector(xt,1,ncom);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   return f;  {
 }    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     double ***m;
 /*****************brent *************************/  
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 {    if (!m) nrerror("allocation failure 1 in matrix()");
   int iter;    m += NR_END;
   double a,b,d,etemp;    m -= nrl;
   double fu,fv,fw,fx;  
   double ftemp;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double p,q,r,tol1,tol2,u,v,w,x,xm;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double e=0.0;    m[nrl] += NR_END;
      m[nrl] -= ncl;
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   x=w=v=bx;  
   fw=fv=fx=(*f)(x);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   for (iter=1;iter<=ITMAX;iter++) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     xm=0.5*(a+b);    m[nrl][ncl] += NR_END;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    m[nrl][ncl] -= nll;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    for (j=ncl+1; j<=nch; j++) 
     printf(".");fflush(stdout);      m[nrl][j]=m[nrl][j-1]+nlay;
 #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);    for (i=nrl+1; i<=nrh; i++) {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 #endif      for (j=ncl+1; j<=nch; j++) 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){        m[i][j]=m[i][j-1]+nlay;
       *xmin=x;    }
       return fx;    return m;
     }  }
     ftemp=fu;  
     if (fabs(e) > tol1) {  /*************************free ma3x ************************/
       r=(x-w)*(fx-fv);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       q=(x-v)*(fx-fw);  {
       p=(x-v)*q-(x-w)*r;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       q=2.0*(q-r);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       if (q > 0.0) p = -p;    free((FREE_ARG)(m+nrl-NR_END));
       q=fabs(q);  }
       etemp=e;  
       e=d;  /***************** f1dim *************************/
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  extern int ncom; 
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  extern double *pcom,*xicom;
       else {  extern double (*nrfunc)(double []); 
         d=p/q;   
         u=x+d;  double f1dim(double x) 
         if (u-a < tol2 || b-u < tol2)  { 
           d=SIGN(tol1,xm-x);    int j; 
       }    double f;
     } else {    double *xt; 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));   
     }    xt=vector(1,ncom); 
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     fu=(*f)(u);    f=(*nrfunc)(xt); 
     if (fu <= fx) {    free_vector(xt,1,ncom); 
       if (u >= x) a=x; else b=x;    return f; 
       SHFT(v,w,x,u)  } 
         SHFT(fv,fw,fx,fu)  
         } else {  /*****************brent *************************/
           if (u < x) a=u; else b=u;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
           if (fu <= fw || w == x) {  { 
             v=w;    int iter; 
             w=u;    double a,b,d,etemp;
             fv=fw;    double fu,fv,fw,fx;
             fw=fu;    double ftemp;
           } else if (fu <= fv || v == x || v == w) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
             v=u;    double e=0.0; 
             fv=fu;   
           }    a=(ax < cx ? ax : cx); 
         }    b=(ax > cx ? ax : cx); 
   }    x=w=v=bx; 
   nrerror("Too many iterations in brent");    fw=fv=fx=(*f)(x); 
   *xmin=x;    for (iter=1;iter<=ITMAX;iter++) { 
   return fx;      xm=0.5*(a+b); 
 }      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 /****************** mnbrak ***********************/      printf(".");fflush(stdout);
       fprintf(ficlog,".");fflush(ficlog);
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  #ifdef DEBUG
             double (*func)(double))      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 {      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   double ulim,u,r,q, dum;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   double fu;  #endif
        if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   *fa=(*func)(*ax);        *xmin=x; 
   *fb=(*func)(*bx);        return fx; 
   if (*fb > *fa) {      } 
     SHFT(dum,*ax,*bx,dum)      ftemp=fu;
       SHFT(dum,*fb,*fa,dum)      if (fabs(e) > tol1) { 
       }        r=(x-w)*(fx-fv); 
   *cx=(*bx)+GOLD*(*bx-*ax);        q=(x-v)*(fx-fw); 
   *fc=(*func)(*cx);        p=(x-v)*q-(x-w)*r; 
   while (*fb > *fc) {        q=2.0*(q-r); 
     r=(*bx-*ax)*(*fb-*fc);        if (q > 0.0) p = -p; 
     q=(*bx-*cx)*(*fb-*fa);        q=fabs(q); 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/        etemp=e; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));        e=d; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     if ((*bx-u)*(u-*cx) > 0.0) {          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       fu=(*func)(u);        else { 
     } else if ((*cx-u)*(u-ulim) > 0.0) {          d=p/q; 
       fu=(*func)(u);          u=x+d; 
       if (fu < *fc) {          if (u-a < tol2 || b-u < tol2) 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))            d=SIGN(tol1,xm-x); 
           SHFT(*fb,*fc,fu,(*func)(u))        } 
           }      } else { 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       u=ulim;      } 
       fu=(*func)(u);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     } else {      fu=(*f)(u); 
       u=(*cx)+GOLD*(*cx-*bx);      if (fu <= fx) { 
       fu=(*func)(u);        if (u >= x) a=x; else b=x; 
     }        SHFT(v,w,x,u) 
     SHFT(*ax,*bx,*cx,u)          SHFT(fv,fw,fx,fu) 
       SHFT(*fa,*fb,*fc,fu)          } else { 
       }            if (u < x) a=u; else b=u; 
 }            if (fu <= fw || w == x) { 
               v=w; 
 /*************** linmin ************************/              w=u; 
               fv=fw; 
 int ncom;              fw=fu; 
 double *pcom,*xicom;            } else if (fu <= fv || v == x || v == w) { 
 double (*nrfunc)(double []);              v=u; 
                fv=fu; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))            } 
 {          } 
   double brent(double ax, double bx, double cx,    } 
                double (*f)(double), double tol, double *xmin);    nrerror("Too many iterations in brent"); 
   double f1dim(double x);    *xmin=x; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    return fx; 
               double *fc, double (*func)(double));  } 
   int j;  
   double xx,xmin,bx,ax;  /****************** mnbrak ***********************/
   double fx,fb,fa;  
    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   ncom=n;              double (*func)(double)) 
   pcom=vector(1,n);  { 
   xicom=vector(1,n);    double ulim,u,r,q, dum;
   nrfunc=func;    double fu; 
   for (j=1;j<=n;j++) {   
     pcom[j]=p[j];    *fa=(*func)(*ax); 
     xicom[j]=xi[j];    *fb=(*func)(*bx); 
   }    if (*fb > *fa) { 
   ax=0.0;      SHFT(dum,*ax,*bx,dum) 
   xx=1.0;        SHFT(dum,*fb,*fa,dum) 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);        } 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    *cx=(*bx)+GOLD*(*bx-*ax); 
 #ifdef DEBUG    *fc=(*func)(*cx); 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    while (*fb > *fc) { 
 #endif      r=(*bx-*ax)*(*fb-*fc); 
   for (j=1;j<=n;j++) {      q=(*bx-*cx)*(*fb-*fa); 
     xi[j] *= xmin;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     p[j] += xi[j];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   free_vector(xicom,1,n);      if ((*bx-u)*(u-*cx) > 0.0) { 
   free_vector(pcom,1,n);        fu=(*func)(u); 
 }      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
 /*************** powell ************************/        if (fu < *fc) { 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             double (*func)(double []))            SHFT(*fb,*fc,fu,(*func)(u)) 
 {            } 
   void linmin(double p[], double xi[], int n, double *fret,      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
               double (*func)(double []));        u=ulim; 
   int i,ibig,j;        fu=(*func)(u); 
   double del,t,*pt,*ptt,*xit;      } else { 
   double fp,fptt;        u=(*cx)+GOLD*(*cx-*bx); 
   double *xits;        fu=(*func)(u); 
   pt=vector(1,n);      } 
   ptt=vector(1,n);      SHFT(*ax,*bx,*cx,u) 
   xit=vector(1,n);        SHFT(*fa,*fb,*fc,fu) 
   xits=vector(1,n);        } 
   *fret=(*func)(p);  } 
   for (j=1;j<=n;j++) pt[j]=p[j];  
   for (*iter=1;;++(*iter)) {  /*************** linmin ************************/
     fp=(*fret);  
     ibig=0;  int ncom; 
     del=0.0;  double *pcom,*xicom;
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  double (*nrfunc)(double []); 
     for (i=1;i<=n;i++)   
       printf(" %d %.12f",i, p[i]);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     printf("\n");  { 
     for (i=1;i<=n;i++) {    double brent(double ax, double bx, double cx, 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];                 double (*f)(double), double tol, double *xmin); 
       fptt=(*fret);    double f1dim(double x); 
 #ifdef DEBUG    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       printf("fret=%lf \n",*fret);                double *fc, double (*func)(double)); 
 #endif    int j; 
       printf("%d",i);fflush(stdout);    double xx,xmin,bx,ax; 
       linmin(p,xit,n,fret,func);    double fx,fb,fa;
       if (fabs(fptt-(*fret)) > del) {   
         del=fabs(fptt-(*fret));    ncom=n; 
         ibig=i;    pcom=vector(1,n); 
       }    xicom=vector(1,n); 
 #ifdef DEBUG    nrfunc=func; 
       printf("%d %.12e",i,(*fret));    for (j=1;j<=n;j++) { 
       for (j=1;j<=n;j++) {      pcom[j]=p[j]; 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      xicom[j]=xi[j]; 
         printf(" x(%d)=%.12e",j,xit[j]);    } 
       }    ax=0.0; 
       for(j=1;j<=n;j++)    xx=1.0; 
         printf(" p=%.12e",p[j]);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       printf("\n");    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 #endif  #ifdef DEBUG
     }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 #ifdef DEBUG  #endif
       int k[2],l;    for (j=1;j<=n;j++) { 
       k[0]=1;      xi[j] *= xmin; 
       k[1]=-1;      p[j] += xi[j]; 
       printf("Max: %.12e",(*func)(p));    } 
       for (j=1;j<=n;j++)    free_vector(xicom,1,n); 
         printf(" %.12e",p[j]);    free_vector(pcom,1,n); 
       printf("\n");  } 
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {  /*************** powell ************************/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);              double (*func)(double [])) 
         }  { 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    void linmin(double p[], double xi[], int n, double *fret, 
       }                double (*func)(double [])); 
 #endif    int i,ibig,j; 
     double del,t,*pt,*ptt,*xit;
     double fp,fptt;
       free_vector(xit,1,n);    double *xits;
       free_vector(xits,1,n);    pt=vector(1,n); 
       free_vector(ptt,1,n);    ptt=vector(1,n); 
       free_vector(pt,1,n);    xit=vector(1,n); 
       return;    xits=vector(1,n); 
     }    *fret=(*func)(p); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (j=1;j<=n;j++) {    for (*iter=1;;++(*iter)) { 
       ptt[j]=2.0*p[j]-pt[j];      fp=(*fret); 
       xit[j]=p[j]-pt[j];      ibig=0; 
       pt[j]=p[j];      del=0.0; 
     }      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     fptt=(*func)(ptt);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     if (fptt < fp) {      for (i=1;i<=n;i++) 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        printf(" %d %.12f",i, p[i]);
       if (t < 0.0) {      fprintf(ficlog," %d %.12f",i, p[i]);
         linmin(p,xit,n,fret,func);      printf("\n");
         for (j=1;j<=n;j++) {      fprintf(ficlog,"\n");
           xi[j][ibig]=xi[j][n];      for (i=1;i<=n;i++) { 
           xi[j][n]=xit[j];        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         }        fptt=(*fret); 
 #ifdef DEBUG  #ifdef DEBUG
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);        printf("fret=%lf \n",*fret);
         for(j=1;j<=n;j++)        fprintf(ficlog,"fret=%lf \n",*fret);
           printf(" %.12e",xit[j]);  #endif
         printf("\n");        printf("%d",i);fflush(stdout);
 #endif        fprintf(ficlog,"%d",i);fflush(ficlog);
       }        linmin(p,xit,n,fret,func); 
     }        if (fabs(fptt-(*fret)) > del) { 
   }          del=fabs(fptt-(*fret)); 
 }          ibig=i; 
         } 
 /**** Prevalence limit ****************/  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        fprintf(ficlog,"%d %.12e",i,(*fret));
 {        for (j=1;j<=n;j++) {
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
      matrix by transitions matrix until convergence is reached */          printf(" x(%d)=%.12e",j,xit[j]);
           fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   int i, ii,j,k;        }
   double min, max, maxmin, maxmax,sumnew=0.;        for(j=1;j<=n;j++) {
   double **matprod2();          printf(" p=%.12e",p[j]);
   double **out, cov[NCOVMAX], **pmij();          fprintf(ficlog," p=%.12e",p[j]);
   double **newm;        }
   double agefin, delaymax=50 ; /* Max number of years to converge */        printf("\n");
         fprintf(ficlog,"\n");
   for (ii=1;ii<=nlstate+ndeath;ii++)  #endif
     for (j=1;j<=nlstate+ndeath;j++){      } 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     }  #ifdef DEBUG
         int k[2],l;
    cov[1]=1.;        k[0]=1;
          k[1]=-1;
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */        printf("Max: %.12e",(*func)(p));
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        fprintf(ficlog,"Max: %.12e",(*func)(p));
     newm=savm;        for (j=1;j<=n;j++) {
     /* Covariates have to be included here again */          printf(" %.12e",p[j]);
      cov[2]=agefin;          fprintf(ficlog," %.12e",p[j]);
          }
       for (k=1; k<=cptcovn;k++) {        printf("\n");
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        fprintf(ficlog,"\n");
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        for(l=0;l<=1;l++) {
       }          for (j=1;j<=n;j++) {
       for (k=1; k<=cptcovage;k++)            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       for (k=1; k<=cptcovprod;k++)            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        }
   #endif
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  
   
     savm=oldm;        free_vector(xit,1,n); 
     oldm=newm;        free_vector(xits,1,n); 
     maxmax=0.;        free_vector(ptt,1,n); 
     for(j=1;j<=nlstate;j++){        free_vector(pt,1,n); 
       min=1.;        return; 
       max=0.;      } 
       for(i=1; i<=nlstate; i++) {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         sumnew=0;      for (j=1;j<=n;j++) { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        ptt[j]=2.0*p[j]-pt[j]; 
         prlim[i][j]= newm[i][j]/(1-sumnew);        xit[j]=p[j]-pt[j]; 
         max=FMAX(max,prlim[i][j]);        pt[j]=p[j]; 
         min=FMIN(min,prlim[i][j]);      } 
       }      fptt=(*func)(ptt); 
       maxmin=max-min;      if (fptt < fp) { 
       maxmax=FMAX(maxmax,maxmin);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     }        if (t < 0.0) { 
     if(maxmax < ftolpl){          linmin(p,xit,n,fret,func); 
       return prlim;          for (j=1;j<=n;j++) { 
     }            xi[j][ibig]=xi[j][n]; 
   }            xi[j][n]=xit[j]; 
 }          }
   #ifdef DEBUG
 /*************** transition probabilities ***************/          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )          for(j=1;j<=n;j++){
 {            printf(" %.12e",xit[j]);
   double s1, s2;            fprintf(ficlog," %.12e",xit[j]);
   /*double t34;*/          }
   int i,j,j1, nc, ii, jj;          printf("\n");
           fprintf(ficlog,"\n");
     for(i=1; i<= nlstate; i++){  #endif
     for(j=1; j<i;j++){        }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      } 
         /*s2 += param[i][j][nc]*cov[nc];*/    } 
         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);*/  
       }  /**** Prevalence limit (stable prevalence)  ****************/
       ps[i][j]=s2;  
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     }  {
     for(j=i+1; j<=nlstate+ndeath;j++){    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){       matrix by transitions matrix until convergence is reached */
         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);*/    int i, ii,j,k;
       }    double min, max, maxmin, maxmax,sumnew=0.;
       ps[i][j]=(s2);    double **matprod2();
     }    double **out, cov[NCOVMAX], **pmij();
   }    double **newm;
     /*ps[3][2]=1;*/    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   for(i=1; i<= nlstate; i++){    for (ii=1;ii<=nlstate+ndeath;ii++)
      s1=0;      for (j=1;j<=nlstate+ndeath;j++){
     for(j=1; j<i; j++)        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       s1+=exp(ps[i][j]);      }
     for(j=i+1; j<=nlstate+ndeath; j++)  
       s1+=exp(ps[i][j]);     cov[1]=1.;
     ps[i][i]=1./(s1+1.);   
     for(j=1; j<i; j++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       ps[i][j]= exp(ps[i][j])*ps[i][i];    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for(j=i+1; j<=nlstate+ndeath; j++)      newm=savm;
       ps[i][j]= exp(ps[i][j])*ps[i][i];      /* Covariates have to be included here again */
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */       cov[2]=agefin;
   } /* end i */    
         for (k=1; k<=cptcovn;k++) {
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for(jj=1; jj<= nlstate+ndeath; jj++){          /*      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]]);*/
       ps[ii][jj]=0;        }
       ps[ii][ii]=1;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     }        for (k=1; k<=cptcovprod;k++)
   }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     for(jj=1; jj<= nlstate+ndeath; jj++){        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
      printf("%lf ",ps[ii][jj]);      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
    }  
     printf("\n ");      savm=oldm;
     }      oldm=newm;
     printf("\n ");printf("%lf ",cov[2]);*/      maxmax=0.;
 /*      for(j=1;j<=nlstate;j++){
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        min=1.;
   goto end;*/        max=0.;
     return ps;        for(i=1; i<=nlstate; i++) {
 }          sumnew=0;
           for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 /**************** Product of 2 matrices ******************/          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          min=FMIN(min,prlim[i][j]);
 {        }
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        maxmin=max-min;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        maxmax=FMAX(maxmax,maxmin);
   /* in, b, out are matrice of pointers which should have been initialized      }
      before: only the contents of out is modified. The function returns      if(maxmax < ftolpl){
      a pointer to pointers identical to out */        return prlim;
   long i, j, k;      }
   for(i=nrl; i<= nrh; i++)    }
     for(k=ncolol; k<=ncoloh; k++)  }
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  
         out[i][k] +=in[i][j]*b[j][k];  /*************** transition probabilities ***************/ 
   
   return out;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 }  {
     double s1, s2;
     /*double t34;*/
 /************* Higher Matrix Product ***************/    int i,j,j1, nc, ii, jj;
   
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      for(i=1; i<= nlstate; i++){
 {      for(j=1; j<i;j++){
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
      duration (i.e. until          /*s2 += param[i][j][nc]*cov[nc];*/
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
      (typically every 2 years instead of every month which is too big).        }
      Model is determined by parameters x and covariates have to be        ps[i][j]=s2;
      included manually here.        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
      */      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   int i, j, d, h, k;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   double **out, cov[NCOVMAX];          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   double **newm;        }
         ps[i][j]=s2;
   /* Hstepm could be zero and should return the unit matrix */      }
   for (i=1;i<=nlstate+ndeath;i++)    }
     for (j=1;j<=nlstate+ndeath;j++){      /*ps[3][2]=1;*/
       oldm[i][j]=(i==j ? 1.0 : 0.0);  
       po[i][j][0]=(i==j ? 1.0 : 0.0);    for(i=1; i<= nlstate; i++){
     }       s1=0;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for(j=1; j<i; j++)
   for(h=1; h <=nhstepm; h++){        s1+=exp(ps[i][j]);
     for(d=1; d <=hstepm; d++){      for(j=i+1; j<=nlstate+ndeath; j++)
       newm=savm;        s1+=exp(ps[i][j]);
       /* Covariates have to be included here again */      ps[i][i]=1./(s1+1.);
       cov[1]=1.;      for(j=1; j<i; j++)
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        ps[i][j]= exp(ps[i][j])*ps[i][i];
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      for(j=i+1; j<=nlstate+ndeath; j++)
       for (k=1; k<=cptcovage;k++)        ps[i][j]= exp(ps[i][j])*ps[i][i];
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       for (k=1; k<=cptcovprod;k++)    } /* end i */
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  
     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        ps[ii][jj]=0;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        ps[ii][ii]=1;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      }
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    }
       savm=oldm;  
       oldm=newm;  
     }    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     for(i=1; i<=nlstate+ndeath; i++)      for(jj=1; jj<= nlstate+ndeath; jj++){
       for(j=1;j<=nlstate+ndeath;j++) {       printf("%lf ",ps[ii][jj]);
         po[i][j][h]=newm[i][j];     }
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      printf("\n ");
          */      }
       }      printf("\n ");printf("%lf ",cov[2]);*/
   } /* end h */  /*
   return po;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
 }    goto end;*/
       return ps;
   }
 /*************** log-likelihood *************/  
 double func( double *x)  /**************** Product of 2 matrices ******************/
 {  
   int i, ii, j, k, mi, d, kk;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  {
   double **out;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   double sw; /* Sum of weights */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   double lli; /* Individual log likelihood */    /* in, b, out are matrice of pointers which should have been initialized 
   long ipmx;       before: only the contents of out is modified. The function returns
   /*extern weight */       a pointer to pointers identical to out */
   /* We are differentiating ll according to initial status */    long i, j, k;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    for(i=nrl; i<= nrh; i++)
   /*for(i=1;i<imx;i++)      for(k=ncolol; k<=ncoloh; k++)
     printf(" %d\n",s[4][i]);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   */          out[i][k] +=in[i][j]*b[j][k];
   cov[1]=1.;  
     return out;
   for(k=1; k<=nlstate; k++) ll[k]=0.;  }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];  
     for(mi=1; mi<= wav[i]-1; mi++){  /************* Higher Matrix Product ***************/
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       for(d=0; d<dh[mi][i]; d++){  {
         newm=savm;    /* Computes the transition matrix starting at age 'age' over 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;       'nhstepm*hstepm*stepm' months (i.e. until
         for (kk=1; kk<=cptcovage;kk++) {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];       nhstepm*hstepm matrices. 
         }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
               (typically every 2 years instead of every month which is too big 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,       for the memory).
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));       Model is determined by parameters x and covariates have to be 
         savm=oldm;       included manually here. 
         oldm=newm;  
               */
          
       } /* end mult */    int i, j, d, h, k;
          double **out, cov[NCOVMAX];
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    double **newm;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  
       ipmx +=1;    /* Hstepm could be zero and should return the unit matrix */
       sw += weight[i];    for (i=1;i<=nlstate+ndeath;i++)
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      for (j=1;j<=nlstate+ndeath;j++){
     } /* end of wave */        oldm[i][j]=(i==j ? 1.0 : 0.0);
   } /* end of individual */        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    for(h=1; h <=nhstepm; h++){
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      for(d=1; d <=hstepm; d++){
   return -l;        newm=savm;
 }        /* Covariates have to be included here again */
         cov[1]=1.;
         cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 /*********** Maximum Likelihood Estimation ***************/        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (k=1; k<=cptcovage;k++)
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 {        for (k=1; k<=cptcovprod;k++)
   int i,j, iter;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   double **xi,*delti;  
   double fret;  
   xi=matrix(1,npar,1,npar);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   for (i=1;i<=npar;i++)        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for (j=1;j<=npar;j++)        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       xi[i][j]=(i==j ? 1.0 : 0.0);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   printf("Powell\n");        savm=oldm;
   powell(p,xi,npar,ftol,&iter,&fret,func);        oldm=newm;
       }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      for(i=1; i<=nlstate+ndeath; i++)
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        for(j=1;j<=nlstate+ndeath;j++) {
           po[i][j][h]=newm[i][j];
 }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
            */
 /**** Computes Hessian and covariance matrix ***/        }
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    } /* end h */
 {    return po;
   double  **a,**y,*x,pd;  }
   double **hess;  
   int i, j,jk;  
   int *indx;  /*************** log-likelihood *************/
   double func( double *x)
   double hessii(double p[], double delta, int theta, double delti[]);  {
   double hessij(double p[], double delti[], int i, int j);    int i, ii, j, k, mi, d, kk;
   void lubksb(double **a, int npar, int *indx, double b[]) ;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   void ludcmp(double **a, int npar, int *indx, double *d) ;    double **out;
     double sw; /* Sum of weights */
   hess=matrix(1,npar,1,npar);    double lli; /* Individual log likelihood */
     int s1, s2;
   printf("\nCalculation of the hessian matrix. Wait...\n");    double bbh, survp;
   for (i=1;i<=npar;i++){    long ipmx;
     printf("%d",i);fflush(stdout);    /*extern weight */
     hess[i][i]=hessii(p,ftolhess,i,delti);    /* We are differentiating ll according to initial status */
     /*printf(" %f ",p[i]);*/    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*printf(" %lf ",hess[i][i]);*/    /*for(i=1;i<imx;i++) 
   }      printf(" %d\n",s[4][i]);
      */
   for (i=1;i<=npar;i++) {    cov[1]=1.;
     for (j=1;j<=npar;j++)  {  
       if (j>i) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
         printf(".%d%d",i,j);fflush(stdout);  
         hess[i][j]=hessij(p,delti,i,j);    if(mle==1){
         hess[j][i]=hess[i][j];          for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         /*printf(" %lf ",hess[i][j]);*/        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       }        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
   }            for (j=1;j<=nlstate+ndeath;j++){
   printf("\n");              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");            }
            for(d=0; d<dh[mi][i]; d++){
   a=matrix(1,npar,1,npar);            newm=savm;
   y=matrix(1,npar,1,npar);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   x=vector(1,npar);            for (kk=1; kk<=cptcovage;kk++) {
   indx=ivector(1,npar);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (i=1;i<=npar;i++)            }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   ludcmp(a,npar,indx,&pd);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   for (j=1;j<=npar;j++) {            oldm=newm;
     for (i=1;i<=npar;i++) x[i]=0;          } /* end mult */
     x[j]=1;        
     lubksb(a,npar,indx,x);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for (i=1;i<=npar;i++){          /* But now since version 0.9 we anticipate for bias and large stepm.
       matcov[i][j]=x[i];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (in months) between two waves is not a multiple of stepm, we rounded to 
   }           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
   printf("\n#Hessian matrix#\n");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for (i=1;i<=npar;i++) {           * probability in order to take into account the bias as a fraction of the way
     for (j=1;j<=npar;j++) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       printf("%.3e ",hess[i][j]);           * -stepm/2 to stepm/2 .
     }           * For stepm=1 the results are the same as for previous versions of Imach.
     printf("\n");           * For stepm > 1 the results are less biased than in previous versions. 
   }           */
           s1=s[mw[mi][i]][i];
   /* Recompute Inverse */          s2=s[mw[mi+1][i]][i];
   for (i=1;i<=npar;i++)          bbh=(double)bh[mi][i]/(double)stepm; 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          /* bias is positive if real duration
   ludcmp(a,npar,indx,&pd);           * is higher than the multiple of stepm and negative otherwise.
            */
   /*  printf("\n#Hessian matrix recomputed#\n");          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
           if( s2 > nlstate){ 
   for (j=1;j<=npar;j++) {            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     for (i=1;i<=npar;i++) x[i]=0;               to the likelihood is the probability to die between last step unit time and current 
     x[j]=1;               step unit time, which is also the differences between probability to die before dh 
     lubksb(a,npar,indx,x);               and probability to die before dh-stepm . 
     for (i=1;i<=npar;i++){               In version up to 0.92 likelihood was computed
       y[i][j]=x[i];          as if date of death was unknown. Death was treated as any other
       printf("%.3e ",y[i][j]);          health state: the date of the interview describes the actual state
     }          and not the date of a change in health state. The former idea was
     printf("\n");          to consider that at each interview the state was recorded
   }          (healthy, disable or death) and IMaCh was corrected; but when we
   */          introduced the exact date of death then we should have modified
           the contribution of an exact death to the likelihood. This new
   free_matrix(a,1,npar,1,npar);          contribution is smaller and very dependent of the step unit
   free_matrix(y,1,npar,1,npar);          stepm. It is no more the probability to die between last interview
   free_vector(x,1,npar);          and month of death but the probability to survive from last
   free_ivector(indx,1,npar);          interview up to one month before death multiplied by the
   free_matrix(hess,1,npar,1,npar);          probability to die within a month. Thanks to Chris
           Jackson for correcting this bug.  Former versions increased
           mortality artificially. The bad side is that we add another loop
 }          which slows down the processing. The difference can be up to 10%
           lower mortality.
 /*************** hessian matrix ****************/            */
 double hessii( double x[], double delta, int theta, double delti[])            lli=log(out[s1][s2] - savm[s1][s2]);
 {          }else{
   int i;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   int l=1, lmax=20;            /*  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 */
   double k1,k2;          } 
   double p2[NPARMAX+1];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   double res;          /*if(lli ==000.0)*/
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          /*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); */
   double fx;          ipmx +=1;
   int k=0,kmax=10;          sw += weight[i];
   double l1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   fx=func(x);      } /* end of individual */
   for (i=1;i<=npar;i++) p2[i]=x[i];    }  else if(mle==2){
   for(l=0 ; l <=lmax; l++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     l1=pow(10,l);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     delts=delt;        for(mi=1; mi<= wav[i]-1; mi++){
     for(k=1 ; k <kmax; k=k+1){          for (ii=1;ii<=nlstate+ndeath;ii++)
       delt = delta*(l1*k);            for (j=1;j<=nlstate+ndeath;j++){
       p2[theta]=x[theta] +delt;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       k1=func(p2)-fx;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       p2[theta]=x[theta]-delt;            }
       k2=func(p2)-fx;          for(d=0; d<=dh[mi][i]; d++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */            newm=savm;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                  for (kk=1; kk<=cptcovage;kk++) {
 #ifdef DEBUG              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);            }
 #endif            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){            savm=oldm;
         k=kmax;            oldm=newm;
       }          } /* end mult */
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        
         k=kmax; l=lmax*10.;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       }          /* But now since version 0.9 we anticipate for bias and large stepm.
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         delts=delt;           * (in months) between two waves is not a multiple of stepm, we rounded to 
       }           * the nearest (and in case of equal distance, to the lowest) interval but now
     }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   delti[theta]=delts;           * probability in order to take into account the bias as a fraction of the way
   return res;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
             * -stepm/2 to stepm/2 .
 }           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
 double hessij( double x[], double delti[], int thetai,int thetaj)           */
 {          s1=s[mw[mi][i]][i];
   int i;          s2=s[mw[mi+1][i]][i];
   int l=1, l1, lmax=20;          bbh=(double)bh[mi][i]/(double)stepm; 
   double k1,k2,k3,k4,res,fx;          /* bias is positive if real duration
   double p2[NPARMAX+1];           * is higher than the multiple of stepm and negative otherwise.
   int k;           */
           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 */
   fx=func(x);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   for (k=1; k<=2; k++) {          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     for (i=1;i<=npar;i++) p2[i]=x[i];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     p2[thetai]=x[thetai]+delti[thetai]/k;          /*if(lli ==000.0)*/
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          /*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); */
     k1=func(p2)-fx;          ipmx +=1;
            sw += weight[i];
     p2[thetai]=x[thetai]+delti[thetai]/k;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        } /* end of wave */
     k2=func(p2)-fx;      } /* end of individual */
      }  else if(mle==3){  /* exponential inter-extrapolation */
     p2[thetai]=x[thetai]-delti[thetai]/k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     k3=func(p2)-fx;        for(mi=1; mi<= wav[i]-1; mi++){
            for (ii=1;ii<=nlstate+ndeath;ii++)
     p2[thetai]=x[thetai]-delti[thetai]/k;            for (j=1;j<=nlstate+ndeath;j++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     k4=func(p2)-fx;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */            }
 #ifdef DEBUG          for(d=0; d<dh[mi][i]; d++){
     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);            newm=savm;
 #endif            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   }            for (kk=1; kk<=cptcovage;kk++) {
   return res;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 }            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 /************** Inverse of matrix **************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void ludcmp(double **a, int n, int *indx, double *d)            savm=oldm;
 {            oldm=newm;
   int i,imax,j,k;          } /* end mult */
   double big,dum,sum,temp;        
   double *vv;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
            /* But now since version 0.9 we anticipate for bias and large stepm.
   vv=vector(1,n);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   *d=1.0;           * (in months) between two waves is not a multiple of stepm, we rounded to 
   for (i=1;i<=n;i++) {           * the nearest (and in case of equal distance, to the lowest) interval but now
     big=0.0;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     for (j=1;j<=n;j++)           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       if ((temp=fabs(a[i][j])) > big) big=temp;           * probability in order to take into account the bias as a fraction of the way
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     vv[i]=1.0/big;           * -stepm/2 to stepm/2 .
   }           * For stepm=1 the results are the same as for previous versions of Imach.
   for (j=1;j<=n;j++) {           * For stepm > 1 the results are less biased than in previous versions. 
     for (i=1;i<j;i++) {           */
       sum=a[i][j];          s1=s[mw[mi][i]][i];
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          s2=s[mw[mi+1][i]][i];
       a[i][j]=sum;          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
     big=0.0;           * is higher than the multiple of stepm and negative otherwise.
     for (i=j;i<=n;i++) {           */
       sum=a[i][j];          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
       for (k=1;k<j;k++)          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 */
         sum -= a[i][k]*a[k][j];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       a[i][j]=sum;          /*if(lli ==000.0)*/
       if ( (dum=vv[i]*fabs(sum)) >= big) {          /*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); */
         big=dum;          ipmx +=1;
         imax=i;          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }        } /* end of wave */
     if (j != imax) {      } /* end of individual */
       for (k=1;k<=n;k++) {    }else{  /* ml=4 no inter-extrapolation */
         dum=a[imax][k];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         a[imax][k]=a[j][k];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         a[j][k]=dum;        for(mi=1; mi<= wav[i]-1; mi++){
       }          for (ii=1;ii<=nlstate+ndeath;ii++)
       *d = -(*d);            for (j=1;j<=nlstate+ndeath;j++){
       vv[imax]=vv[j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     indx[j]=imax;            }
     if (a[j][j] == 0.0) a[j][j]=TINY;          for(d=0; d<dh[mi][i]; d++){
     if (j != n) {            newm=savm;
       dum=1.0/(a[j][j]);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   free_vector(vv,1,n);  /* Doesn't work */          
 ;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 void lubksb(double **a, int n, int *indx, double b[])            oldm=newm;
 {          } /* end mult */
   int i,ii=0,ip,j;        
   double sum;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
            ipmx +=1;
   for (i=1;i<=n;i++) {          sw += weight[i];
     ip=indx[i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     sum=b[ip];        } /* end of wave */
     b[ip]=b[i];      } /* end of individual */
     if (ii)    } /* End of if */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     else if (sum) ii=i;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     b[i]=sum;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }    return -l;
   for (i=n;i>=1;i--) {  }
     sum=b[i];  
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  
     b[i]=sum/a[i][i];  /*********** Maximum Likelihood Estimation ***************/
   }  
 }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   {
 /************ Frequencies ********************/    int i,j, iter;
 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 **xi,*delti;
 {  /* Some frequencies */    double fret;
      xi=matrix(1,npar,1,npar);
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    for (i=1;i<=npar;i++)
   double ***freq; /* Frequencies */      for (j=1;j<=npar;j++)
   double *pp;        xi[i][j]=(i==j ? 1.0 : 0.0);
   double pos;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   FILE *ficresp;    powell(p,xi,npar,ftol,&iter,&fret,func);
   char fileresp[FILENAMELENGTH];  
      printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   pp=vector(1,nlstate);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
  probs= ma3x(1,130 ,1,8, 1,8);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   strcpy(fileresp,"p");  
   strcat(fileresp,fileres);  }
   if((ficresp=fopen(fileresp,"w"))==NULL) {  
     printf("Problem with prevalence resultfile: %s\n", fileresp);  /**** Computes Hessian and covariance matrix ***/
     exit(0);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   }  {
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    double  **a,**y,*x,pd;
   j1=0;    double **hess;
     int i, j,jk;
   j=cptcoveff;    int *indx;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
     double hessii(double p[], double delta, int theta, double delti[]);
   for(k1=1; k1<=j;k1++){    double hessij(double p[], double delti[], int i, int j);
    for(i1=1; i1<=ncodemax[k1];i1++){    void lubksb(double **a, int npar, int *indx, double b[]) ;
        j1++;    void ludcmp(double **a, int npar, int *indx, double *d) ;
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);  
          scanf("%d", i);*/    hess=matrix(1,npar,1,npar);
         for (i=-1; i<=nlstate+ndeath; i++)    
          for (jk=-1; jk<=nlstate+ndeath; jk++)      printf("\nCalculation of the hessian matrix. Wait...\n");
            for(m=agemin; m <= agemax+3; m++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
              freq[i][jk][m]=0;    for (i=1;i<=npar;i++){
              printf("%d",i);fflush(stdout);
        for (i=1; i<=imx; i++) {      fprintf(ficlog,"%d",i);fflush(ficlog);
          bool=1;      hess[i][i]=hessii(p,ftolhess,i,delti);
          if  (cptcovn>0) {      /*printf(" %f ",p[i]);*/
            for (z1=1; z1<=cptcoveff; z1++)      /*printf(" %lf ",hess[i][i]);*/
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    }
                bool=0;    
          }    for (i=1;i<=npar;i++) {
           if (bool==1) {      for (j=1;j<=npar;j++)  {
            for(m=fprev1; m<=lprev1; m++){        if (j>i) { 
              if(agev[m][i]==0) agev[m][i]=agemax+1;          printf(".%d%d",i,j);fflush(stdout);
              if(agev[m][i]==1) agev[m][i]=agemax+2;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          hess[i][j]=hessij(p,delti,i,j);
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          hess[j][i]=hess[i][j];    
            }          /*printf(" %lf ",hess[i][j]);*/
          }        }
        }      }
         if  (cptcovn>0) {    }
          fprintf(ficresp, "\n#********** Variable ");    printf("\n");
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    fprintf(ficlog,"\n");
        fprintf(ficresp, "**********\n#");  
         }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
        for(i=1; i<=nlstate;i++)    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    
        fprintf(ficresp, "\n");    a=matrix(1,npar,1,npar);
            y=matrix(1,npar,1,npar);
   for(i=(int)agemin; i <= (int)agemax+3; i++){    x=vector(1,npar);
     if(i==(int)agemax+3)    indx=ivector(1,npar);
       printf("Total");    for (i=1;i<=npar;i++)
     else      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
       printf("Age %d", i);    ludcmp(a,npar,indx,&pd);
     for(jk=1; jk <=nlstate ; jk++){  
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    for (j=1;j<=npar;j++) {
         pp[jk] += freq[jk][m][i];      for (i=1;i<=npar;i++) x[i]=0;
     }      x[j]=1;
     for(jk=1; jk <=nlstate ; jk++){      lubksb(a,npar,indx,x);
       for(m=-1, pos=0; m <=0 ; m++)      for (i=1;i<=npar;i++){ 
         pos += freq[jk][m][i];        matcov[i][j]=x[i];
       if(pp[jk]>=1.e-10)      }
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    }
       else  
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    printf("\n#Hessian matrix#\n");
     }    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
      for(jk=1; jk <=nlstate ; jk++){      for (j=1;j<=npar;j++) { 
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        printf("%.3e ",hess[i][j]);
         pp[jk] += freq[jk][m][i];        fprintf(ficlog,"%.3e ",hess[i][j]);
      }      }
       printf("\n");
     for(jk=1,pos=0; jk <=nlstate ; jk++)      fprintf(ficlog,"\n");
       pos += pp[jk];    }
     for(jk=1; jk <=nlstate ; jk++){  
       if(pos>=1.e-5)    /* Recompute Inverse */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    for (i=1;i<=npar;i++)
       else      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    ludcmp(a,npar,indx,&pd);
       if( i <= (int) agemax){  
         if(pos>=1.e-5){    /*  printf("\n#Hessian matrix recomputed#\n");
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);  
           probs[i][jk][j1]= pp[jk]/pos;    for (j=1;j<=npar;j++) {
           /*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 (i=1;i<=npar;i++) x[i]=0;
         }      x[j]=1;
       else      lubksb(a,npar,indx,x);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      for (i=1;i<=npar;i++){ 
       }        y[i][j]=x[i];
     }        printf("%.3e ",y[i][j]);
     for(jk=-1; jk <=nlstate+ndeath; jk++)        fprintf(ficlog,"%.3e ",y[i][j]);
       for(m=-1; m <=nlstate+ndeath; m++)      }
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      printf("\n");
     if(i <= (int) agemax)      fprintf(ficlog,"\n");
       fprintf(ficresp,"\n");    }
     printf("\n");    */
     }  
     }    free_matrix(a,1,npar,1,npar);
  }    free_matrix(y,1,npar,1,npar);
      free_vector(x,1,npar);
   fclose(ficresp);    free_ivector(indx,1,npar);
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    free_matrix(hess,1,npar,1,npar);
   free_vector(pp,1,nlstate);  
   
 }  /* End of Freq */  }
   
 /************ Prevalence ********************/  /*************** hessian matrix ****************/
 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 hessii( double x[], double delta, int theta, double delti[])
 {  /* Some frequencies */  {
      int i;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    int l=1, lmax=20;
   double ***freq; /* Frequencies */    double k1,k2;
   double *pp;    double p2[NPARMAX+1];
   double pos;    double res;
     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   pp=vector(1,nlstate);    double fx;
   probs= ma3x(1,130 ,1,8, 1,8);    int k=0,kmax=10;
      double l1;
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);  
   j1=0;    fx=func(x);
      for (i=1;i<=npar;i++) p2[i]=x[i];
   j=cptcoveff;    for(l=0 ; l <=lmax; l++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      l1=pow(10,l);
        delts=delt;
  for(k1=1; k1<=j;k1++){      for(k=1 ; k <kmax; k=k+1){
     for(i1=1; i1<=ncodemax[k1];i1++){        delt = delta*(l1*k);
       j1++;        p2[theta]=x[theta] +delt;
          k1=func(p2)-fx;
       for (i=-1; i<=nlstate+ndeath; i++)          p2[theta]=x[theta]-delt;
         for (jk=-1; jk<=nlstate+ndeath; jk++)          k2=func(p2)-fx;
           for(m=agemin; m <= agemax+3; m++)        /*res= (k1-2.0*fx+k2)/delt/delt; */
           freq[i][jk][m]=0;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
              
       for (i=1; i<=imx; i++) {  #ifdef DEBUG
         bool=1;        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);
         if  (cptcovn>0) {        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
           for (z1=1; z1<=cptcoveff; z1++)  #endif
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
               bool=0;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
               }          k=kmax;
         if (bool==1) {        }
           for(m=fprev1; m<=lprev1; m++){        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
             if(agev[m][i]==0) agev[m][i]=agemax+1;          k=kmax; l=lmax*10.;
             if(agev[m][i]==1) agev[m][i]=agemax+2;        }
             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          delts=delt;
           }        }
         }      }
       }    }
        for(i=(int)agemin; i <= (int)agemax+3; i++){    delti[theta]=delts;
         for(jk=1; jk <=nlstate ; jk++){    return res; 
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    
             pp[jk] += freq[jk][m][i];  }
         }  
         for(jk=1; jk <=nlstate ; jk++){  double hessij( double x[], double delti[], int thetai,int thetaj)
           for(m=-1, pos=0; m <=0 ; m++)  {
             pos += freq[jk][m][i];    int i;
         }    int l=1, l1, lmax=20;
            double k1,k2,k3,k4,res,fx;
          for(jk=1; jk <=nlstate ; jk++){    double p2[NPARMAX+1];
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    int k;
              pp[jk] += freq[jk][m][i];  
          }    fx=func(x);
              for (k=1; k<=2; k++) {
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];      for (i=1;i<=npar;i++) p2[i]=x[i];
       p2[thetai]=x[thetai]+delti[thetai]/k;
          for(jk=1; jk <=nlstate ; jk++){                p2[thetaj]=x[thetaj]+delti[thetaj]/k;
            if( i <= (int) agemax){      k1=func(p2)-fx;
              if(pos>=1.e-5){    
                probs[i][jk][j1]= pp[jk]/pos;      p2[thetai]=x[thetai]+delti[thetai]/k;
              }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
            }      k2=func(p2)-fx;
          }    
                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;
        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      k4=func(p2)-fx;
   free_vector(pp,1,nlstate);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
    #ifdef DEBUG
 }  /* End of Freq */      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);
 /************* Waves Concatenation ***************/      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);
   #endif
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    }
 {    return res;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  }
      Death is a valid wave (if date is known).  
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  /************** Inverse of matrix **************/
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]  void ludcmp(double **a, int n, int *indx, double *d) 
      and mw[mi+1][i]. dh depends on stepm.  { 
      */    int i,imax,j,k; 
     double big,dum,sum,temp; 
   int i, mi, m;    double *vv; 
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;   
      double sum=0., jmean=0.;*/    vv=vector(1,n); 
     *d=1.0; 
   int j, k=0,jk, ju, jl;    for (i=1;i<=n;i++) { 
   double sum=0.;      big=0.0; 
   jmin=1e+5;      for (j=1;j<=n;j++) 
   jmax=-1;        if ((temp=fabs(a[i][j])) > big) big=temp; 
   jmean=0.;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   for(i=1; i<=imx; i++){      vv[i]=1.0/big; 
     mi=0;    } 
     m=firstpass;    for (j=1;j<=n;j++) { 
     while(s[m][i] <= nlstate){      for (i=1;i<j;i++) { 
       if(s[m][i]>=1)        sum=a[i][j]; 
         mw[++mi][i]=m;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       if(m >=lastpass)        a[i][j]=sum; 
         break;      } 
       else      big=0.0; 
         m++;      for (i=j;i<=n;i++) { 
     }/* end while */        sum=a[i][j]; 
     if (s[m][i] > nlstate){        for (k=1;k<j;k++) 
       mi++;     /* Death is another wave */          sum -= a[i][k]*a[k][j]; 
       /* if(mi==0)  never been interviewed correctly before death */        a[i][j]=sum; 
          /* Only death is a correct wave */        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       mw[mi][i]=m;          big=dum; 
     }          imax=i; 
         } 
     wav[i]=mi;      } 
     if(mi==0)      if (j != imax) { 
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        for (k=1;k<=n;k++) { 
   }          dum=a[imax][k]; 
           a[imax][k]=a[j][k]; 
   for(i=1; i<=imx; i++){          a[j][k]=dum; 
     for(mi=1; mi<wav[i];mi++){        } 
       if (stepm <=0)        *d = -(*d); 
         dh[mi][i]=1;        vv[imax]=vv[j]; 
       else{      } 
         if (s[mw[mi+1][i]][i] > nlstate) {      indx[j]=imax; 
           if (agedc[i] < 2*AGESUP) {      if (a[j][j] == 0.0) a[j][j]=TINY; 
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      if (j != n) { 
           if(j==0) j=1;  /* Survives at least one month after exam */        dum=1.0/(a[j][j]); 
           k=k+1;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
           if (j >= jmax) jmax=j;      } 
           if (j <= jmin) jmin=j;    } 
           sum=sum+j;    free_vector(vv,1,n);  /* Doesn't work */
           /* if (j<10) printf("j=%d num=%d ",j,i); */  ;
           }  } 
         }  
         else{  void lubksb(double **a, int n, int *indx, double b[]) 
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  { 
           k=k+1;    int i,ii=0,ip,j; 
           if (j >= jmax) jmax=j;    double sum; 
           else if (j <= jmin)jmin=j;   
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */    for (i=1;i<=n;i++) { 
           sum=sum+j;      ip=indx[i]; 
         }      sum=b[ip]; 
         jk= j/stepm;      b[ip]=b[i]; 
         jl= j -jk*stepm;      if (ii) 
         ju= j -(jk+1)*stepm;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         if(jl <= -ju)      else if (sum) ii=i; 
           dh[mi][i]=jk;      b[i]=sum; 
         else    } 
           dh[mi][i]=jk+1;    for (i=n;i>=1;i--) { 
         if(dh[mi][i]==0)      sum=b[i]; 
           dh[mi][i]=1; /* At least one step */      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       }      b[i]=sum/a[i][i]; 
     }    } 
   }  } 
   jmean=sum/k;  
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  /************ Frequencies ********************/
  }  void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
 /*********** Tricode ****************************/  {  /* Some frequencies */
 void tricode(int *Tvar, int **nbcode, int imx)    
 {    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   int Ndum[20],ij=1, k, j, i;    int first;
   int cptcode=0;    double ***freq; /* Frequencies */
   cptcoveff=0;    double *pp, **prop;
      double pos,posprop, k2, dateintsum=0,k2cpt=0;
   for (k=0; k<19; k++) Ndum[k]=0;    FILE *ficresp;
   for (k=1; k<=7; k++) ncodemax[k]=0;    char fileresp[FILENAMELENGTH];
     
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    pp=vector(1,nlstate);
     for (i=1; i<=imx; i++) {    prop=matrix(1,nlstate,agemin,agemax+3);
       ij=(int)(covar[Tvar[j]][i]);    probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       Ndum[ij]++;    strcpy(fileresp,"p");
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    strcat(fileresp,fileres);
       if (ij > cptcode) cptcode=ij;    if((ficresp=fopen(fileresp,"w"))==NULL) {
     }      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     for (i=0; i<=cptcode; i++) {      exit(0);
       if(Ndum[i]!=0) ncodemax[j]++;    }
     }    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
     ij=1;    j1=0;
     
     j=cptcoveff;
     for (i=1; i<=ncodemax[j]; i++) {    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       for (k=0; k<=19; k++) {  
         if (Ndum[k] != 0) {    first=1;
           nbcode[Tvar[j]][ij]=k;  
           ij++;    for(k1=1; k1<=j;k1++){
         }      for(i1=1; i1<=ncodemax[k1];i1++){
         if (ij > ncodemax[j]) break;        j1++;
       }          /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     }          scanf("%d", i);*/
   }          for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
  for (k=0; k<19; k++) Ndum[k]=0;            for(m=agemin; m <= agemax+3; m++)
               freq[i][jk][m]=0;
  for (i=1; i<=ncovmodel-2; i++) {  
       ij=Tvar[i];      for (i=1; i<=nlstate; i++)  
       Ndum[ij]++;        for(m=agemin; m <= agemax+3; m++)
     }          prop[i][m]=0;
         
  ij=1;        dateintsum=0;
  for (i=1; i<=10; i++) {        k2cpt=0;
    if((Ndum[i]!=0) && (i<=ncov)){        for (i=1; i<=imx; i++) {
      Tvaraff[ij]=i;          bool=1;
      ij++;          if  (cptcovn>0) {
    }            for (z1=1; z1<=cptcoveff; z1++) 
  }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                  bool=0;
     cptcoveff=ij-1;          }
 }          if (bool==1){
             for(m=firstpass; m<=lastpass; m++){
 /*********** Health Expectancies ****************/              k2=anint[m][i]+(mint[m][i]/12.);
               if ((k2>=dateprev1) && (k2<=dateprev2)) {
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)                if(agev[m][i]==0) agev[m][i]=agemax+1;
 {                if(agev[m][i]==1) agev[m][i]=agemax+2;
   /* Health expectancies */                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   int i, j, nhstepm, hstepm, h;                if (m<lastpass) {
   double age, agelim,hf;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double ***p3mat;                  freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
                  }
   fprintf(ficreseij,"# Health expectancies\n");                
   fprintf(ficreseij,"# Age");                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {
   for(i=1; i<=nlstate;i++)                  dateintsum=dateintsum+k2;
     for(j=1; j<=nlstate;j++)                  k2cpt++;
       fprintf(ficreseij," %1d-%1d",i,j);                }
   fprintf(ficreseij,"\n");              }
             }
   hstepm=1*YEARM; /*  Every j years of age (in month) */          }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        }
          
   agelim=AGESUP;        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     /* nhstepm age range expressed in number of stepm */        if  (cptcovn>0) {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          fprintf(ficresp, "\n#********** Variable "); 
     /* Typically if 20 years = 20*12/6=40 stepm */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     if (stepm >= YEARM) hstepm=1;          fprintf(ficresp, "**********\n#");
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        }
     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          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        fprintf(ficresp, "\n");
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);          
         for(i=(int)agemin; i <= (int)agemax+3; i++){
           if(i==(int)agemax+3){
     for(i=1; i<=nlstate;i++)            fprintf(ficlog,"Total");
       for(j=1; j<=nlstate;j++)          }else{
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            if(first==1){
           eij[i][j][(int)age] +=p3mat[i][j][h];              first=0;
         }              printf("See log file for details...\n");
                }
     hf=1;            fprintf(ficlog,"Age %d", i);
     if (stepm >= YEARM) hf=stepm/YEARM;          }
     fprintf(ficreseij,"%.0f",age );          for(jk=1; jk <=nlstate ; jk++){
     for(i=1; i<=nlstate;i++)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       for(j=1; j<=nlstate;j++){              pp[jk] += freq[jk][m][i]; 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          }
       }          for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficreseij,"\n");            for(m=-1, pos=0; m <=0 ; m++)
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              pos += freq[jk][m][i];
   }            if(pp[jk]>=1.e-10){
 }              if(first==1){
               printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 /************ Variance ******************/              }
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 {            }else{
   /* Variance of health expectancies */              if(first==1)
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double **newm;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double **dnewm,**doldm;            }
   int i, j, nhstepm, hstepm, h;          }
   int k, cptcode;  
   double *xp;          for(jk=1; jk <=nlstate ; jk++){
   double **gp, **gm;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   double ***gradg, ***trgradg;              pp[jk] += freq[jk][m][i];
   double ***p3mat;          }       
   double age,agelim;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   int theta;            pos += pp[jk];
             posprop += prop[jk][i];
    fprintf(ficresvij,"# Covariances of life expectancies\n");          }
   fprintf(ficresvij,"# Age");          for(jk=1; jk <=nlstate ; jk++){
   for(i=1; i<=nlstate;i++)            if(pos>=1.e-5){
     for(j=1; j<=nlstate;j++)              if(first==1)
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   fprintf(ficresvij,"\n");              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
   xp=vector(1,npar);              if(first==1)
   dnewm=matrix(1,nlstate,1,npar);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   doldm=matrix(1,nlstate,1,nlstate);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
              }
   hstepm=1*YEARM; /* Every year of age */            if( i <= (int) agemax){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */              if(pos>=1.e-5){
   agelim = AGESUP;                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */                probs[i][jk][j1]= pp[jk]/pos;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     if (stepm >= YEARM) hstepm=1;              }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */              else
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);            }
     gp=matrix(0,nhstepm,1,nlstate);          }
     gm=matrix(0,nhstepm,1,nlstate);          
           for(jk=-1; jk <=nlstate+ndeath; jk++)
     for(theta=1; theta <=npar; theta++){            for(m=-1; m <=nlstate+ndeath; m++)
       for(i=1; i<=npar; i++){ /* Computes gradient */              if(freq[jk][m][i] !=0 ) {
         xp[i] = x[i] + (i==theta ?delti[theta]:0);              if(first==1)
       }                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                  fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);              }
           if(i <= (int) agemax)
       if (popbased==1) {            fprintf(ficresp,"\n");
         for(i=1; i<=nlstate;i++)          if(first==1)
           prlim[i][i]=probs[(int)age][i][ij];            printf("Others in log...\n");
       }          fprintf(ficlog,"\n");
              }
       for(j=1; j<= nlstate; j++){      }
         for(h=0; h<=nhstepm; h++){    }
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    dateintmean=dateintsum/k2cpt; 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];   
         }    fclose(ficresp);
       }    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
        free_vector(pp,1,nlstate);
       for(i=1; i<=npar; i++) /* Computes gradient */    free_matrix(prop,1,nlstate,(int) agemin,(int) agemax+3);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    /* End of Freq */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
   /************ Prevalence ********************/
       if (popbased==1) {  void prevalence(int agemin, float 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)
         for(i=1; i<=nlstate;i++)  {  
           prlim[i][i]=probs[(int)age][i][ij];    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       }       in each health status at the date of interview (if between dateprev1 and dateprev2).
        We still use firstpass and lastpass as another selection.
       for(j=1; j<= nlstate; j++){    */
         for(h=0; h<=nhstepm; h++){   
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    double ***freq; /* Frequencies */
         }    double *pp, **prop;
       }    double pos,posprop; 
     double  y2; /* in fractional years */
       for(j=1; j<= nlstate; j++)  
         for(h=0; h<=nhstepm; h++){    pp=vector(1,nlstate);
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    prop=matrix(1,nlstate,agemin,agemax+3); 
         }    freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
     } /* End theta */    j1=0;
     
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
     for(h=0; h<=nhstepm; h++)    
       for(j=1; j<=nlstate;j++)    for(k1=1; k1<=j;k1++){
         for(theta=1; theta <=npar; theta++)      for(i1=1; i1<=ncodemax[k1];i1++){
           trgradg[h][j][theta]=gradg[h][theta][j];        j1++;
         
     for(i=1;i<=nlstate;i++)        for (i=1; i<=nlstate; i++)  
       for(j=1;j<=nlstate;j++)          for(m=agemin; m <= agemax+3; m++)
         vareij[i][j][(int)age] =0.;            prop[i][m]=0;
     for(h=0;h<=nhstepm;h++){       
       for(k=0;k<=nhstepm;k++){        for (i=1; i<=imx; i++) { /* Each individual */
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          bool=1;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);          if  (cptcovn>0) {
         for(i=1;i<=nlstate;i++)            for (z1=1; z1<=cptcoveff; z1++) 
           for(j=1;j<=nlstate;j++)              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
             vareij[i][j][(int)age] += doldm[i][j];                bool=0;
       }          } 
     }          if (bool==1) { 
     h=1;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     if (stepm >= YEARM) h=stepm/YEARM;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     fprintf(ficresvij,"%.0f ",age );              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     for(i=1; i<=nlstate;i++)                if(agev[m][i]==0) agev[m][i]=agemax+1;
       for(j=1; j<=nlstate;j++){                if(agev[m][i]==1) agev[m][i]=agemax+2;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);                if (s[m][i]>0 && s[m][i]<=nlstate) {
       }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     fprintf(ficresvij,"\n");                  prop[s[m][i]][(int)(agemax+3)] += weight[i];
     free_matrix(gp,0,nhstepm,1,nlstate);                }
     free_matrix(gm,0,nhstepm,1,nlstate);              }
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);            } /* end selection of waves */
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        }
   } /* End age */        for(i=(int)agemin; i <= (int)agemax+3; i++){ 
            
   free_vector(xp,1,npar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) {
   free_matrix(doldm,1,nlstate,1,npar);            posprop += prop[jk][i];
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
           
 }          for(jk=1; jk <=nlstate ; jk++){    
             if( i <= (int) agemax){
 /************ Variance of prevlim ******************/              if(posprop>=1.e-5){
 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)               probs[i][jk][j1]= prop[jk][i]/posprop;
 {              }
   /* Variance of prevalence limit */            }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          }/* end jk */
   double **newm;        }/* end i */
   double **dnewm,**doldm;      } /* end i1 */
   int i, j, nhstepm, hstepm;    } /* end k1 */
   int k, cptcode;  
   double *xp;    
   double *gp, *gm;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
   double **gradg, **trgradg;    free_vector(pp,1,nlstate);
   double age,agelim;    free_matrix(prop,1,nlstate,(int) agemin,(int) agemax+3);
   int theta;  }  /* End of Freq */
      
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  /************* Waves Concatenation ***************/
   fprintf(ficresvpl,"# Age");  
   for(i=1; i<=nlstate;i++)  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)
       fprintf(ficresvpl," %1d-%1d",i,i);  {
   fprintf(ficresvpl,"\n");    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        Death is a valid wave (if date is known).
   xp=vector(1,npar);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   dnewm=matrix(1,nlstate,1,npar);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   doldm=matrix(1,nlstate,1,nlstate);       and mw[mi+1][i]. dh depends on stepm.
         */
   hstepm=1*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    int i, mi, m;
   agelim = AGESUP;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */       double sum=0., jmean=0.;*/
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    int first;
     if (stepm >= YEARM) hstepm=1;    int j, k=0,jk, ju, jl;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double sum=0.;
     gradg=matrix(1,npar,1,nlstate);    first=0;
     gp=vector(1,nlstate);    jmin=1e+5;
     gm=vector(1,nlstate);    jmax=-1;
     jmean=0.;
     for(theta=1; theta <=npar; theta++){    for(i=1; i<=imx; i++){
       for(i=1; i<=npar; i++){ /* Computes gradient */      mi=0;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      m=firstpass;
       }      while(s[m][i] <= nlstate){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        if(s[m][i]>=1)
       for(i=1;i<=nlstate;i++)          mw[++mi][i]=m;
         gp[i] = prlim[i][i];        if(m >=lastpass)
              break;
       for(i=1; i<=npar; i++) /* Computes gradient */        else
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          m++;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      }/* end while */
       for(i=1;i<=nlstate;i++)      if (s[m][i] > nlstate){
         gm[i] = prlim[i][i];        mi++;     /* Death is another wave */
         /* if(mi==0)  never been interviewed correctly before death */
       for(i=1;i<=nlstate;i++)           /* Only death is a correct wave */
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        mw[mi][i]=m;
     } /* End theta */      }
   
     trgradg =matrix(1,nlstate,1,npar);      wav[i]=mi;
       if(mi==0){
     for(j=1; j<=nlstate;j++)        if(first==0){
       for(theta=1; theta <=npar; theta++)          printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i);
         trgradg[j][theta]=gradg[theta][j];          first=1;
         }
     for(i=1;i<=nlstate;i++)        if(first==1){
       varpl[i][(int)age] =0.;          fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        }
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      } /* end mi==0 */
     for(i=1;i<=nlstate;i++)    }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  
     for(i=1; i<=imx; i++){
     fprintf(ficresvpl,"%.0f ",age );      for(mi=1; mi<wav[i];mi++){
     for(i=1; i<=nlstate;i++)        if (stepm <=0)
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));          dh[mi][i]=1;
     fprintf(ficresvpl,"\n");        else{
     free_vector(gp,1,nlstate);          if (s[mw[mi+1][i]][i] > nlstate) {
     free_vector(gm,1,nlstate);            if (agedc[i] < 2*AGESUP) {
     free_matrix(gradg,1,npar,1,nlstate);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     free_matrix(trgradg,1,nlstate,1,npar);            if(j==0) j=1;  /* Survives at least one month after exam */
   } /* End age */            k=k+1;
             if (j >= jmax) jmax=j;
   free_vector(xp,1,npar);            if (j <= jmin) jmin=j;
   free_matrix(doldm,1,nlstate,1,npar);            sum=sum+j;
   free_matrix(dnewm,1,nlstate,1,nlstate);            /*if (j<0) printf("j=%d num=%d \n",j,i); */
             /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 }            /*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]);*/
             }
 /************ Variance of one-step probabilities  ******************/          }
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)          else{
 {            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   int i, j;            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   int k=0, cptcode;            k=k+1;
   double **dnewm,**doldm;            if (j >= jmax) jmax=j;
   double *xp;            else if (j <= jmin)jmin=j;
   double *gp, *gm;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   double **gradg, **trgradg;            /*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]);*/
   double age,agelim, cov[NCOVMAX];            sum=sum+j;
   int theta;          }
   char fileresprob[FILENAMELENGTH];          jk= j/stepm;
           jl= j -jk*stepm;
   strcpy(fileresprob,"prob");          ju= j -(jk+1)*stepm;
   strcat(fileresprob,fileres);          if(mle <=1){ 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {            if(jl==0){
     printf("Problem with resultfile: %s\n", fileresprob);              dh[mi][i]=jk;
   }              bh[mi][i]=0;
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);            }else{ /* We want a negative bias in order to only have interpolation ie
                      * at the price of an extra matrix product in likelihood */
               dh[mi][i]=jk+1;
   xp=vector(1,npar);              bh[mi][i]=ju;
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            }
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));          }else{
              if(jl <= -ju){
   cov[1]=1;              dh[mi][i]=jk;
   for (age=bage; age<=fage; age ++){              bh[mi][i]=jl;       /* bias is positive if real duration
     cov[2]=age;                                   * is higher than the multiple of stepm and negative otherwise.
     gradg=matrix(1,npar,1,9);                                   */
     trgradg=matrix(1,9,1,npar);            }
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));            else{
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));              dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
     for(theta=1; theta <=npar; theta++){            }
       for(i=1; i<=npar; i++)            if(dh[mi][i]==0){
         xp[i] = x[i] + (i==theta ?delti[theta]:0);              dh[mi][i]=1; /* At least one step */
                    bh[mi][i]=ju; /* At least one step */
       pmij(pmmij,cov,ncovmodel,xp,nlstate);              /*  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);*/
                }
       k=0;          }
       for(i=1; i<= (nlstate+ndeath); i++){        } /* end if mle */
         for(j=1; j<=(nlstate+ndeath);j++){      } /* end wave */
            k=k+1;    }
           gp[k]=pmmij[i][j];    jmean=sum/k;
         }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
    }
       for(i=1; i<=npar; i++)  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  /*********** Tricode ****************************/
      void tricode(int *Tvar, int **nbcode, int imx)
   {
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    
       k=0;    int Ndum[20],ij=1, k, j, i, maxncov=19;
       for(i=1; i<=(nlstate+ndeath); i++){    int cptcode=0;
         for(j=1; j<=(nlstate+ndeath);j++){    cptcoveff=0; 
           k=k+1;   
           gm[k]=pmmij[i][j];    for (k=0; k<maxncov; k++) Ndum[k]=0;
         }    for (k=1; k<=7; k++) ncodemax[k]=0;
       }  
          for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];                                   modality*/ 
     }        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         Ndum[ij]++; /*store the modality */
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       for(theta=1; theta <=npar; theta++)        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       trgradg[j][theta]=gradg[theta][j];                                         Tvar[j]. If V=sex and male is 0 and 
                                           female is 1, then  cptcode=1.*/
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);      }
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);  
       for (i=0; i<=cptcode; i++) {
      pmij(pmmij,cov,ncovmodel,x,nlstate);        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 */
       }
      k=0;  
      for(i=1; i<=(nlstate+ndeath); i++){      ij=1; 
        for(j=1; j<=(nlstate+ndeath);j++){      for (i=1; i<=ncodemax[j]; i++) {
          k=k+1;        for (k=0; k<= maxncov; k++) {
          gm[k]=pmmij[i][j];          if (Ndum[k] != 0) {
         }            nbcode[Tvar[j]][ij]=k; 
      }            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
                  
      /*printf("\n%d ",(int)age);            ij++;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          }
                  if (ij > ncodemax[j]) break; 
         }  
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      } 
      }*/    }  
   
   fprintf(ficresprob,"\n%d ",(int)age);   for (k=0; k< maxncov; k++) Ndum[k]=0;
   
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){   for (i=1; i<=ncovmodel-2; i++) { 
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);     ij=Tvar[i];
   }     Ndum[ij]++;
    }
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));  
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));   ij=1;
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);   for (i=1; i<= maxncov; i++) {
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);     if((Ndum[i]!=0) && (i<=ncovcol)){
 }       Tvaraff[ij]=i; /*For printing */
  free_vector(xp,1,npar);       ij++;
 fclose(ficresprob);     }
  exit(0);   }
 }   
    cptcoveff=ij-1; /*Number of simple covariates*/
 /***********************************************/  }
 /**************** Main Program *****************/  
 /***********************************************/  /*********** Health Expectancies ****************/
   
 /*int main(int argc, char *argv[])*/  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 )
 int main()  
 {  {
     /* Health expectancies */
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   double agedeb, agefin,hf;    double age, agelim, hf;
   double agemin=1.e20, agemax=-1.e20;    double ***p3mat,***varhe;
     double **dnewm,**doldm;
   double fret;    double *xp;
   double **xi,tmp,delta;    double **gp, **gm;
     double ***gradg, ***trgradg;
   double dum; /* Dummy variable */    int theta;
   double ***p3mat;  
   int *indx;    varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage);
   char line[MAXLINE], linepar[MAXLINE];    xp=vector(1,npar);
   char title[MAXLINE];    dnewm=matrix(1,nlstate*2,1,npar);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    doldm=matrix(1,nlstate*2,1,nlstate*2);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];    
   char filerest[FILENAMELENGTH];    fprintf(ficreseij,"# Health expectancies\n");
   char fileregp[FILENAMELENGTH];    fprintf(ficreseij,"# Age");
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    for(i=1; i<=nlstate;i++)
   int firstobs=1, lastobs=10;      for(j=1; j<=nlstate;j++)
   int sdeb, sfin; /* Status at beginning and end */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   int c,  h , cpt,l;    fprintf(ficreseij,"\n");
   int ju,jl, mi;  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    if(estepm < stepm){
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      printf ("Problem %d lower than %d\n",estepm, stepm);
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast;    }
   int hstepm, nhstepm;    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
   double bage, fage, age, agelim, agebase;     * This is mainly to measure the difference between two models: for example
   double ftolpl=FTOL;     * if stepm=24 months pijx are given only every 2 years and by summing them
   double **prlim;     * we are calculating an estimate of the Life Expectancy assuming a linear 
   double *severity;     * progression in between and thus overestimating or underestimating according
   double ***param; /* Matrix of parameters */     * to the curvature of the survival function. If, for the same date, we 
   double  *p;     * estimate the model with stepm=1 month, we can keep estepm to 24 months
   double **matcov; /* Matrix of covariance */     * to compare the new estimate of Life expectancy with the same linear 
   double ***delti3; /* Scale */     * hypothesis. A more precise result, taking into account a more precise
   double *delti; /* Scale */     * curvature will be obtained if estepm is as small as stepm. */
   double ***eij, ***vareij;  
   double **varpl; /* Variances of prevalence limits by age */    /* For example we decided to compute the life expectancy with the smallest unit */
   double *epj, vepp;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   double kk1;       nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";       Look at hpijx to understand the reason of that which relies in memory size
   char *alph[]={"a","a","b","c","d","e"}, str[4];       and note for a fixed period like estepm months */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
   char z[1]="c", occ;       means that if the survival funtion is printed only each two years of age and if
 #include <sys/time.h>       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 #include <time.h>       results. So we changed our mind and took the option of the best precision.
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    */
   /* long total_usecs;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   struct timeval start_time, end_time;  
      agelim=AGESUP;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   printf("\nIMACH, Version 0.64b");      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
   printf("\nEnter the parameter file name: ");      /* if (stepm >= YEARM) hstepm=1;*/
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 #ifdef windows      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   scanf("%s",pathtot);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2);
   getcwd(pathcd, size);      gp=matrix(0,nhstepm,1,nlstate*2);
   /*cygwin_split_path(pathtot,path,optionfile);      gm=matrix(0,nhstepm,1,nlstate*2);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/  
   /* cutv(path,optionfile,pathtot,'\\');*/      /* Computed by stepm unit matrices, product of hstepm matrices, stored
          in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 split(pathtot, path,optionfile);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   chdir(path);   
   replace(pathc,path);  
 #endif      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 #ifdef unix  
   scanf("%s",optionfile);      /* Computing Variances of health expectancies */
 #endif  
        for(theta=1; theta <=npar; theta++){
 /*-------- arguments in the command line --------*/        for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   strcpy(fileres,"r");        }
   strcat(fileres, optionfile);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     
   /*---------arguments file --------*/        cptj=0;
         for(j=1; j<= nlstate; j++){
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          for(i=1; i<=nlstate; i++){
     printf("Problem with optionfile %s\n",optionfile);            cptj=cptj+1;
     goto end;            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
   }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   strcpy(filereso,"o");          }
   strcat(filereso,fileres);        }
   if((ficparo=fopen(filereso,"w"))==NULL) {       
     printf("Problem with Output resultfile: %s\n", filereso);goto end;       
   }        for(i=1; i<=npar; i++) 
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /* Reads comments: lines beginning with '#' */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   while((c=getc(ficpar))=='#' && c!= EOF){        
     ungetc(c,ficpar);        cptj=0;
     fgets(line, MAXLINE, ficpar);        for(j=1; j<= nlstate; j++){
     puts(line);          for(i=1;i<=nlstate;i++){
     fputs(line,ficparo);            cptj=cptj+1;
   }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   ungetc(c,ficpar);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);          }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);        }
   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);        for(j=1; j<= nlstate*2; j++)
 while((c=getc(ficpar))=='#' && c!= EOF){          for(h=0; h<=nhstepm-1; h++){
     ungetc(c,ficpar);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     fgets(line, MAXLINE, ficpar);          }
     puts(line);       } 
     fputs(line,ficparo);     
   }  /* End theta */
   ungetc(c,ficpar);  
         trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar);
   fscanf(ficpar,"fprevalence=%d lprevalence=%d pop_based=%d\n",&fprev,&lprev,&popbased);  
  while((c=getc(ficpar))=='#' && c!= EOF){       for(h=0; h<=nhstepm-1; h++)
     ungetc(c,ficpar);        for(j=1; j<=nlstate*2;j++)
     fgets(line, MAXLINE, ficpar);          for(theta=1; theta <=npar; theta++)
     puts(line);            trgradg[h][j][theta]=gradg[h][theta][j];
     fputs(line,ficparo);       
   }  
   ungetc(c,ficpar);       for(i=1;i<=nlstate*2;i++)
          for(j=1;j<=nlstate*2;j++)
   fscanf(ficpar,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",&fprevfore,&lprevfore,&nforecast,&mobilav);          varhe[i][j][(int)age] =0.;
    
   covar=matrix(0,NCOVMAX,1,n);       printf("%d|",(int)age);fflush(stdout);
   cptcovn=0;       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;       for(h=0;h<=nhstepm-1;h++){
         for(k=0;k<=nhstepm-1;k++){
   ncovmodel=2+cptcovn;          matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov);
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]);
            for(i=1;i<=nlstate*2;i++)
   /* Read guess parameters */            for(j=1;j<=nlstate*2;j++)
   /* Reads comments: lines beginning with '#' */              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);      }
     fgets(line, MAXLINE, ficpar);      /* Computing expectancies */
     puts(line);      for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);        for(j=1; j<=nlstate;j++)
   }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   ungetc(c,ficpar);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  /* 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]);*/
     for(i=1; i <=nlstate; i++)  
     for(j=1; j <=nlstate+ndeath-1; j++){          }
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       fprintf(ficparo,"%1d%1d",i1,j1);      fprintf(ficreseij,"%3.0f",age );
       printf("%1d%1d",i,j);      cptj=0;
       for(k=1; k<=ncovmodel;k++){      for(i=1; i<=nlstate;i++)
         fscanf(ficpar," %lf",&param[i][j][k]);        for(j=1; j<=nlstate;j++){
         printf(" %lf",param[i][j][k]);          cptj++;
         fprintf(ficparo," %lf",param[i][j][k]);          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       }        }
       fscanf(ficpar,"\n");      fprintf(ficreseij,"\n");
       printf("\n");     
       fprintf(ficparo,"\n");      free_matrix(gm,0,nhstepm,1,nlstate*2);
     }      free_matrix(gp,0,nhstepm,1,nlstate*2);
        free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2);
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   p=param[1][1];    }
      printf("\n");
   /* Reads comments: lines beginning with '#' */    fprintf(ficlog,"\n");
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    free_vector(xp,1,npar);
     fgets(line, MAXLINE, ficpar);    free_matrix(dnewm,1,nlstate*2,1,npar);
     puts(line);    free_matrix(doldm,1,nlstate*2,1,nlstate*2);
     fputs(line,ficparo);    free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage);
   }  }
   ungetc(c,ficpar);  
   /************ Variance ******************/
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  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)
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  {
   for(i=1; i <=nlstate; i++){    /* Variance of health expectancies */
     for(j=1; j <=nlstate+ndeath-1; j++){    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       fscanf(ficpar,"%1d%1d",&i1,&j1);    /* double **newm;*/
       printf("%1d%1d",i,j);    double **dnewm,**doldm;
       fprintf(ficparo,"%1d%1d",i1,j1);    double **dnewmp,**doldmp;
       for(k=1; k<=ncovmodel;k++){    int i, j, nhstepm, hstepm, h, nstepm ;
         fscanf(ficpar,"%le",&delti3[i][j][k]);    int k, cptcode;
         printf(" %le",delti3[i][j][k]);    double *xp;
         fprintf(ficparo," %le",delti3[i][j][k]);    double **gp, **gm;  /* for var eij */
       }    double ***gradg, ***trgradg; /*for var eij */
       fscanf(ficpar,"\n");    double **gradgp, **trgradgp; /* for var p point j */
       printf("\n");    double *gpp, *gmp; /* for var p point j */
       fprintf(ficparo,"\n");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     }    double ***p3mat;
   }    double age,agelim, hf;
   delti=delti3[1][1];    double ***mobaverage;
      int theta;
   /* Reads comments: lines beginning with '#' */    char digit[4];
   while((c=getc(ficpar))=='#' && c!= EOF){    char digitp[25];
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    char fileresprobmorprev[FILENAMELENGTH];
     puts(line);  
     fputs(line,ficparo);    if(popbased==1){
   }      if(mobilav!=0)
   ungetc(c,ficpar);        strcpy(digitp,"-populbased-mobilav-");
        else strcpy(digitp,"-populbased-nomobil-");
   matcov=matrix(1,npar,1,npar);    }
   for(i=1; i <=npar; i++){    else 
     fscanf(ficpar,"%s",&str);      strcpy(digitp,"-stablbased-");
     printf("%s",str);  
     fprintf(ficparo,"%s",str);    if (mobilav!=0) {
     for(j=1; j <=i; j++){      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       fscanf(ficpar," %le",&matcov[i][j]);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       printf(" %.5le",matcov[i][j]);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       fprintf(ficparo," %.5le",matcov[i][j]);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
     }      }
     fscanf(ficpar,"\n");    }
     printf("\n");  
     fprintf(ficparo,"\n");    strcpy(fileresprobmorprev,"prmorprev"); 
   }    sprintf(digit,"%-d",ij);
   for(i=1; i <=npar; i++)    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     for(j=i+1;j<=npar;j++)    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       matcov[i][j]=matcov[j][i];    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
        strcat(fileresprobmorprev,fileres);
   printf("\n");    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     /*-------- data file ----------*/    }
     if((ficres =fopen(fileres,"w"))==NULL) {    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       printf("Problem with resultfile: %s\n", fileres);goto end;    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     }    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     fprintf(ficres,"#%s\n",version);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
        for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     if((fic=fopen(datafile,"r"))==NULL)    {      fprintf(ficresprobmorprev," p.%-d SE",j);
       printf("Problem with datafile: %s\n", datafile);goto end;      for(i=1; i<=nlstate;i++)
     }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }  
     n= lastobs;    fprintf(ficresprobmorprev,"\n");
     severity = vector(1,maxwav);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     outcome=imatrix(1,maxwav+1,1,n);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
     num=ivector(1,n);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
     moisnais=vector(1,n);      exit(0);
     annais=vector(1,n);    }
     moisdc=vector(1,n);    else{
     andc=vector(1,n);      fprintf(ficgp,"\n# Routine varevsij");
     agedc=vector(1,n);    }
     cod=ivector(1,n);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     weight=vector(1,n);      printf("Problem with html file: %s\n", optionfilehtm);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
     mint=matrix(1,maxwav,1,n);      exit(0);
     anint=matrix(1,maxwav,1,n);    }
     s=imatrix(1,maxwav+1,1,n);    else{
     adl=imatrix(1,maxwav+1,1,n);          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");
     tab=ivector(1,NCOVMAX);      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     ncodemax=ivector(1,8);    }
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     i=1;  
     while (fgets(line, MAXLINE, fic) != NULL)    {    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
       if ((i >= firstobs) && (i <=lastobs)) {    fprintf(ficresvij,"# Age");
            for(i=1; i<=nlstate;i++)
         for (j=maxwav;j>=1;j--){      for(j=1; j<=nlstate;j++)
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
           strcpy(line,stra);    fprintf(ficresvij,"\n");
           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);    xp=vector(1,npar);
         }    dnewm=matrix(1,nlstate,1,npar);
            doldm=matrix(1,nlstate,1,nlstate);
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         for (j=ncov;j>=1;j--){    
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if(estepm < stepm){
         }      printf ("Problem %d lower than %d\n",estepm, stepm);
         num[i]=atol(stra);    }
            else  hstepm=estepm;   
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){    /* For example we decided to compute the life expectancy with the smallest unit */
           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;}*/    /* 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 
         i=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 k years */
     /* printf("ii=%d", ij);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        scanf("%d",i);*/       survival function given by stepm (the optimization length). Unfortunately it
   imx=i-1; /* Number of individuals */       means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   /* for (i=1; i<=imx; i++){       results. So we changed our mind and took the option of the best precision.
     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;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;    agelim = AGESUP;
     }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     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]));*/      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 */
   /* Calculation of the number of parameter from char model*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   Tvar=ivector(1,15);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   Tprod=ivector(1,15);      gp=matrix(0,nhstepm,1,nlstate);
   Tvaraff=ivector(1,15);      gm=matrix(0,nhstepm,1,nlstate);
   Tvard=imatrix(1,15,1,2);  
   Tage=ivector(1,15);        
          for(theta=1; theta <=npar; theta++){
   if (strlen(model) >1){        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
     j=0, j1=0, k1=1, k2=1;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     j=nbocc(model,'+');        }
     j1=nbocc(model,'*');        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     cptcovn=j+1;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     cptcovprod=j1;  
            if (popbased==1) {
              if(mobilav ==0){
     strcpy(modelsav,model);            for(i=1; i<=nlstate;i++)
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){              prlim[i][i]=probs[(int)age][i][ij];
       printf("Error. Non available option model=%s ",model);          }else{ /* mobilav */ 
       goto end;            for(i=1; i<=nlstate;i++)
     }              prlim[i][i]=mobaverage[(int)age][i][ij];
              }
     for(i=(j+1); i>=1;i--){        }
       cutv(stra,strb,modelsav,'+');    
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);        for(j=1; j<= nlstate; j++){
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/          for(h=0; h<=nhstepm; h++){
       /*scanf("%d",i);*/            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       if (strchr(strb,'*')) {              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
         cutv(strd,strc,strb,'*');          }
         if (strcmp(strc,"age")==0) {        }
           cptcovprod--;        /* This for computing probability of death (h=1 means
           cutv(strb,stre,strd,'V');           computed over hstepm matrices product = hstepm*stepm months) 
           Tvar[i]=atoi(stre);           as a weighted average of prlim.
           cptcovage++;        */
             Tage[cptcovage]=i;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
             /*printf("stre=%s ", stre);*/          for(i=1,gpp[j]=0.; i<= nlstate; i++)
         }            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         else if (strcmp(strd,"age")==0) {        }    
           cptcovprod--;        /* end probability of death */
           cutv(strb,stre,strc,'V');  
           Tvar[i]=atoi(stre);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           cptcovage++;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           Tage[cptcovage]=i;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         else {   
           cutv(strb,stre,strc,'V');        if (popbased==1) {
           Tvar[i]=ncov+k1;          if(mobilav ==0){
           cutv(strb,strc,strd,'V');            for(i=1; i<=nlstate;i++)
           Tprod[k1]=i;              prlim[i][i]=probs[(int)age][i][ij];
           Tvard[k1][1]=atoi(strc);          }else{ /* mobilav */ 
           Tvard[k1][2]=atoi(stre);            for(i=1; i<=nlstate;i++)
           Tvar[cptcovn+k2]=Tvard[k1][1];              prlim[i][i]=mobaverage[(int)age][i][ij];
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          }
           for (k=1; k<=lastobs;k++)        }
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  
           k1++;        for(j=1; j<= nlstate; j++){
           k2=k2+2;          for(h=0; h<=nhstepm; h++){
         }            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       }              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       else {          }
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/        }
        /*  scanf("%d",i);*/        /* This for computing probability of death (h=1 means
       cutv(strd,strc,strb,'V');           computed over hstepm matrices product = hstepm*stepm months) 
       Tvar[i]=atoi(strc);           as a weighted average of prlim.
       }        */
       strcpy(modelsav,stra);          for(j=nlstate+1;j<=nlstate+ndeath;j++){
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
         scanf("%d",i);*/           gmp[j] += prlim[i][i]*p3mat[i][j][1];
     }        }    
 }        /* end probability of death */
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);        for(j=1; j<= nlstate; j++) /* vareij */
   printf("cptcovprod=%d ", cptcovprod);          for(h=0; h<=nhstepm; h++){
   scanf("%d ",i);*/            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     fclose(fic);          }
   
     /*  if(mle==1){*/        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
     if (weightopt != 1) { /* Maximisation without weights*/          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
       for(i=1;i<=n;i++) weight[i]=1.0;        }
     }  
     /*-calculation of age at interview from date of interview and age at death -*/      } /* End theta */
     agev=matrix(1,maxwav,1,imx);  
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)      for(h=0; h<=nhstepm; h++) /* veij */
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){        for(j=1; j<=nlstate;j++)
          anint[m][i]=9999;          for(theta=1; theta <=npar; theta++)
          s[m][i]=-1;            trgradg[h][j][theta]=gradg[h][theta][j];
        }  
          for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
     for (i=1; i<=imx; i++)  {        for(theta=1; theta <=npar; theta++)
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);          trgradgp[j][theta]=gradgp[theta][j];
       for(m=1; (m<= maxwav); m++){    
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             if(agedc[i]>0)      for(i=1;i<=nlstate;i++)
               if(moisdc[i]!=99 && andc[i]!=9999)        for(j=1;j<=nlstate;j++)
               agev[m][i]=agedc[i];          vareij[i][j][(int)age] =0.;
             else {  
               if (andc[i]!=9999){      for(h=0;h<=nhstepm;h++){
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        for(k=0;k<=nhstepm;k++){
               agev[m][i]=-1;          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
               }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
             }          for(i=1;i<=nlstate;i++)
           }            for(j=1;j<=nlstate;j++)
           else if(s[m][i] !=9){ /* Should no more exist */              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        }
             if(mint[m][i]==99 || anint[m][i]==9999)      }
               agev[m][i]=1;    
             else if(agev[m][i] <agemin){      /* pptj */
               agemin=agev[m][i];      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
             }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
             else if(agev[m][i] >agemax){        for(i=nlstate+1;i<=nlstate+ndeath;i++)
               agemax=agev[m][i];          varppt[j][i]=doldmp[j][i];
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/      /* end ppptj */
             }      /*  x centered again */
             /*agev[m][i]=anint[m][i]-annais[i];*/      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
             /*   agev[m][i] = age[i]+2*m;*/      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
           }   
           else { /* =9 */      if (popbased==1) {
             agev[m][i]=1;        if(mobilav ==0){
             s[m][i]=-1;          for(i=1; i<=nlstate;i++)
           }            prlim[i][i]=probs[(int)age][i][ij];
         }        }else{ /* mobilav */ 
         else /*= 0 Unknown */          for(i=1; i<=nlstate;i++)
           agev[m][i]=1;            prlim[i][i]=mobaverage[(int)age][i][ij];
       }        }
          }
     }               
     for (i=1; i<=imx; i++)  {      /* This for computing probability of death (h=1 means
       for(m=1; (m<= maxwav); m++){         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
         if (s[m][i] > (nlstate+ndeath)) {         as a weighted average of prlim.
           printf("Error: Wrong value in nlstate or ndeath\n");        */
           goto end;      for(j=nlstate+1;j<=nlstate+ndeath;j++){
         }        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
       }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     }      }    
       /* end probability of death */
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);  
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
     free_vector(severity,1,maxwav);      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     free_imatrix(outcome,1,maxwav+1,1,n);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
     free_vector(moisnais,1,n);        for(i=1; i<=nlstate;i++){
     free_vector(annais,1,n);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     free_matrix(mint,1,maxwav,1,n);        }
     free_matrix(anint,1,maxwav,1,n);      } 
     free_vector(moisdc,1,n);      fprintf(ficresprobmorprev,"\n");
     free_vector(andc,1,n);  
       fprintf(ficresvij,"%.0f ",age );
          for(i=1; i<=nlstate;i++)
     wav=ivector(1,imx);        for(j=1; j<=nlstate;j++){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        }
          fprintf(ficresvij,"\n");
     /* Concatenates waves */      free_matrix(gp,0,nhstepm,1,nlstate);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       Tcode=ivector(1,100);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    } /* End age */
       ncodemax[1]=1;    free_vector(gpp,nlstate+1,nlstate+ndeath);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);    free_vector(gmp,nlstate+1,nlstate+ndeath);
          free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
    codtab=imatrix(1,100,1,10);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
    h=0;    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
    m=pow(2,cptcoveff);    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
      fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
    for(k=1;k<=cptcoveff; k++){  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
      for(i=1; i <=(m/pow(2,k));i++){  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
        for(j=1; j <= ncodemax[k]; j++){  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
            h++;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
            if (h>m) h=1;codtab[h][k]=j;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
          }    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
        }    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
      }    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
    }  */
     fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   
    /*for(i=1; i <=m ;i++){    free_vector(xp,1,npar);
      for(k=1; k <=cptcovn; k++){    free_matrix(doldm,1,nlstate,1,nlstate);
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    free_matrix(dnewm,1,nlstate,1,npar);
      }    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      printf("\n");    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
    }    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
    scanf("%d",i);*/    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        fclose(ficresprobmorprev);
    /* Calculates basic frequencies. Computes observed prevalence at single age    fclose(ficgp);
        and prints on file fileres'p'. */    fclose(fichtm);
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev);  }  
   
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /************ Variance of prevlim ******************/
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  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)
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  {
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /* Variance of prevalence limit */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
          double **newm;
     /* For Powell, parameters are in a vector p[] starting at p[1]    double **dnewm,**doldm;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */    int i, j, nhstepm, hstepm;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    int k, cptcode;
     double *xp;
     if(mle==1){    double *gp, *gm;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    double **gradg, **trgradg;
     }    double age,agelim;
        int theta;
     /*--------- results files --------------*/     
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
        fprintf(ficresvpl,"# Age");
    jk=1;    for(i=1; i<=nlstate;i++)
    fprintf(ficres,"# Parameters\n");        fprintf(ficresvpl," %1d-%1d",i,i);
    printf("# Parameters\n");    fprintf(ficresvpl,"\n");
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){    xp=vector(1,npar);
        if (k != i)    dnewm=matrix(1,nlstate,1,npar);
          {    doldm=matrix(1,nlstate,1,nlstate);
            printf("%d%d ",i,k);    
            fprintf(ficres,"%1d%1d ",i,k);    hstepm=1*YEARM; /* Every year of age */
            for(j=1; j <=ncovmodel; j++){    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
              printf("%f ",p[jk]);    agelim = AGESUP;
              fprintf(ficres,"%f ",p[jk]);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
              jk++;      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
            }      if (stepm >= YEARM) hstepm=1;
            printf("\n");      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
            fprintf(ficres,"\n");      gradg=matrix(1,npar,1,nlstate);
          }      gp=vector(1,nlstate);
      }      gm=vector(1,nlstate);
    }  
  if(mle==1){      for(theta=1; theta <=npar; theta++){
     /* Computing hessian and covariance matrix */        for(i=1; i<=npar; i++){ /* Computes gradient */
     ftolhess=ftol; /* Usually correct */          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     hesscov(matcov, p, npar, delti, ftolhess, func);        }
  }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     fprintf(ficres,"# Scales\n");        for(i=1;i<=nlstate;i++)
     printf("# Scales\n");          gp[i] = prlim[i][i];
      for(i=1,jk=1; i <=nlstate; i++){      
       for(j=1; j <=nlstate+ndeath; j++){        for(i=1; i<=npar; i++) /* Computes gradient */
         if (j!=i) {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           fprintf(ficres,"%1d%1d",i,j);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           printf("%1d%1d",i,j);        for(i=1;i<=nlstate;i++)
           for(k=1; k<=ncovmodel;k++){          gm[i] = prlim[i][i];
             printf(" %.5e",delti[jk]);  
             fprintf(ficres," %.5e",delti[jk]);        for(i=1;i<=nlstate;i++)
             jk++;          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
           }      } /* End theta */
           printf("\n");  
           fprintf(ficres,"\n");      trgradg =matrix(1,nlstate,1,npar);
         }  
       }      for(j=1; j<=nlstate;j++)
       }        for(theta=1; theta <=npar; theta++)
              trgradg[j][theta]=gradg[theta][j];
     k=1;  
     fprintf(ficres,"# Covariance\n");      for(i=1;i<=nlstate;i++)
     printf("# Covariance\n");        varpl[i][(int)age] =0.;
     for(i=1;i<=npar;i++){      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       /*  if (k>nlstate) k=1;      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       i1=(i-1)/(ncovmodel*nlstate)+1;      for(i=1;i<=nlstate;i++)
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
       printf("%s%d%d",alph[k],i1,tab[i]);*/  
       fprintf(ficres,"%3d",i);      fprintf(ficresvpl,"%.0f ",age );
       printf("%3d",i);      for(i=1; i<=nlstate;i++)
       for(j=1; j<=i;j++){        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
         fprintf(ficres," %.5e",matcov[i][j]);      fprintf(ficresvpl,"\n");
         printf(" %.5e",matcov[i][j]);      free_vector(gp,1,nlstate);
       }      free_vector(gm,1,nlstate);
       fprintf(ficres,"\n");      free_matrix(gradg,1,npar,1,nlstate);
       printf("\n");      free_matrix(trgradg,1,nlstate,1,npar);
       k++;    } /* End age */
     }  
        free_vector(xp,1,npar);
     while((c=getc(ficpar))=='#' && c!= EOF){    free_matrix(doldm,1,nlstate,1,npar);
       ungetc(c,ficpar);    free_matrix(dnewm,1,nlstate,1,nlstate);
       fgets(line, MAXLINE, ficpar);  
       puts(line);  }
       fputs(line,ficparo);  
     }  /************ Variance of one-step probabilities  ******************/
     ungetc(c,ficpar);  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
    {
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    int i, j=0,  i1, k1, l1, t, tj;
        int k2, l2, j1,  z1;
     if (fage <= 2) {    int k=0,l, cptcode;
       bage = agemin;    int first=1, first1;
       fage = agemax;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     }    double **dnewm,**doldm;
     double *xp;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    double *gp, *gm;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double **gradg, **trgradg;
     double **mu;
        double age,agelim, cov[NCOVMAX];
 /*------------ gnuplot -------------*/    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 chdir(pathcd);    int theta;
   if((ficgp=fopen("graph.plt","w"))==NULL) {    char fileresprob[FILENAMELENGTH];
     printf("Problem with file graph.gp");goto end;    char fileresprobcov[FILENAMELENGTH];
   }    char fileresprobcor[FILENAMELENGTH];
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);    double ***varpij;
 #endif  
 m=pow(2,cptcoveff);    strcpy(fileresprob,"prob"); 
      strcat(fileresprob,fileres);
  /* 1eme*/    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
   for (cpt=1; cpt<= nlstate ; cpt ++) {      printf("Problem with resultfile: %s\n", fileresprob);
    for (k1=1; k1<= m ; k1 ++) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
 #ifdef windows    strcpy(fileresprobcov,"probcov"); 
     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);    strcat(fileresprobcov,fileres);
 #endif    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 #ifdef unix      printf("Problem with resultfile: %s\n", fileresprobcov);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 #endif    }
     strcpy(fileresprobcor,"probcor"); 
 for (i=1; i<= nlstate ; i ++) {    strcat(fileresprobcor,fileres);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");      printf("Problem with resultfile: %s\n", fileresprobcor);
 }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    }
     for (i=1; i<= nlstate ; i ++) {    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 }    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
      for (i=1; i<= nlstate ; i ++) {    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 }      fprintf(ficresprob,"# Age");
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 #ifdef unix    fprintf(ficresprobcov,"# Age");
 fprintf(ficgp,"\nset ter gif small size 400,300");    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 #endif    fprintf(ficresprobcov,"# Age");
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
    }  
   }    for(i=1; i<=nlstate;i++)
   /*2 eme*/      for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   for (k1=1; k1<= m ; k1 ++) {        fprintf(ficresprobcov," p%1d-%1d ",i,j);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);        fprintf(ficresprobcor," p%1d-%1d ",i,j);
          }  
     for (i=1; i<= nlstate+1 ; i ++) {   /* fprintf(ficresprob,"\n");
       k=2*i;    fprintf(ficresprobcov,"\n");
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    fprintf(ficresprobcor,"\n");
       for (j=1; j<= nlstate+1 ; j ++) {   */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   xp=vector(1,npar);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 }      doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    first=1;
       for (j=1; j<= nlstate+1 ; j ++) {    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
         else fprintf(ficgp," \%%*lf (\%%*lf)");      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 }        exit(0);
       fprintf(ficgp,"\" t\"\" w l 0,");    }
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    else{
       for (j=1; j<= nlstate+1 ; j ++) {      fprintf(ficgp,"\n# Routine varprob");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    }
   else fprintf(ficgp," \%%*lf (\%%*lf)");    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
 }        printf("Problem with html file: %s\n", optionfilehtm);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       else fprintf(ficgp,"\" t\"\" w l 0,");      exit(0);
     }    }
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    else{
   }      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
        fprintf(fichtm,"\n");
   /*3eme*/  
       fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
   for (k1=1; k1<= m ; k1 ++) {      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     for (cpt=1; cpt<= nlstate ; cpt ++) {      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
       k=2+nlstate*(cpt-1);  
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    }
       for (i=1; i< nlstate ; i ++) {  
         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);    cov[1]=1;
       }    tj=cptcoveff;
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     }    j1=0;
   }    for(t=1; t<=tj;t++){
        for(i1=1; i1<=ncodemax[t];i1++){ 
   /* CV preval stat */        j1++;
   for (k1=1; k1<= m ; k1 ++) {        if  (cptcovn>0) {
     for (cpt=1; cpt<nlstate ; cpt ++) {          fprintf(ficresprob, "\n#********** Variable "); 
       k=3;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          fprintf(ficresprob, "**********\n#\n");
       for (i=1; i< nlstate ; i ++)          fprintf(ficresprobcov, "\n#********** Variable "); 
         fprintf(ficgp,"+$%d",k+i+1);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          fprintf(ficresprobcov, "**********\n#\n");
                
       l=3+(nlstate+ndeath)*cpt;          fprintf(ficgp, "\n#********** Variable "); 
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       for (i=1; i< nlstate ; i ++) {          fprintf(ficgp, "**********\n#\n");
         l=3+(nlstate+ndeath)*cpt;          
         fprintf(ficgp,"+$%d",l+i+1);          
       }          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     }          
   }            fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   /* proba elementaires */          fprintf(ficresprobcor, "**********\n#");    
    for(i=1,jk=1; i <=nlstate; i++){        }
     for(k=1; k <=(nlstate+ndeath); k++){        
       if (k != i) {        for (age=bage; age<=fage; age ++){ 
         for(j=1; j <=ncovmodel; j++){          cov[2]=age;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/          for (k=1; k<=cptcovn;k++) {
           /*fprintf(ficgp,"%s",alph[1]);*/            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          }
           jk++;          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           fprintf(ficgp,"\n");          for (k=1; k<=cptcovprod;k++)
         }            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       }          
     }          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
     }          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
   for(jk=1; jk <=m; jk++) {          gm=vector(1,(nlstate)*(nlstate+ndeath));
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      
    i=1;          for(theta=1; theta <=npar; theta++){
    for(k2=1; k2<=nlstate; k2++) {            for(i=1; i<=npar; i++)
      k3=i;              xp[i] = x[i] + (i==theta ?delti[theta]:0);
      for(k=1; k<=(nlstate+ndeath); k++) {            
        if (k != k2){            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);            
 ij=1;            k=0;
         for(j=3; j <=ncovmodel; j++) {            for(i=1; i<= (nlstate); i++){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {              for(j=1; j<=(nlstate+ndeath);j++){
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);                k=k+1;
             ij++;                gp[k]=pmmij[i][j];
           }              }
           else            }
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            
         }            for(i=1; i<=npar; i++)
           fprintf(ficgp,")/(1");              xp[i] = x[i] - (i==theta ?delti[theta]:0);
              
         for(k1=1; k1 <=nlstate; k1++){              pmij(pmmij,cov,ncovmodel,xp,nlstate);
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);            k=0;
 ij=1;            for(i=1; i<=(nlstate); i++){
           for(j=3; j <=ncovmodel; j++){              for(j=1; j<=(nlstate+ndeath);j++){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {                k=k+1;
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);                gm[k]=pmmij[i][j];
             ij++;              }
           }            }
           else       
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
           }              gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
           fprintf(ficgp,")");          }
         }  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");            for(theta=1; theta <=npar; theta++)
         i=i+ncovmodel;              trgradg[j][theta]=gradg[theta][j];
        }          
      }          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
    }          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
   }          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
              free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   fclose(ficgp);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
      
 chdir(path);          pmij(pmmij,cov,ncovmodel,x,nlstate);
              
     free_ivector(wav,1,imx);          k=0;
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);          for(i=1; i<=(nlstate); i++){
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);              for(j=1; j<=(nlstate+ndeath);j++){
     free_ivector(num,1,n);              k=k+1;
     free_vector(agedc,1,n);              mu[k][(int) age]=pmmij[i][j];
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            }
     fclose(ficparo);          }
     fclose(ficres);          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
     /*  }*/            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
                  varpij[i][j][(int)age] = doldm[i][j];
    /*________fin mle=1_________*/  
              /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
              printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     /* No more information from the sample is required now */            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   /* Reads comments: lines beginning with '#' */            }*/
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);          fprintf(ficresprob,"\n%d ",(int)age);
     fgets(line, MAXLINE, ficpar);          fprintf(ficresprobcov,"\n%d ",(int)age);
     puts(line);          fprintf(ficresprobcor,"\n%d ",(int)age);
     fputs(line,ficparo);  
   }          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   ungetc(c,ficpar);            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          }
 /*--------- index.htm --------*/          i=0;
           for (k=1; k<=(nlstate);k++){
   strcpy(optionfilehtm,optionfile);            for (l=1; l<=(nlstate+ndeath);l++){ 
   strcat(optionfilehtm,".htm");              i=i++;
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
     printf("Problem with %s \n",optionfilehtm);goto end;              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   }              for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>              }
 Total number of observations=%d <br>            }
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>          }/* end of loop for state */
 <hr  size=\"2\" color=\"#EC5E5E\">        } /* end of loop for age */
 <li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n        /* Confidence intervalle of pij  */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        /*
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>          fprintf(ficgp,"\nset noparametric;unset label");
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          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);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>        */
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
  fprintf(fichtm," <li>Graphs</li><p>");        first1=1;
         for (k2=1; k2<=(nlstate);k2++){
  m=cptcoveff;          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}            if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
  j1=0;            for (k1=1; k1<=(nlstate);k1++){
  for(k1=1; k1<=m;k1++){              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
    for(i1=1; i1<=ncodemax[k1];i1++){                if(l1==k1) continue;
        j1++;                i=(k1-1)*(nlstate+ndeath)+l1;
        if (cptcovn > 0) {                if(i<=j) continue;
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");                for (age=bage; age<=fage; age ++){ 
          for (cpt=1; cpt<=cptcoveff;cpt++)                  if ((int)age %5==0){
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
        }                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>                    mu1=mu[i][(int) age]/stepm*YEARM ;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                        mu2=mu[j][(int) age]/stepm*YEARM;
        for(cpt=1; cpt<nlstate;cpt++){                    c12=cv12/sqrt(v1*v2);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>                    /* Computing eigen value of matrix of covariance */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
        }                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
     for(cpt=1; cpt<=nlstate;cpt++) {                    /* Eigen vectors */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 interval) in state (%d): v%s%d%d.gif <br>                    /*v21=sqrt(1.-v11*v11); *//* error */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);                      v21=(lc1-v1)/cv12*v11;
      }                    v12=-v21;
      for(cpt=1; cpt<=nlstate;cpt++) {                    v22=v11;
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>                    tnalp=v21/v11;
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);                    if(first1==1){
      }                      first1=0;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and                      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);
 health expectancies in states (1) and (2): e%s%d.gif<br>                    }
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                    fprintf(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(fichtm,"\n</body>");                    /*printf(fignu*/
    }                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
  }                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 fclose(fichtm);                    if(first==1){
                       first=0;
   /*--------------- Prevalence limit --------------*/                      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);
   strcpy(filerespl,"pl");                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   strcat(filerespl,fileres);                      fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {                      fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;                      fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
   }                      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   fprintf(ficrespl,"#Prevalence limit\n");                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   fprintf(ficrespl,"#Age ");                      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",\
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   fprintf(ficrespl,"\n");                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                      }else{
   prlim=matrix(1,nlstate,1,nlstate);                      first=0;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                      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",\
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   k=0;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   agebase=agemin;                    }/* if first */
   agelim=agemax;                  } /* age mod 5 */
   ftolpl=1.e-10;                } /* end loop age */
   i1=cptcoveff;                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
   if (cptcovn < 1){i1=1;}                first=1;
               } /*l12 */
   for(cptcov=1;cptcov<=i1;cptcov++){            } /* k12 */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          } /*l1 */
         k=k+1;        }/* k1 */
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/      } /* loop covariates */
         fprintf(ficrespl,"\n#******");    }
         for(j=1;j<=cptcoveff;j++)    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
         fprintf(ficrespl,"******\n");    free_vector(xp,1,npar);
            fclose(ficresprob);
         for (age=agebase; age<=agelim; age++){    fclose(ficresprobcov);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    fclose(ficresprobcor);
           fprintf(ficrespl,"%.0f",age );    fclose(ficgp);
           for(i=1; i<=nlstate;i++)    fclose(fichtm);
           fprintf(ficrespl," %.5f", prlim[i][i]);  }
           fprintf(ficrespl,"\n");  
         }  
       }  /******************* Printing html file ***********/
     }  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
   fclose(ficrespl);                    int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
   /*------------- h Pij x at various ages ------------*/                    int popforecast, int estepm ,\
                      double jprev1, double mprev1,double anprev1, \
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);                    double jprev2, double mprev2,double anprev2){
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    int jj1, k1, i1, cpt;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    /*char optionfilehtm[FILENAMELENGTH];*/
   }    if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
   printf("Computing pij: result on file '%s' \n", filerespij);      printf("Problem with %s \n",optionfilehtm), exit(0);
        fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    }
   /*if (stepm<=24) stepsize=2;*/  
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
   agelim=AGESUP;   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
   hstepm=stepsize*YEARM; /* Every year of age */   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */   - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
     - Life expectancies by age and initial health status (estepm=%2d months): 
   k=0;     <a href=\"e%s\">e%s</a> <br>\n</li>", \
   for(cptcov=1;cptcov<=i1;cptcov++){    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
         fprintf(ficrespij,"\n#****** ");  
         for(j=1;j<=cptcoveff;j++)   m=cptcoveff;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
         fprintf(ficrespij,"******\n");  
           jj1=0;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */   for(k1=1; k1<=m;k1++){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */     for(i1=1; i1<=ncodemax[k1];i1++){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */       jj1++;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);       if (cptcovn > 0) {
           oldm=oldms;savm=savms;         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);           for (cpt=1; cpt<=cptcoveff;cpt++) 
           fprintf(ficrespij,"# Age");           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
           for(i=1; i<=nlstate;i++)         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
             for(j=1; j<=nlstate+ndeath;j++)       }
               fprintf(ficrespij," %1d-%1d",i,j);       /* Pij */
           fprintf(ficrespij,"\n");       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before: pe%s%d1.png<br>
           for (h=0; h<=nhstepm; h++){  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );       /* Quasi-incidences */
             for(i=1; i<=nlstate;i++)       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
               for(j=1; j<=nlstate+ndeath;j++)  <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);         /* Stable prevalence in each health state */
             fprintf(ficrespij,"\n");         for(cpt=1; cpt<nlstate;cpt++){
           }           fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
           fprintf(ficrespij,"\n");         }
         }       for(cpt=1; cpt<=nlstate;cpt++) {
     }          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   }  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/       fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   fclose(ficrespij);  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
      } /* end i1 */
   /*---------- Forecasting ------------------*/   }/* End k1 */
    fprintf(fichtm,"</ul>");
   strcpy(fileresf,"f");  
   strcat(fileresf,fileres);  
   if((ficresf=fopen(fileresf,"w"))==NULL) {   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
   }   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
   printf("Computing forecasting: result on file '%s' \n", fileresf);   - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore);   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
  free_matrix(agev,1,maxwav,1,imx);   - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   /* Mobile average */  
    if(popforecast==1) fprintf(fichtm,"\n
   if (cptcoveff==0) ncodemax[cptcoveff]=1;   - 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
   if (mobilav==1) {          <br>",fileres,fileres,fileres,fileres);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);   else 
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)     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);
       for (i=1; i<=nlstate;i++)  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  
           mobaverage[(int)agedeb][i][cptcod]=0.;   m=cptcoveff;
       if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     for (agedeb=bage+4; agedeb<=fage; agedeb++){  
       for (i=1; i<=nlstate;i++){   jj1=0;
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){   for(k1=1; k1<=m;k1++){
           for (cpt=0;cpt<=4;cpt++){     for(i1=1; i1<=ncodemax[k1];i1++){
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];       jj1++;
           }       if (cptcovn > 0) {
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;         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++) {
   stepsize=(int) (stepm+YEARM-1)/YEARM;         fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
   if (stepm<=12) stepsize=1;  interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
   agelim=AGESUP;       }
   hstepm=stepsize*YEARM; /* Every year of age */     } /* end i1 */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */   }/* End k1 */
    fprintf(fichtm,"</ul>");
    k=0;  fclose(fichtm);
   for(cptcov=1;cptcov<=i1;cptcov++){  }
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){  
       k=k+1;  /******************* Gnuplot file **************/
       fprintf(ficresf,"\n#****** ");  void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
       for(j=1;j<=cptcoveff;j++) {  
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
       }    int ng;
       fprintf(ficresf,"******\n");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");      printf("Problem with file %s",optionfilegnuplot);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);      fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
     }
       for (agedeb=fage; agedeb>=bage; agedeb--){  
         fprintf(ficresf,"\n%d %.f %.f 0 ",k,agedeb, agedeb);    /*#ifdef windows */
        if (mobilav==1) {      fprintf(ficgp,"cd \"%s\" \n",pathc);
         for(j=1; j<=nlstate;j++)      /*#endif */
           fprintf(ficresf," %.5f ",mobaverage[(int)agedeb][j][cptcod]);  m=pow(2,cptcoveff);
         }    
         else {   /* 1eme*/
           for(j=1; j<=nlstate;j++)    for (cpt=1; cpt<= nlstate ; cpt ++) {
           fprintf(ficresf," %.5f ",probs[(int)agedeb][j][cptcod]);     for (k1=1; k1<= m ; k1 ++) {
         }         fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
       for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
       }  
       for (cpt=1; cpt<=nforecast;cpt++)         for (i=1; i<= nlstate ; i ++) {
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                 else fprintf(ficgp," \%%*lf (\%%*lf)");
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);       }
         nhstepm = nhstepm/hstepm;       fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/       for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);         else fprintf(ficgp," \%%*lf (\%%*lf)");
         oldm=oldms;savm=savms;       } 
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);         fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
                       for (i=1; i<= nlstate ; i ++) {
         for (h=0; h<=nhstepm; h++){         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                 else fprintf(ficgp," \%%*lf (\%%*lf)");
          if (h*hstepm/YEARM*stepm==cpt)       }  
             fprintf(ficresf,"\n%d %.f %.f %.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
               }
              }
           for(j=1; j<=nlstate+ndeath;j++) {    /*2 eme*/
             kk1=0.;    
             for(i=1; i<=nlstate;i++) {            for (k1=1; k1<= m ; k1 ++) { 
               if (mobilav==1)      fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
               kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
               else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];      
             }          for (i=1; i<= nlstate+1 ; i ++) {
           if (h*hstepm/YEARM*stepm==cpt) fprintf(ficresf," %.5f ", kk1);        k=2*i;
           }        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
         }        for (j=1; j<= nlstate+1 ; j ++) {
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
       }          else fprintf(ficgp," \%%*lf (\%%*lf)");
     }        }   
   }        if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
   free_imatrix(s,1,maxwav+1,1,n);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
   free_vector(weight,1,n);        for (j=1; j<= nlstate+1 ; j ++) {
   fclose(ficresf);          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   /*---------- Health expectancies and variances ------------*/          else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
   strcpy(filerest,"t");        fprintf(ficgp,"\" t\"\" w l 0,");
   strcat(filerest,fileres);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
   if((ficrest=fopen(filerest,"w"))==NULL) {        for (j=1; j<= nlstate+1 ; j ++) {
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   }          else fprintf(ficgp," \%%*lf (\%%*lf)");
   printf("Computing Total LEs with variances: file '%s' \n", filerest);        }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
   strcpy(filerese,"e");      }
   strcat(filerese,fileres);    }
   if((ficreseij=fopen(filerese,"w"))==NULL) {    
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    /*3eme*/
   }    
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
  strcpy(fileresv,"v");        k=2+nlstate*(2*cpt-2);
   strcat(fileresv,fileres);        fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
   }          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
   k=0;          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          
       k=k+1;        */
       fprintf(ficrest,"\n#****** ");        for (i=1; i< nlstate ; i ++) {
       for(j=1;j<=cptcoveff;j++)          fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
         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 ",j,nbcode[j][codtab[k][j]]);    /* CV preval stat */
       fprintf(ficreseij,"******\n");    for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<nlstate ; cpt ++) {
       fprintf(ficresvij,"\n#****** ");        k=3;
       for(j=1;j<=cptcoveff;j++)        fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
       fprintf(ficresvij,"******\n");        
         for (i=1; i< nlstate ; i ++)
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          fprintf(ficgp,"+$%d",k+i+1);
       oldm=oldms;savm=savms;        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        l=3+(nlstate+ndeath)*cpt;
       oldm=oldms;savm=savms;        fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        for (i=1; i< nlstate ; i ++) {
                l=3+(nlstate+ndeath)*cpt;
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          fprintf(ficgp,"+$%d",l+i+1);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        }
       fprintf(ficrest,"\n");        fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
              } 
       hf=1;    }  
       if (stepm >= YEARM) hf=stepm/YEARM;    
       epj=vector(1,nlstate+1);    /* proba elementaires */
       for(age=bage; age <=fage ;age++){    for(i=1,jk=1; i <=nlstate; i++){
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      for(k=1; k <=(nlstate+ndeath); k++){
         if (popbased==1) {        if (k != i) {
           for(i=1; i<=nlstate;i++)          for(j=1; j <=ncovmodel; j++){
             prlim[i][i]=probs[(int)age][i][k];            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
         }            jk++; 
                    fprintf(ficgp,"\n");
         fprintf(ficrest," %.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]*hf*eij[i][j][(int)age];     }
           }  
           epj[nlstate+1] +=epj[j];     for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
         }       for(jk=1; jk <=m; jk++) {
         for(i=1, vepp=0.;i <=nlstate;i++)         fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
           for(j=1;j <=nlstate;j++)         if (ng==2)
             vepp += vareij[i][j][(int)age];           fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));         else
         for(j=1;j <=nlstate;j++){           fprintf(ficgp,"\nset title \"Probability\"\n");
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));         fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
         }         i=1;
         fprintf(ficrest,"\n");         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);
  fclose(ficreseij);               ij=1;
  fclose(ficresvij);               for(j=3; j <=ncovmodel; j++) {
   fclose(ficrest);                 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
   fclose(ficpar);                   fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
   free_vector(epj,1,nlstate+1);                   ij++;
   /*  scanf("%d ",i); */                 }
                  else
   /*------- Variance limit prevalence------*/                     fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
 strcpy(fileresvpl,"vpl");               fprintf(ficgp,")/(1");
   strcat(fileresvpl,fileres);               
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {               for(k1=1; k1 <=nlstate; k1++){   
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                 fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
     exit(0);                 ij=1;
   }                 for(j=3; j <=ncovmodel; j++){
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                   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]]]);
  k=0;                     ij++;
  for(cptcov=1;cptcov<=i1;cptcov++){                   }
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                   else
      k=k+1;                     fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
      fprintf(ficresvpl,"\n#****** ");                 }
      for(j=1;j<=cptcoveff;j++)                 fprintf(ficgp,")");
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);               }
      fprintf(ficresvpl,"******\n");               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
      varpl=matrix(1,nlstate,(int) bage, (int) fage);               i=i+ncovmodel;
      oldm=oldms;savm=savms;             }
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);           } /* end k */
    }         } /* end k2 */
  }       } /* end jk */
      } /* end ng */
   fclose(ficresvpl);     fclose(ficgp); 
   }  /* end gnuplot */
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
    /*************** Moving average **************/
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
      int i, cpt, cptcod;
      int modcovmax =1;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    int mobilavrange, mob;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    double age;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                               a covariate has 2 modalities */
   free_matrix(matcov,1,npar,1,npar);    if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   free_vector(delti,1,npar);  
      if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
   printf("End of Imach\n");      for (age=bage; age<=fage; age++)
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        for (i=1; i<=nlstate;i++)
            for (cptcod=1;cptcod<=modcovmax;cptcod++)
   /* 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);*/            mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
   /*printf("Total time was %d uSec.\n", total_usecs);*/      /* We keep the original values on the extreme ages bage, fage and for 
   /*------ End -----------*/         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. 
       */ 
  end:      for (mob=3;mob <=mobilavrange;mob=mob+2){
 #ifdef windows        for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
  chdir(pathcd);          for (i=1; i<=nlstate;i++){
 #endif            for (cptcod=1;cptcod<=modcovmax;cptcod++){
                mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
  system("..\\gp37mgw\\wgnuplot graph.plt");                for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 #ifdef windows                  mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
   while (z[0] != 'q') {                }
     chdir(pathcd);              mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
     printf("\nType e to edit output files, c to start again, and q for exiting: ");            }
     scanf("%s",z);          }
     if (z[0] == 'c') system("./imach");        }/* end age */
     else if (z[0] == 'e') {      }/* end mob */
       chdir(path);    }else return -1;
       system(optionfilehtm);    return 0;
     }  }/* End movingaverage */
     else if (z[0] == 'q') exit(0);  
   }  
 #endif  /************** Forecasting ******************/
 }  prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     hstepm=1;
     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");
   
     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++) { 
           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==(int) (YEARM*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==(int)(YEARM*yearp))
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                 }
                 if (h==(int)(YEARM*yearp)){
                   fprintf(ficresf," %.3f", ppij);
                 }
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
       }
     }
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   }
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;
   
     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,mproj1,anproj1,jproj2,mproj2,anproj2;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s",version);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     delti=delti3[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if(moisdc[i]!=99 && andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if (andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if(mint[m][i]==99 || anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
     fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_ivector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, (int) bage, (int) fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       if(stepm ==1){
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         if (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);
   
     prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, 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_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_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);
   
     fprintf(fichtm,"\n</body>");
     fclose(fichtm);
     fclose(ficgp);
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting: %s\n",plotcmd);fflush(stdout);
     system(plotcmd);
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

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  Added in v.1.73


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