Diff for /imach/src/imach.c between versions 1.37 and 1.85

version 1.37, 2002/03/29 15:31:59 version 1.85, 2003/06/17 13:12:43
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolated Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.85  2003/06/17 13:12:43  brouard
      * imach.c (Repository): Check when date of death was earlier that
   This program computes Healthy Life Expectancies from    current date of interview. It may happen when the death was just
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a    prior to the death. In this case, dh was negative and likelihood
   first survey ("cross") where individuals from different ages are    was wrong (infinity). We still send an "Error" but patch by
   interviewed on their health status or degree of disability (in the    assuming that the date of death was just one stepm after the
   case of a health survey which is our main interest) -2- at least a    interview.
   second wave of interviews ("longitudinal") which measure each change    (Repository): Because some people have very long ID (first column)
   (if any) in individual health status.  Health expectancies are    we changed int to long in num[] and we added a new lvector for
   computed from the time spent in each health state according to a    memory allocation. But we also truncated to 8 characters (left
   model. More health states you consider, more time is necessary to reach the    truncation)
   Maximum Likelihood of the parameters involved in the model.  The    (Repository): No more line truncation errors.
   simplest model is the multinomial logistic model where pij is the  
   probabibility to be observed in state j at the second wave    Revision 1.84  2003/06/13 21:44:43  brouard
   conditional to be observed in state i at the first wave. Therefore    * imach.c (Repository): Replace "freqsummary" at a correct
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where    place. It differs from routine "prevalence" which may be called
   'age' is age and 'sex' is a covariate. If you want to have a more    many times. Probs is memory consuming and must be used with
   complex model than "constant and age", you should modify the program    parcimony.
   where the markup *Covariates have to be included here again* invites    Version 0.95a2 (should output exactly the same maximization than 0.8a2)
   you to do it.  More covariates you add, slower the  
   convergence.    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
   The advantage of this computer programme, compared to a simple  
   multinomial logistic model, is clear when the delay between waves is not    Revision 1.82  2003/06/05 15:57:20  brouard
   identical for each individual. Also, if a individual missed an    Add log in  imach.c and  fullversion number is now printed.
   intermediate interview, the information is lost, but taken into  
   account using an interpolation or extrapolation.    */
   /*
   hPijx is the probability to be observed in state i at age x+h     Interpolated Markov Chain
   conditional to the observed state i at age x. The delay 'h' can be  
   split into an exact number (nh*stepm) of unobserved intermediate    Short summary of the programme:
   states. This elementary transition (by month or quarter trimester,    
   semester or year) is model as a multinomial logistic.  The hPx    This program computes Healthy Life Expectancies from
   matrix is simply the matrix product of nh*stepm elementary matrices    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   and the contribution of each individual to the likelihood is simply    first survey ("cross") where individuals from different ages are
   hPijx.    interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
   Also this programme outputs the covariance matrix of the parameters but also    second wave of interviews ("longitudinal") which measure each change
   of the life expectancies. It also computes the prevalence limits.    (if any) in individual health status.  Health expectancies are
      computed from the time spent in each health state according to a
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    model. More health states you consider, more time is necessary to reach the
            Institut national d'études démographiques, Paris.    Maximum Likelihood of the parameters involved in the model.  The
   This software have been partly granted by Euro-REVES, a concerted action    simplest model is the multinomial logistic model where pij is the
   from the European Union.    probability to be observed in state j at the second wave
   It is copyrighted identically to a GNU software product, ie programme and    conditional to be observed in state i at the first wave. Therefore
   software can be distributed freely for non commercial use. Latest version    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   can be accessed at http://euroreves.ined.fr/imach .    'age' is age and 'sex' is a covariate. If you want to have a more
   **********************************************************************/    complex model than "constant and age", you should modify the program
      where the markup *Covariates have to be included here again* invites
 #include <math.h>    you to do it.  More covariates you add, slower the
 #include <stdio.h>    convergence.
 #include <stdlib.h>  
 #include <unistd.h>    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 #define MAXLINE 256    identical for each individual. Also, if a individual missed an
 #define GNUPLOTPROGRAM "wgnuplot"    intermediate interview, the information is lost, but taken into
 /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/    account using an interpolation or extrapolation.  
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    hPijx is the probability to be observed in state i at age x+h
 #define windows    conditional to the observed state i at age x. The delay 'h' can be
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    split into an exact number (nh*stepm) of unobserved intermediate
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    matrix is simply the matrix product of nh*stepm elementary matrices
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Also this programme outputs the covariance matrix of the parameters but also
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    of the life expectancies. It also computes the stable prevalence. 
 #define NCOVMAX 8 /* Maximum number of covariates */    
 #define MAXN 20000    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define YEARM 12. /* Number of months per year */             Institut national d'études démographiques, Paris.
 #define AGESUP 130    This software have been partly granted by Euro-REVES, a concerted action
 #define AGEBASE 40    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 int erreur; /* Error number */    can be accessed at http://euroreves.ined.fr/imach .
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int npar=NPARMAX;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 int nlstate=2; /* Number of live states */    
 int ndeath=1; /* Number of dead states */    **********************************************************************/
 int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  /*
 int popbased=0;    main
     read parameterfile
 int *wav; /* Number of waves for this individuual 0 is possible */    read datafile
 int maxwav; /* Maxim number of waves */    concatwav
 int jmin, jmax; /* min, max spacing between 2 waves */    freqsummary
 int mle, weightopt;    if (mle >= 1)
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */      mlikeli
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    print results files
 double jmean; /* Mean space between 2 waves */    if mle==1 
 double **oldm, **newm, **savm; /* Working pointers to matrices */       computes hessian
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    read end of parameter file: agemin, agemax, bage, fage, estepm
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;        begin-prev-date,...
 FILE *ficgp,*ficresprob,*ficpop;    open gnuplot file
 FILE *ficreseij;    open html file
   char filerese[FILENAMELENGTH];    stable prevalence
  FILE  *ficresvij;     for age prevalim()
   char fileresv[FILENAMELENGTH];    h Pij x
  FILE  *ficresvpl;    variance of p varprob
   char fileresvpl[FILENAMELENGTH];    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
 #define NR_END 1    Variance-covariance of DFLE
 #define FREE_ARG char*    prevalence()
 #define FTOL 1.0e-10     movingaverage()
     varevsij() 
 #define NRANSI    if popbased==1 varevsij(,popbased)
 #define ITMAX 200    total life expectancies
     Variance of stable prevalence
 #define TOL 2.0e-4   end
   */
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
    
 #define GOLD 1.618034  #include <math.h>
 #define GLIMIT 100.0  #include <stdio.h>
 #define TINY 1.0e-20  #include <stdlib.h>
   #include <unistd.h>
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define MAXLINE 256
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define GNUPLOTPROGRAM "gnuplot"
    /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define FILENAMELENGTH 132
 #define rint(a) floor(a+0.5)  /*#define DEBUG*/
   /*#define windows*/
 static double sqrarg;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 int imx;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 int estepm;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/  #define NCOVMAX 8 /* Maximum number of covariates */
   #define MAXN 20000
 int m,nb;  #define YEARM 12. /* Number of months per year */
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  #define AGESUP 130
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define AGEBASE 40
 double **pmmij, ***probs, ***mobaverage;  #ifdef unix
 double dateintmean=0;  #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 double *weight;  #else
 int **s; /* Status */  #define DIRSEPARATOR '\\'
 double *agedc, **covar, idx;  #define ODIRSEPARATOR '/'
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  #endif
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  /* $Id$ */
 double ftolhess; /* Tolerance for computing hessian */  /* $State$ */
   
 /**************** split *************************/  char version[]="Imach version 0.95a2, June 2003, INED-EUROREVES ";
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )  char fullversion[]="$Revision$ $Date$"; 
 {  int erreur; /* Error number */
    char *s;                             /* pointer */  int nvar;
    int  l1, l2;                         /* length counters */  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
    l1 = strlen( path );                 /* length of path */  int nlstate=2; /* Number of live states */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int ndeath=1; /* Number of dead states */
 #ifdef windows  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
    s = strrchr( path, '\\' );           /* find last / */  int popbased=0;
 #else  
    s = strrchr( path, '/' );            /* find last / */  int *wav; /* Number of waves for this individuual 0 is possible */
 #endif  int maxwav; /* Maxim number of waves */
    if ( s == NULL ) {                   /* no directory, so use current */  int jmin, jmax; /* min, max spacing between 2 waves */
 #if     defined(__bsd__)                /* get current working directory */  int mle, weightopt;
       extern char       *getwd( );  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
       if ( getwd( dirc ) == NULL ) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 #else             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       extern char       *getcwd( );  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #endif  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
          return( GLOCK_ERROR_GETCWD );  FILE *ficlog, *ficrespow;
       }  int globpr; /* Global variable for printing or not */
       strcpy( name, path );             /* we've got it */  double fretone; /* Only one call to likelihood */
    } else {                             /* strip direcotry from path */  long ipmx; /* Number of contributions */
       s++;                              /* after this, the filename */  double sw; /* Sum of weights */
       l2 = strlen( s );                 /* length of filename */  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE *ficresilk;
       strcpy( name, s );                /* save file name */  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  FILE *ficresprobmorprev;
       dirc[l1-l2] = 0;                  /* add zero */  FILE *fichtm; /* Html File */
    }  FILE *ficreseij;
    l1 = strlen( dirc );                 /* length of directory */  char filerese[FILENAMELENGTH];
 #ifdef windows  FILE  *ficresvij;
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char fileresv[FILENAMELENGTH];
 #else  FILE  *ficresvpl;
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }  char fileresvpl[FILENAMELENGTH];
 #endif  char title[MAXLINE];
    s = strrchr( name, '.' );            /* find last / */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    s++;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
    strcpy(ext,s);                       /* save extension */  
    l1= strlen( name);  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
    l2= strlen( s)+1;  char filelog[FILENAMELENGTH]; /* Log file */
    strncpy( finame, name, l1-l2);  char filerest[FILENAMELENGTH];
    finame[l1-l2]= 0;  char fileregp[FILENAMELENGTH];
    return( 0 );                         /* we're done */  char popfile[FILENAMELENGTH];
 }  
   char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   
 /******************************************/  #define NR_END 1
   #define FREE_ARG char*
 void replace(char *s, char*t)  #define FTOL 1.0e-10
 {  
   int i;  #define NRANSI 
   int lg=20;  #define ITMAX 200 
   i=0;  
   lg=strlen(t);  #define TOL 2.0e-4 
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  #define CGOLD 0.3819660 
     if (t[i]== '\\') s[i]='/';  #define ZEPS 1.0e-10 
   }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 }  
   #define GOLD 1.618034 
 int nbocc(char *s, char occ)  #define GLIMIT 100.0 
 {  #define TINY 1.0e-20 
   int i,j=0;  
   int lg=20;  static double maxarg1,maxarg2;
   i=0;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   lg=strlen(s);  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   for(i=0; i<= lg; i++) {    
   if  (s[i] == occ ) j++;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   }  #define rint(a) floor(a+0.5)
   return j;  
 }  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 void cutv(char *u,char *v, char*t, char occ)  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 {  
   int i,lg,j,p=0;  int imx; 
   i=0;  int stepm;
   for(j=0; j<=strlen(t)-1; j++) {  /* Stepm, step in month: minimum step interpolation*/
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   lg=strlen(t);  
   for(j=0; j<p; j++) {  int m,nb;
     (u[j] = t[j]);  long *num;
   }  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
      u[p]='\0';  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij, ***probs;
    for(j=0; j<= lg; j++) {  double dateintmean=0;
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 /********************** nrerror ********************/  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   
 void nrerror(char error_text[])  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  /**************** split *************************/
   exit(1);  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 }  {
 /*********************** vector *******************/    char  *ss;                            /* pointer */
 double *vector(int nl, int nh)    int   l1, l2;                         /* length counters */
 {  
   double *v;    l1 = strlen(path );                   /* length of path */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!v) nrerror("allocation failure in vector");    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   return v-nl+NR_END;    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 /************************ free vector ******************/      /* get current working directory */
 void free_vector(double*v, int nl, int nh)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   free((FREE_ARG)(v+nl-NR_END));        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 /************************ivector *******************************/    } else {                              /* strip direcotry from path */
 int *ivector(long nl,long nh)      ss++;                               /* after this, the filename */
 {      l2 = strlen( ss );                  /* length of filename */
   int *v;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      strcpy( name, ss );         /* save file name */
   if (!v) nrerror("allocation failure in ivector");      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   return v-nl+NR_END;      dirc[l1-l2] = 0;                    /* add zero */
 }    }
     l1 = strlen( dirc );                  /* length of directory */
 /******************free ivector **************************/    /*#ifdef windows
 void free_ivector(int *v, long nl, long nh)    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 {  #else
   free((FREE_ARG)(v+nl-NR_END));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 }  #endif
     */
 /******************* imatrix *******************************/    ss = strrchr( name, '.' );            /* find last / */
 int **imatrix(long nrl, long nrh, long ncl, long nch)    ss++;
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    strcpy(ext,ss);                       /* save extension */
 {    l1= strlen( name);
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    l2= strlen(ss)+1;
   int **m;    strncpy( finame, name, l1-l2);
      finame[l1-l2]= 0;
   /* allocate pointers to rows */    return( 0 );                          /* we're done */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  
   m -= nrl;  /******************************************/
    
    void replace(char *s, char*t)
   /* allocate rows and set pointers to them */  {
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    int i;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int lg=20;
   m[nrl] += NR_END;    i=0;
   m[nrl] -= ncl;    lg=strlen(t);
      for(i=0; i<= lg; i++) {
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;      (s[i] = t[i]);
        if (t[i]== '\\') s[i]='/';
   /* return pointer to array of pointers to rows */    }
   return m;  }
 }  
   int nbocc(char *s, char occ)
 /****************** free_imatrix *************************/  {
 void free_imatrix(m,nrl,nrh,ncl,nch)    int i,j=0;
       int **m;    int lg=20;
       long nch,ncl,nrh,nrl;    i=0;
      /* free an int matrix allocated by imatrix() */    lg=strlen(s);
 {    for(i=0; i<= lg; i++) {
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    if  (s[i] == occ ) j++;
   free((FREE_ARG) (m+nrl-NR_END));    }
 }    return j;
   }
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  void cutv(char *u,char *v, char*t, char occ)
 {  {
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    /* cuts string t into u and v where u is ended by char occ excluding it
   double **m;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
        gives u="abcedf" and v="ghi2j" */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    int i,lg,j,p=0;
   if (!m) nrerror("allocation failure 1 in matrix()");    i=0;
   m += NR_END;    for(j=0; j<=strlen(t)-1; j++) {
   m -= nrl;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    lg=strlen(t);
   m[nrl] += NR_END;    for(j=0; j<p; j++) {
   m[nrl] -= ncl;      (u[j] = t[j]);
     }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;       u[p]='\0';
   return m;  
 }     for(j=0; j<= lg; j++) {
       if (j>=(p+1))(v[j-p-1] = t[j]);
 /*************************free matrix ************************/    }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  }
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /********************** nrerror ********************/
   free((FREE_ARG)(m+nrl-NR_END));  
 }  void nrerror(char error_text[])
   {
 /******************* ma3x *******************************/    fprintf(stderr,"ERREUR ...\n");
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    fprintf(stderr,"%s\n",error_text);
 {    exit(EXIT_FAILURE);
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  }
   double ***m;  /*********************** vector *******************/
   double *vector(int nl, int nh)
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  {
   if (!m) nrerror("allocation failure 1 in matrix()");    double *v;
   m += NR_END;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   m -= nrl;    if (!v) nrerror("allocation failure in vector");
     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()");  
   m[nrl] += NR_END;  /************************ free vector ******************/
   m[nrl] -= ncl;  void free_vector(double*v, int nl, int nh)
   {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    free((FREE_ARG)(v+nl-NR_END));
   }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  /************************ivector *******************************/
   m[nrl][ncl] += NR_END;  int *ivector(long nl,long nh)
   m[nrl][ncl] -= nll;  {
   for (j=ncl+1; j<=nch; j++)    int *v;
     m[nrl][j]=m[nrl][j-1]+nlay;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
      if (!v) nrerror("allocation failure in ivector");
   for (i=nrl+1; i<=nrh; i++) {    return v-nl+NR_END;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  }
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  /******************free ivector **************************/
   }  void free_ivector(int *v, long nl, long nh)
   return m;  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /*************************free ma3x ************************/  
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  /************************lvector *******************************/
 {  long *lvector(long nl,long nh)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    long *v;
   free((FREE_ARG)(m+nrl-NR_END));    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
 }    if (!v) nrerror("allocation failure in ivector");
     return v-nl+NR_END;
 /***************** f1dim *************************/  }
 extern int ncom;  
 extern double *pcom,*xicom;  /******************free lvector **************************/
 extern double (*nrfunc)(double []);  void free_lvector(long *v, long nl, long nh)
    {
 double f1dim(double x)    free((FREE_ARG)(v+nl-NR_END));
 {  }
   int j;  
   double f;  /******************* imatrix *******************************/
   double *xt;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   xt=vector(1,ncom);  { 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   f=(*nrfunc)(xt);    int **m; 
   free_vector(xt,1,ncom);    
   return f;    /* allocate pointers to rows */ 
 }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     if (!m) nrerror("allocation failure 1 in matrix()"); 
 /*****************brent *************************/    m += NR_END; 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    m -= nrl; 
 {    
   int iter;    
   double a,b,d,etemp;    /* allocate rows and set pointers to them */ 
   double fu,fv,fw,fx;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   double ftemp;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m[nrl] += NR_END; 
   double e=0.0;    m[nrl] -= ncl; 
      
   a=(ax < cx ? ax : cx);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   b=(ax > cx ? ax : cx);    
   x=w=v=bx;    /* return pointer to array of pointers to rows */ 
   fw=fv=fx=(*f)(x);    return m; 
   for (iter=1;iter<=ITMAX;iter++) {  } 
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  /****************** free_imatrix *************************/
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  void free_imatrix(m,nrl,nrh,ncl,nch)
     printf(".");fflush(stdout);        int **m;
 #ifdef DEBUG        long nch,ncl,nrh,nrl; 
     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);       /* free an int matrix allocated by imatrix() */ 
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  { 
 #endif    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    free((FREE_ARG) (m+nrl-NR_END)); 
       *xmin=x;  } 
       return fx;  
     }  /******************* matrix *******************************/
     ftemp=fu;  double **matrix(long nrl, long nrh, long ncl, long nch)
     if (fabs(e) > tol1) {  {
       r=(x-w)*(fx-fv);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       q=(x-v)*(fx-fw);    double **m;
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       if (q > 0.0) p = -p;    if (!m) nrerror("allocation failure 1 in matrix()");
       q=fabs(q);    m += NR_END;
       etemp=e;    m -= nrl;
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       else {    m[nrl] += NR_END;
         d=p/q;    m[nrl] -= ncl;
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           d=SIGN(tol1,xm-x);    return m;
       }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     } else {     */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /*************************free matrix ************************/
     fu=(*f)(u);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       SHFT(v,w,x,u)    free((FREE_ARG)(m+nrl-NR_END));
         SHFT(fv,fw,fx,fu)  }
         } else {  
           if (u < x) a=u; else b=u;  /******************* ma3x *******************************/
           if (fu <= fw || w == x) {  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
             v=w;  {
             w=u;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
             fv=fw;    double ***m;
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
             v=u;    if (!m) nrerror("allocation failure 1 in matrix()");
             fv=fu;    m += NR_END;
           }    m -= nrl;
         }  
   }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   nrerror("Too many iterations in brent");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   *xmin=x;    m[nrl] += NR_END;
   return fx;    m[nrl] -= ncl;
 }  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 /****************** mnbrak ***********************/  
     m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
             double (*func)(double))    m[nrl][ncl] += NR_END;
 {    m[nrl][ncl] -= nll;
   double ulim,u,r,q, dum;    for (j=ncl+1; j<=nch; j++) 
   double fu;      m[nrl][j]=m[nrl][j-1]+nlay;
      
   *fa=(*func)(*ax);    for (i=nrl+1; i<=nrh; i++) {
   *fb=(*func)(*bx);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   if (*fb > *fa) {      for (j=ncl+1; j<=nch; j++) 
     SHFT(dum,*ax,*bx,dum)        m[i][j]=m[i][j-1]+nlay;
       SHFT(dum,*fb,*fa,dum)    }
       }    return m; 
   *cx=(*bx)+GOLD*(*bx-*ax);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   *fc=(*func)(*cx);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   while (*fb > *fc) {    */
     r=(*bx-*ax)*(*fb-*fc);  }
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  /*************************free ma3x ************************/
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     ulim=(*bx)+GLIMIT*(*cx-*bx);  {
     if ((*bx-u)*(u-*cx) > 0.0) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       fu=(*func)(u);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free((FREE_ARG)(m+nrl-NR_END));
       fu=(*func)(u);  }
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /***************** f1dim *************************/
           SHFT(*fb,*fc,fu,(*func)(u))  extern int ncom; 
           }  extern double *pcom,*xicom;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  extern double (*nrfunc)(double []); 
       u=ulim;   
       fu=(*func)(u);  double f1dim(double x) 
     } else {  { 
       u=(*cx)+GOLD*(*cx-*bx);    int j; 
       fu=(*func)(u);    double f;
     }    double *xt; 
     SHFT(*ax,*bx,*cx,u)   
       SHFT(*fa,*fb,*fc,fu)    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 }    f=(*nrfunc)(xt); 
     free_vector(xt,1,ncom); 
 /*************** linmin ************************/    return f; 
   } 
 int ncom;  
 double *pcom,*xicom;  /*****************brent *************************/
 double (*nrfunc)(double []);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
    { 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    int iter; 
 {    double a,b,d,etemp;
   double brent(double ax, double bx, double cx,    double fu,fv,fw,fx;
                double (*f)(double), double tol, double *xmin);    double ftemp;
   double f1dim(double x);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    double e=0.0; 
               double *fc, double (*func)(double));   
   int j;    a=(ax < cx ? ax : cx); 
   double xx,xmin,bx,ax;    b=(ax > cx ? ax : cx); 
   double fx,fb,fa;    x=w=v=bx; 
      fw=fv=fx=(*f)(x); 
   ncom=n;    for (iter=1;iter<=ITMAX;iter++) { 
   pcom=vector(1,n);      xm=0.5*(a+b); 
   xicom=vector(1,n);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   nrfunc=func;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   for (j=1;j<=n;j++) {      printf(".");fflush(stdout);
     pcom[j]=p[j];      fprintf(ficlog,".");fflush(ficlog);
     xicom[j]=xi[j];  #ifdef DEBUG
   }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   ax=0.0;      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);
   xx=1.0;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  #endif
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 #ifdef DEBUG        *xmin=x; 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        return fx; 
 #endif      } 
   for (j=1;j<=n;j++) {      ftemp=fu;
     xi[j] *= xmin;      if (fabs(e) > tol1) { 
     p[j] += xi[j];        r=(x-w)*(fx-fv); 
   }        q=(x-v)*(fx-fw); 
   free_vector(xicom,1,n);        p=(x-v)*q-(x-w)*r; 
   free_vector(pcom,1,n);        q=2.0*(q-r); 
 }        if (q > 0.0) p = -p; 
         q=fabs(q); 
 /*************** powell ************************/        etemp=e; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        e=d; 
             double (*func)(double []))        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 {          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   void linmin(double p[], double xi[], int n, double *fret,        else { 
               double (*func)(double []));          d=p/q; 
   int i,ibig,j;          u=x+d; 
   double del,t,*pt,*ptt,*xit;          if (u-a < tol2 || b-u < tol2) 
   double fp,fptt;            d=SIGN(tol1,xm-x); 
   double *xits;        } 
   pt=vector(1,n);      } else { 
   ptt=vector(1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   xit=vector(1,n);      } 
   xits=vector(1,n);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   *fret=(*func)(p);      fu=(*f)(u); 
   for (j=1;j<=n;j++) pt[j]=p[j];      if (fu <= fx) { 
   for (*iter=1;;++(*iter)) {        if (u >= x) a=x; else b=x; 
     fp=(*fret);        SHFT(v,w,x,u) 
     ibig=0;          SHFT(fv,fw,fx,fu) 
     del=0.0;          } else { 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);            if (u < x) a=u; else b=u; 
     for (i=1;i<=n;i++)            if (fu <= fw || w == x) { 
       printf(" %d %.12f",i, p[i]);              v=w; 
     printf("\n");              w=u; 
     for (i=1;i<=n;i++) {              fv=fw; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];              fw=fu; 
       fptt=(*fret);            } else if (fu <= fv || v == x || v == w) { 
 #ifdef DEBUG              v=u; 
       printf("fret=%lf \n",*fret);              fv=fu; 
 #endif            } 
       printf("%d",i);fflush(stdout);          } 
       linmin(p,xit,n,fret,func);    } 
       if (fabs(fptt-(*fret)) > del) {    nrerror("Too many iterations in brent"); 
         del=fabs(fptt-(*fret));    *xmin=x; 
         ibig=i;    return fx; 
       }  } 
 #ifdef DEBUG  
       printf("%d %.12e",i,(*fret));  /****************** mnbrak ***********************/
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         printf(" x(%d)=%.12e",j,xit[j]);              double (*func)(double)) 
       }  { 
       for(j=1;j<=n;j++)    double ulim,u,r,q, dum;
         printf(" p=%.12e",p[j]);    double fu; 
       printf("\n");   
 #endif    *fa=(*func)(*ax); 
     }    *fb=(*func)(*bx); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    if (*fb > *fa) { 
 #ifdef DEBUG      SHFT(dum,*ax,*bx,dum) 
       int k[2],l;        SHFT(dum,*fb,*fa,dum) 
       k[0]=1;        } 
       k[1]=-1;    *cx=(*bx)+GOLD*(*bx-*ax); 
       printf("Max: %.12e",(*func)(p));    *fc=(*func)(*cx); 
       for (j=1;j<=n;j++)    while (*fb > *fc) { 
         printf(" %.12e",p[j]);      r=(*bx-*ax)*(*fb-*fc); 
       printf("\n");      q=(*bx-*cx)*(*fb-*fa); 
       for(l=0;l<=1;l++) {      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         for (j=1;j<=n;j++) {        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      ulim=(*bx)+GLIMIT*(*cx-*bx); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      if ((*bx-u)*(u-*cx) > 0.0) { 
         }        fu=(*func)(u); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       }        fu=(*func)(u); 
 #endif        if (fu < *fc) { 
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             SHFT(*fb,*fc,fu,(*func)(u)) 
       free_vector(xit,1,n);            } 
       free_vector(xits,1,n);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       free_vector(ptt,1,n);        u=ulim; 
       free_vector(pt,1,n);        fu=(*func)(u); 
       return;      } else { 
     }        u=(*cx)+GOLD*(*cx-*bx); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        fu=(*func)(u); 
     for (j=1;j<=n;j++) {      } 
       ptt[j]=2.0*p[j]-pt[j];      SHFT(*ax,*bx,*cx,u) 
       xit[j]=p[j]-pt[j];        SHFT(*fa,*fb,*fc,fu) 
       pt[j]=p[j];        } 
     }  } 
     fptt=(*func)(ptt);  
     if (fptt < fp) {  /*************** linmin ************************/
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  
       if (t < 0.0) {  int ncom; 
         linmin(p,xit,n,fret,func);  double *pcom,*xicom;
         for (j=1;j<=n;j++) {  double (*nrfunc)(double []); 
           xi[j][ibig]=xi[j][n];   
           xi[j][n]=xit[j];  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         }  { 
 #ifdef DEBUG    double brent(double ax, double bx, double cx, 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);                 double (*f)(double), double tol, double *xmin); 
         for(j=1;j<=n;j++)    double f1dim(double x); 
           printf(" %.12e",xit[j]);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
         printf("\n");                double *fc, double (*func)(double)); 
 #endif    int j; 
       }    double xx,xmin,bx,ax; 
     }    double fx,fb,fa;
   }   
 }    ncom=n; 
     pcom=vector(1,n); 
 /**** Prevalence limit ****************/    xicom=vector(1,n); 
     nrfunc=func; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    for (j=1;j<=n;j++) { 
 {      pcom[j]=p[j]; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      xicom[j]=xi[j]; 
      matrix by transitions matrix until convergence is reached */    } 
     ax=0.0; 
   int i, ii,j,k;    xx=1.0; 
   double min, max, maxmin, maxmax,sumnew=0.;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double **matprod2();    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double **out, cov[NCOVMAX], **pmij();  #ifdef DEBUG
   double **newm;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   double agefin, delaymax=50 ; /* Max number of years to converge */    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
   for (ii=1;ii<=nlstate+ndeath;ii++)    for (j=1;j<=n;j++) { 
     for (j=1;j<=nlstate+ndeath;j++){      xi[j] *= xmin; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      p[j] += xi[j]; 
     }    } 
     free_vector(xicom,1,n); 
    cov[1]=1.;    free_vector(pcom,1,n); 
    } 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  /*************** powell ************************/
     newm=savm;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     /* Covariates have to be included here again */              double (*func)(double [])) 
      cov[2]=agefin;  { 
      void linmin(double p[], double xi[], int n, double *fret, 
       for (k=1; k<=cptcovn;k++) {                double (*func)(double [])); 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    int i,ibig,j; 
         /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/    double del,t,*pt,*ptt,*xit;
       }    double fp,fptt;
       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    double *xits;
       for (k=1; k<=cptcovprod;k++)    pt=vector(1,n); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    ptt=vector(1,n); 
     xit=vector(1,n); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    xits=vector(1,n); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    *fret=(*func)(p); 
       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
     savm=oldm;      ibig=0; 
     oldm=newm;      del=0.0; 
     maxmax=0.;      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     for(j=1;j<=nlstate;j++){      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       min=1.;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       max=0.;      for (i=1;i<=n;i++) {
       for(i=1; i<=nlstate; i++) {        printf(" %d %.12f",i, p[i]);
         sumnew=0;        fprintf(ficlog," %d %.12lf",i, p[i]);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fprintf(ficrespow," %.12lf", p[i]);
         prlim[i][j]= newm[i][j]/(1-sumnew);      }
         max=FMAX(max,prlim[i][j]);      printf("\n");
         min=FMIN(min,prlim[i][j]);      fprintf(ficlog,"\n");
       }      fprintf(ficrespow,"\n");
       maxmin=max-min;      for (i=1;i<=n;i++) { 
       maxmax=FMAX(maxmax,maxmin);        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     }        fptt=(*fret); 
     if(maxmax < ftolpl){  #ifdef DEBUG
       return prlim;        printf("fret=%lf \n",*fret);
     }        fprintf(ficlog,"fret=%lf \n",*fret);
   }  #endif
 }        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
 /*************** transition probabilities ***************/        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )          del=fabs(fptt-(*fret)); 
 {          ibig=i; 
   double s1, s2;        } 
   /*double t34;*/  #ifdef DEBUG
   int i,j,j1, nc, ii, jj;        printf("%d %.12e",i,(*fret));
         fprintf(ficlog,"%d %.12e",i,(*fret));
     for(i=1; i<= nlstate; i++){        for (j=1;j<=n;j++) {
     for(j=1; j<i;j++){          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          printf(" x(%d)=%.12e",j,xit[j]);
         /*s2 += param[i][j][nc]*cov[nc];*/          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         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);*/        for(j=1;j<=n;j++) {
       }          printf(" p=%.12e",p[j]);
       ps[i][j]=s2;          fprintf(ficlog," p=%.12e",p[j]);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        }
     }        printf("\n");
     for(j=i+1; j<=nlstate+ndeath;j++){        fprintf(ficlog,"\n");
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  #endif
         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);*/      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       }  #ifdef DEBUG
       ps[i][j]=s2;        int k[2],l;
     }        k[0]=1;
   }        k[1]=-1;
     /*ps[3][2]=1;*/        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
   for(i=1; i<= nlstate; i++){        for (j=1;j<=n;j++) {
      s1=0;          printf(" %.12e",p[j]);
     for(j=1; j<i; j++)          fprintf(ficlog," %.12e",p[j]);
       s1+=exp(ps[i][j]);        }
     for(j=i+1; j<=nlstate+ndeath; j++)        printf("\n");
       s1+=exp(ps[i][j]);        fprintf(ficlog,"\n");
     ps[i][i]=1./(s1+1.);        for(l=0;l<=1;l++) {
     for(j=1; j<i; j++)          for (j=1;j<=n;j++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     for(j=i+1; j<=nlstate+ndeath; j++)            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */          }
   } /* end i */          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        }
     for(jj=1; jj<= nlstate+ndeath; jj++){  #endif
       ps[ii][jj]=0;  
       ps[ii][ii]=1;  
     }        free_vector(xit,1,n); 
   }        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
         free_vector(pt,1,n); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        return; 
     for(jj=1; jj<= nlstate+ndeath; jj++){      } 
      printf("%lf ",ps[ii][jj]);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
    }      for (j=1;j<=n;j++) { 
     printf("\n ");        ptt[j]=2.0*p[j]-pt[j]; 
     }        xit[j]=p[j]-pt[j]; 
     printf("\n ");printf("%lf ",cov[2]);*/        pt[j]=p[j]; 
 /*      } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);      fptt=(*func)(ptt); 
   goto end;*/      if (fptt < fp) { 
     return ps;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 }        if (t < 0.0) { 
           linmin(p,xit,n,fret,func); 
 /**************** Product of 2 matrices ******************/          for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)            xi[j][n]=xit[j]; 
 {          }
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  #ifdef DEBUG
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   /* in, b, out are matrice of pointers which should have been initialized          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      before: only the contents of out is modified. The function returns          for(j=1;j<=n;j++){
      a pointer to pointers identical to out */            printf(" %.12e",xit[j]);
   long i, j, k;            fprintf(ficlog," %.12e",xit[j]);
   for(i=nrl; i<= nrh; i++)          }
     for(k=ncolol; k<=ncoloh; k++)          printf("\n");
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          fprintf(ficlog,"\n");
         out[i][k] +=in[i][j]*b[j][k];  #endif
         }
   return out;      } 
 }    } 
   } 
   
 /************* Higher Matrix Product ***************/  /**** Prevalence limit (stable prevalence)  ****************/
   
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 {  {
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      duration (i.e. until       matrix by transitions matrix until convergence is reached */
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    int i, ii,j,k;
      (typically every 2 years instead of every month which is too big).    double min, max, maxmin, maxmax,sumnew=0.;
      Model is determined by parameters x and covariates have to be    double **matprod2();
      included manually here.    double **out, cov[NCOVMAX], **pmij();
     double **newm;
      */    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   int i, j, d, h, k;    for (ii=1;ii<=nlstate+ndeath;ii++)
   double **out, cov[NCOVMAX];      for (j=1;j<=nlstate+ndeath;j++){
   double **newm;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }
   /* Hstepm could be zero and should return the unit matrix */  
   for (i=1;i<=nlstate+ndeath;i++)     cov[1]=1.;
     for (j=1;j<=nlstate+ndeath;j++){   
       oldm[i][j]=(i==j ? 1.0 : 0.0);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       po[i][j][0]=(i==j ? 1.0 : 0.0);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     }      newm=savm;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      /* Covariates have to be included here again */
   for(h=1; h <=nhstepm; h++){       cov[2]=agefin;
     for(d=1; d <=hstepm; d++){    
       newm=savm;        for (k=1; k<=cptcovn;k++) {
       /* Covariates have to be included here again */          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       cov[1]=1.;          /*      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]]);*/
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        }
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       for (k=1; k<=cptcovage;k++)        for (k=1; k<=cptcovprod;k++)
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][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]);*/
         /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
         /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      savm=oldm;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      oldm=newm;
       savm=oldm;      maxmax=0.;
       oldm=newm;      for(j=1;j<=nlstate;j++){
     }        min=1.;
     for(i=1; i<=nlstate+ndeath; i++)        max=0.;
       for(j=1;j<=nlstate+ndeath;j++) {        for(i=1; i<=nlstate; i++) {
         po[i][j][h]=newm[i][j];          sumnew=0;
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
          */          prlim[i][j]= newm[i][j]/(1-sumnew);
       }          max=FMAX(max,prlim[i][j]);
   } /* end h */          min=FMIN(min,prlim[i][j]);
   return po;        }
 }        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
       }
 /*************** log-likelihood *************/      if(maxmax < ftolpl){
 double func( double *x)        return prlim;
 {      }
   int i, ii, j, k, mi, d, kk;    }
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  }
   double **out;  
   double sw; /* Sum of weights */  /*************** transition probabilities ***************/ 
   double lli; /* Individual log likelihood */  
   long ipmx;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   /*extern weight */  {
   /* We are differentiating ll according to initial status */    double s1, s2;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    /*double t34;*/
   /*for(i=1;i<imx;i++)    int i,j,j1, nc, ii, jj;
     printf(" %d\n",s[4][i]);  
   */      for(i=1; i<= nlstate; i++){
   cov[1]=1.;      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   for(k=1; k<=nlstate; k++) ll[k]=0.;          /*s2 += param[i][j][nc]*cov[nc];*/
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     for(mi=1; mi<= wav[i]-1; mi++){        }
       for (ii=1;ii<=nlstate+ndeath;ii++)        ps[i][j]=s2;
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       for(d=0; d<dh[mi][i]; d++){      }
         newm=savm;      for(j=i+1; j<=nlstate+ndeath;j++){
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         for (kk=1; kk<=cptcovage;kk++) {          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }        }
                ps[i][j]=s2;
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      }
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    }
         savm=oldm;      /*ps[3][2]=1;*/
         oldm=newm;  
            for(i=1; i<= nlstate; i++){
               s1=0;
       } /* end mult */      for(j=1; j<i; j++)
              s1+=exp(ps[i][j]);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      for(j=i+1; j<=nlstate+ndeath; j++)
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        s1+=exp(ps[i][j]);
       ipmx +=1;      ps[i][i]=1./(s1+1.);
       sw += weight[i];      for(j=1; j<i; j++)
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        ps[i][j]= exp(ps[i][j])*ps[i][i];
     } /* end of wave */      for(j=i+1; j<=nlstate+ndeath; j++)
   } /* end of individual */        ps[i][j]= exp(ps[i][j])*ps[i][i];
       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    } /* end i */
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */  
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   return -l;      for(jj=1; jj<= nlstate+ndeath; jj++){
 }        ps[ii][jj]=0;
         ps[ii][ii]=1;
       }
 /*********** Maximum Likelihood Estimation ***************/    }
   
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  
 {    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   int i,j, iter;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double **xi,*delti;       printf("%lf ",ps[ii][jj]);
   double fret;     }
   xi=matrix(1,npar,1,npar);      printf("\n ");
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++)      printf("\n ");printf("%lf ",cov[2]);*/
       xi[i][j]=(i==j ? 1.0 : 0.0);  /*
   printf("Powell\n");    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   powell(p,xi,npar,ftol,&iter,&fret,func);    goto end;*/
       return ps;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));  
   /**************** Product of 2 matrices ******************/
 }  
   double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 /**** Computes Hessian and covariance matrix ***/  {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 {       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   double  **a,**y,*x,pd;    /* in, b, out are matrice of pointers which should have been initialized 
   double **hess;       before: only the contents of out is modified. The function returns
   int i, j,jk;       a pointer to pointers identical to out */
   int *indx;    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   double hessii(double p[], double delta, int theta, double delti[]);      for(k=ncolol; k<=ncoloh; k++)
   double hessij(double p[], double delti[], int i, int j);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   void lubksb(double **a, int npar, int *indx, double b[]) ;          out[i][k] +=in[i][j]*b[j][k];
   void ludcmp(double **a, int npar, int *indx, double *d) ;  
     return out;
   hess=matrix(1,npar,1,npar);  }
   
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){  /************* Higher Matrix Product ***************/
     printf("%d",i);fflush(stdout);  
     hess[i][i]=hessii(p,ftolhess,i,delti);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     /*printf(" %f ",p[i]);*/  {
     /*printf(" %lf ",hess[i][i]);*/    /* Computes the transition matrix starting at age 'age' over 
   }       'nhstepm*hstepm*stepm' months (i.e. until
         age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   for (i=1;i<=npar;i++) {       nhstepm*hstepm matrices. 
     for (j=1;j<=npar;j++)  {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
       if (j>i) {       (typically every 2 years instead of every month which is too big 
         printf(".%d%d",i,j);fflush(stdout);       for the memory).
         hess[i][j]=hessij(p,delti,i,j);       Model is determined by parameters x and covariates have to be 
         hess[j][i]=hess[i][j];           included manually here. 
         /*printf(" %lf ",hess[i][j]);*/  
       }       */
     }  
   }    int i, j, d, h, k;
   printf("\n");    double **out, cov[NCOVMAX];
     double **newm;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");  
      /* Hstepm could be zero and should return the unit matrix */
   a=matrix(1,npar,1,npar);    for (i=1;i<=nlstate+ndeath;i++)
   y=matrix(1,npar,1,npar);      for (j=1;j<=nlstate+ndeath;j++){
   x=vector(1,npar);        oldm[i][j]=(i==j ? 1.0 : 0.0);
   indx=ivector(1,npar);        po[i][j][0]=(i==j ? 1.0 : 0.0);
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   ludcmp(a,npar,indx,&pd);    for(h=1; h <=nhstepm; h++){
       for(d=1; d <=hstepm; d++){
   for (j=1;j<=npar;j++) {        newm=savm;
     for (i=1;i<=npar;i++) x[i]=0;        /* Covariates have to be included here again */
     x[j]=1;        cov[1]=1.;
     lubksb(a,npar,indx,x);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       matcov[i][j]=x[i];        for (k=1; k<=cptcovage;k++)
     }          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   }        for (k=1; k<=cptcovprod;k++)
           cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       printf("%.3e ",hess[i][j]);        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     }        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     printf("\n");                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   }        savm=oldm;
         oldm=newm;
   /* Recompute Inverse */      }
   for (i=1;i<=npar;i++)      for(i=1; i<=nlstate+ndeath; i++)
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        for(j=1;j<=nlstate+ndeath;j++) {
   ludcmp(a,npar,indx,&pd);          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#Hessian matrix recomputed#\n");           */
         }
   for (j=1;j<=npar;j++) {    } /* end h */
     for (i=1;i<=npar;i++) x[i]=0;    return po;
     x[j]=1;  }
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){  
       y[i][j]=x[i];  /*************** log-likelihood *************/
       printf("%.3e ",y[i][j]);  double func( double *x)
     }  {
     printf("\n");    int i, ii, j, k, mi, d, kk;
   }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   */    double **out;
     double sw; /* Sum of weights */
   free_matrix(a,1,npar,1,npar);    double lli; /* Individual log likelihood */
   free_matrix(y,1,npar,1,npar);    int s1, s2;
   free_vector(x,1,npar);    double bbh, survp;
   free_ivector(indx,1,npar);    long ipmx;
   free_matrix(hess,1,npar,1,npar);    /*extern weight */
     /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 }    /*for(i=1;i<imx;i++) 
       printf(" %d\n",s[4][i]);
 /*************** hessian matrix ****************/    */
 double hessii( double x[], double delta, int theta, double delti[])    cov[1]=1.;
 {  
   int i;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   int l=1, lmax=20;  
   double k1,k2;    if(mle==1){
   double p2[NPARMAX+1];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double res;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        for(mi=1; mi<= wav[i]-1; mi++){
   double fx;          for (ii=1;ii<=nlstate+ndeath;ii++)
   int k=0,kmax=10;            for (j=1;j<=nlstate+ndeath;j++){
   double l1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
   fx=func(x);            }
   for (i=1;i<=npar;i++) p2[i]=x[i];          for(d=0; d<dh[mi][i]; d++){
   for(l=0 ; l <=lmax; l++){            newm=savm;
     l1=pow(10,l);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     delts=delt;            for (kk=1; kk<=cptcovage;kk++) {
     for(k=1 ; k <kmax; k=k+1){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       delt = delta*(l1*k);            }
       p2[theta]=x[theta] +delt;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       k1=func(p2)-fx;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       p2[theta]=x[theta]-delt;            savm=oldm;
       k2=func(p2)-fx;            oldm=newm;
       /*res= (k1-2.0*fx+k2)/delt/delt; */          } /* end mult */
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        
                /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 #ifdef DEBUG          /* But now since version 0.9 we anticipate for bias and large stepm.
       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 stepm is larger than one month (smallest stepm) and if the exact delay 
 #endif           * (in months) between two waves is not a multiple of stepm, we rounded to 
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */           * the nearest (and in case of equal distance, to the lowest) interval but now
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         k=kmax;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       }           * probability in order to take into account the bias as a fraction of the way
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         k=kmax; l=lmax*10.;           * -stepm/2 to stepm/2 .
       }           * For stepm=1 the results are the same as for previous versions of Imach.
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){           * For stepm > 1 the results are less biased than in previous versions. 
         delts=delt;           */
       }          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
   }          bbh=(double)bh[mi][i]/(double)stepm; 
   delti[theta]=delts;          /* bias is positive if real duration
   return res;           * is higher than the multiple of stepm and negative otherwise.
             */
 }          /* 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){ 
 double hessij( double x[], double delti[], int thetai,int thetaj)            /* i.e. if s2 is a death state and if the date of death is known then the contribution
 {               to the likelihood is the probability to die between last step unit time and current 
   int i;               step unit time, which is also the differences between probability to die before dh 
   int l=1, l1, lmax=20;               and probability to die before dh-stepm . 
   double k1,k2,k3,k4,res,fx;               In version up to 0.92 likelihood was computed
   double p2[NPARMAX+1];          as if date of death was unknown. Death was treated as any other
   int k;          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
   fx=func(x);          to consider that at each interview the state was recorded
   for (k=1; k<=2; k++) {          (healthy, disable or death) and IMaCh was corrected; but when we
     for (i=1;i<=npar;i++) p2[i]=x[i];          introduced the exact date of death then we should have modified
     p2[thetai]=x[thetai]+delti[thetai]/k;          the contribution of an exact death to the likelihood. This new
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          contribution is smaller and very dependent of the step unit
     k1=func(p2)-fx;          stepm. It is no more the probability to die between last interview
            and month of death but the probability to survive from last
     p2[thetai]=x[thetai]+delti[thetai]/k;          interview up to one month before death multiplied by the
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          probability to die within a month. Thanks to Chris
     k2=func(p2)-fx;          Jackson for correcting this bug.  Former versions increased
            mortality artificially. The bad side is that we add another loop
     p2[thetai]=x[thetai]-delti[thetai]/k;          which slows down the processing. The difference can be up to 10%
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          lower mortality.
     k3=func(p2)-fx;            */
              lli=log(out[s1][s2] - savm[s1][s2]);
     p2[thetai]=x[thetai]-delti[thetai]/k;          }else{
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     k4=func(p2)-fx;            /*  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 */
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          } 
 #ifdef DEBUG          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     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);          /*if(lli ==000.0)*/
 #endif          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   }          ipmx +=1;
   return res;          sw += weight[i];
 }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
 /************** Inverse of matrix **************/      } /* end of individual */
 void ludcmp(double **a, int n, int *indx, double *d)    }  else if(mle==2){
 {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i,imax,j,k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double big,dum,sum,temp;        for(mi=1; mi<= wav[i]-1; mi++){
   double *vv;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
   vv=vector(1,n);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   *d=1.0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=1;i<=n;i++) {            }
     big=0.0;          for(d=0; d<=dh[mi][i]; d++){
     for (j=1;j<=n;j++)            newm=savm;
       if ((temp=fabs(a[i][j])) > big) big=temp;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            for (kk=1; kk<=cptcovage;kk++) {
     vv[i]=1.0/big;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   for (j=1;j<=n;j++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for (i=1;i<j;i++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       sum=a[i][j];            savm=oldm;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];            oldm=newm;
       a[i][j]=sum;          } /* end mult */
     }        
     big=0.0;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for (i=j;i<=n;i++) {          /* But now since version 0.9 we anticipate for bias and large stepm.
       sum=a[i][j];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       for (k=1;k<j;k++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         sum -= a[i][k]*a[k][j];           * the nearest (and in case of equal distance, to the lowest) interval but now
       a[i][j]=sum;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       if ( (dum=vv[i]*fabs(sum)) >= big) {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         big=dum;           * probability in order to take into account the bias as a fraction of the way
         imax=i;           * 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.
     if (j != imax) {           * For stepm > 1 the results are less biased than in previous versions. 
       for (k=1;k<=n;k++) {           */
         dum=a[imax][k];          s1=s[mw[mi][i]][i];
         a[imax][k]=a[j][k];          s2=s[mw[mi+1][i]][i];
         a[j][k]=dum;          bbh=(double)bh[mi][i]/(double)stepm; 
       }          /* bias is positive if real duration
       *d = -(*d);           * is higher than the multiple of stepm and negative otherwise.
       vv[imax]=vv[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 */
     indx[j]=imax;          /* 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 (a[j][j] == 0.0) a[j][j]=TINY;          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     if (j != n) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       dum=1.0/(a[j][j]);          /*if(lli ==000.0)*/
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     }          ipmx +=1;
   }          sw += weight[i];
   free_vector(vv,1,n);  /* Doesn't work */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 ;        } /* end of wave */
 }      } /* end of individual */
     }  else if(mle==3){  /* exponential inter-extrapolation */
 void lubksb(double **a, int n, int *indx, double b[])      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   int i,ii=0,ip,j;        for(mi=1; mi<= wav[i]-1; mi++){
   double sum;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=n;i++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     ip=indx[i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     sum=b[ip];            }
     b[ip]=b[i];          for(d=0; d<dh[mi][i]; d++){
     if (ii)            newm=savm;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     else if (sum) ii=i;            for (kk=1; kk<=cptcovage;kk++) {
     b[i]=sum;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   for (i=n;i>=1;i--) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     sum=b[i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            savm=oldm;
     b[i]=sum/a[i][i];            oldm=newm;
   }          } /* end mult */
 }        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 /************ Frequencies ********************/          /* But now since version 0.9 we anticipate for bias and large stepm.
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 {  /* Some frequencies */           * (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
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   double ***freq; /* Frequencies */           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   double *pp;           * probability in order to take into account the bias as a fraction of the way
   double pos, k2, dateintsum=0,k2cpt=0;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   FILE *ficresp;           * -stepm/2 to stepm/2 .
   char fileresp[FILENAMELENGTH];           * 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. 
   pp=vector(1,nlstate);           */
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);          s1=s[mw[mi][i]][i];
   strcpy(fileresp,"p");          s2=s[mw[mi+1][i]][i];
   strcat(fileresp,fileres);          bbh=(double)bh[mi][i]/(double)stepm; 
   if((ficresp=fopen(fileresp,"w"))==NULL) {          /* bias is positive if real duration
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * is higher than the multiple of stepm and negative otherwise.
     exit(0);           */
   }          /* 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 */
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          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 */
   j1=0;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            /*if(lli ==000.0)*/
   j=cptcoveff;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          ipmx +=1;
            sw += weight[i];
   for(k1=1; k1<=j;k1++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for(i1=1; i1<=ncodemax[k1];i1++){        } /* end of wave */
       j1++;      } /* end of individual */
       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         scanf("%d", i);*/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (i=-1; i<=nlstate+ndeath; i++)          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for (jk=-1; jk<=nlstate+ndeath; jk++)          for(mi=1; mi<= wav[i]-1; mi++){
           for(m=agemin; m <= agemax+3; m++)          for (ii=1;ii<=nlstate+ndeath;ii++)
             freq[i][jk][m]=0;            for (j=1;j<=nlstate+ndeath;j++){
                    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       dateintsum=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       k2cpt=0;            }
       for (i=1; i<=imx; i++) {          for(d=0; d<dh[mi][i]; d++){
         bool=1;            newm=savm;
         if  (cptcovn>0) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for (z1=1; z1<=cptcoveff; z1++)            for (kk=1; kk<=cptcovage;kk++) {
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
               bool=0;            }
         }          
         if (bool==1) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           for(m=firstpass; m<=lastpass; m++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             k2=anint[m][i]+(mint[m][i]/12.);            savm=oldm;
             if ((k2>=dateprev1) && (k2<=dateprev2)) {            oldm=newm;
               if(agev[m][i]==0) agev[m][i]=agemax+1;          } /* end mult */
               if(agev[m][i]==1) agev[m][i]=agemax+2;        
               if (m<lastpass) {          s1=s[mw[mi][i]][i];
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          s2=s[mw[mi+1][i]][i];
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          if( s2 > nlstate){ 
               }            lli=log(out[s1][s2] - savm[s1][s2]);
                        }else{
               if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
                 dateintsum=dateintsum+k2;          }
                 k2cpt++;          ipmx +=1;
               }          sw += weight[i];
             }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           }  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         }        } /* end of wave */
       }      } /* end of individual */
            }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if  (cptcovn>0) {        for(mi=1; mi<= wav[i]-1; mi++){
         fprintf(ficresp, "\n#********** Variable ");          for (ii=1;ii<=nlstate+ndeath;ii++)
         for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);            for (j=1;j<=nlstate+ndeath;j++){
         fprintf(ficresp, "**********\n#");              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(i=1; i<=nlstate;i++)            }
         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          for(d=0; d<dh[mi][i]; d++){
       fprintf(ficresp, "\n");            newm=savm;
                  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for(i=(int)agemin; i <= (int)agemax+3; i++){            for (kk=1; kk<=cptcovage;kk++) {
         if(i==(int)agemax+3)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           printf("Total");            }
         else          
           printf("Age %d", i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         for(jk=1; jk <=nlstate ; jk++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            savm=oldm;
             pp[jk] += freq[jk][m][i];            oldm=newm;
         }          } /* end mult */
         for(jk=1; jk <=nlstate ; jk++){        
           for(m=-1, pos=0; m <=0 ; m++)          s1=s[mw[mi][i]][i];
             pos += freq[jk][m][i];          s2=s[mw[mi+1][i]][i];
           if(pp[jk]>=1.e-10)          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
             printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          ipmx +=1;
           else          sw += weight[i];
             printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         }          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
         } /* end of wave */
         for(jk=1; jk <=nlstate ; jk++){      } /* end of individual */
           for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    } /* End of if */
             pp[jk] += freq[jk][m][i];    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         for(jk=1,pos=0; jk <=nlstate ; jk++)    return -l;
           pos += pp[jk];  }
         for(jk=1; jk <=nlstate ; jk++){  
           if(pos>=1.e-5)  /*************** log-likelihood *************/
             printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);  double funcone( double *x)
           else  {
             printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    int i, ii, j, k, mi, d, kk;
           if( i <= (int) agemax){    double l, ll[NLSTATEMAX], cov[NCOVMAX];
             if(pos>=1.e-5){    double **out;
               fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    double lli; /* Individual log likelihood */
               probs[i][jk][j1]= pp[jk]/pos;    int s1, s2;
               /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/    double bbh, survp;
             }    /*extern weight */
             else    /* We are differentiating ll according to initial status */
               fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
           }    /*for(i=1;i<imx;i++) 
         }      printf(" %d\n",s[4][i]);
            */
         for(jk=-1; jk <=nlstate+ndeath; jk++)    cov[1]=1.;
           for(m=-1; m <=nlstate+ndeath; m++)  
             if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    for(k=1; k<=nlstate; k++) ll[k]=0.;
         if(i <= (int) agemax)  
           fprintf(ficresp,"\n");    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         printf("\n");      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++){
   dateintmean=dateintsum/k2cpt;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   fclose(ficresp);          }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        for(d=0; d<dh[mi][i]; d++){
   free_vector(pp,1,nlstate);          newm=savm;
            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   /* End of Freq */          for (kk=1; kk<=cptcovage;kk++) {
 }            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           }
 /************ Prevalence ********************/          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 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, double calagedate)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 {  /* Some frequencies */          savm=oldm;
            oldm=newm;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        } /* end mult */
   double ***freq; /* Frequencies */        
   double *pp;        s1=s[mw[mi][i]][i];
   double pos, k2;        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
   pp=vector(1,nlstate);        /* bias is positive if real duration
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);         * is higher than the multiple of stepm and negative otherwise.
           */
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   j1=0;          lli=log(out[s1][s2] - savm[s1][s2]);
          } else if (mle==1){
   j=cptcoveff;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        } else if(mle==2){
            lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
  for(k1=1; k1<=j;k1++){        } else if(mle==3){  /* exponential inter-extrapolation */
     for(i1=1; i1<=ncodemax[k1];i1++){          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       j1++;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
            lli=log(out[s1][s2]); /* Original formula */
       for (i=-1; i<=nlstate+ndeath; i++)          } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         for (jk=-1; jk<=nlstate+ndeath; jk++)            lli=log(out[s1][s2]); /* Original formula */
           for(m=agemin; m <= agemax+3; m++)        } /* End of if */
             freq[i][jk][m]=0;        ipmx +=1;
              sw += weight[i];
       for (i=1; i<=imx; i++) {        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         bool=1;  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         if  (cptcovn>0) {        if(globpr){
           for (z1=1; z1<=cptcoveff; z1++)          fprintf(ficresilk,"%6d %1d %1d %1d %1d %3d %10.6f %6.4f %10.6f %10.6f %10.6f ", \
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])                  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
               bool=0;          for(k=1,l=0.; k<=nlstate; k++) 
         }            fprintf(ficresilk," %10.6f",ll[k]);
         if (bool==1) {          fprintf(ficresilk,"\n");
           for(m=firstpass; m<=lastpass; m++){        }
             k2=anint[m][i]+(mint[m][i]/12.);      } /* end of wave */
             if ((k2>=dateprev1) && (k2<=dateprev2)) {    } /* end of individual */
               if(agev[m][i]==0) agev[m][i]=agemax+1;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
               if(agev[m][i]==1) agev[m][i]=agemax+2;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
               if (m<lastpass) freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
               /* freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];  */    return -l;
             }  }
           }  
         }  
       }  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpr, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
         for(i=(int)agemin; i <= (int)agemax+3; i++){  {
           for(jk=1; jk <=nlstate ; jk++){    /* This routine should help understanding what is done with the selection of individuals/waves and
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)       to check the exact contribution to the likelihood.
               pp[jk] += freq[jk][m][i];       Plotting could be done.
           }     */
           for(jk=1; jk <=nlstate ; jk++){    int k;
             for(m=-1, pos=0; m <=0 ; m++)    if(globpr !=0){ /* Just counts and sums no printings */
             pos += freq[jk][m][i];      strcpy(fileresilk,"ilk"); 
         }      strcat(fileresilk,fileres);
              if((ficresilk=fopen(fileresilk,"w"))==NULL) {
          for(jk=1; jk <=nlstate ; jk++){        printf("Problem with resultfile: %s\n", fileresilk);
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
              pp[jk] += freq[jk][m][i];      }
          }      fprintf(ficresilk, "# individual(line's record) s1 s2 wave# effective_wave# number_of_product_matrix pij weight 2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state");
                fprintf(ficresilk, "# i s1 s2 mi mw dh likeli weight out sav ");
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       for(k=1; k<=nlstate; k++) 
          for(jk=1; jk <=nlstate ; jk++){                  fprintf(ficresilk," ll[%d]",k);
            if( i <= (int) agemax){      fprintf(ficresilk,"\n");
              if(pos>=1.e-5){    }
                probs[i][jk][j1]= pp[jk]/pos;  
              }    *fretone=(*funcone)(p);
            }    if(globpr !=0)
          }      fclose(ficresilk);
              return;
         }  }
     }  
   }  /*********** Maximum Likelihood Estimation ***************/
    
    void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  {
   free_vector(pp,1,nlstate);    int i,j, iter;
      double **xi;
 }  /* End of Freq */    double fret;
     double fretone; /* Only one call to likelihood */
 /************* Waves Concatenation ***************/    char filerespow[FILENAMELENGTH];
     xi=matrix(1,npar,1,npar);
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    for (i=1;i<=npar;i++)
 {      for (j=1;j<=npar;j++)
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.        xi[i][j]=(i==j ? 1.0 : 0.0);
      Death is a valid wave (if date is known).    printf("Powell\n");  fprintf(ficlog,"Powell\n");
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    strcpy(filerespow,"pow"); 
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    strcat(filerespow,fileres);
      and mw[mi+1][i]. dh depends on stepm.    if((ficrespow=fopen(filerespow,"w"))==NULL) {
      */      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   int i, mi, m;    }
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    fprintf(ficrespow,"# Powell\n# iter -2*LL");
      double sum=0., jmean=0.;*/    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
   int j, k=0,jk, ju, jl;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   double sum=0.;    fprintf(ficrespow,"\n");
   jmin=1e+5;  
   jmax=-1;    powell(p,xi,npar,ftol,&iter,&fret,func);
   jmean=0.;  
   for(i=1; i<=imx; i++){    fclose(ficrespow);
     mi=0;    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     m=firstpass;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     while(s[m][i] <= nlstate){    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       if(s[m][i]>=1)  
         mw[++mi][i]=m;  }
       if(m >=lastpass)  
         break;  /**** Computes Hessian and covariance matrix ***/
       else  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
         m++;  {
     }/* end while */    double  **a,**y,*x,pd;
     if (s[m][i] > nlstate){    double **hess;
       mi++;     /* Death is another wave */    int i, j,jk;
       /* if(mi==0)  never been interviewed correctly before death */    int *indx;
          /* Only death is a correct wave */  
       mw[mi][i]=m;    double hessii(double p[], double delta, int theta, double delti[]);
     }    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
     wav[i]=mi;    void ludcmp(double **a, int npar, int *indx, double *d) ;
     if(mi==0)  
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    hess=matrix(1,npar,1,npar);
   }  
     printf("\nCalculation of the hessian matrix. Wait...\n");
   for(i=1; i<=imx; i++){    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     for(mi=1; mi<wav[i];mi++){    for (i=1;i<=npar;i++){
       if (stepm <=0)      printf("%d",i);fflush(stdout);
         dh[mi][i]=1;      fprintf(ficlog,"%d",i);fflush(ficlog);
       else{      hess[i][i]=hessii(p,ftolhess,i,delti);
         if (s[mw[mi+1][i]][i] > nlstate) {      /*printf(" %f ",p[i]);*/
           if (agedc[i] < 2*AGESUP) {      /*printf(" %lf ",hess[i][i]);*/
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    }
           if(j==0) j=1;  /* Survives at least one month after exam */    
           k=k+1;    for (i=1;i<=npar;i++) {
           if (j >= jmax) jmax=j;      for (j=1;j<=npar;j++)  {
           if (j <= jmin) jmin=j;        if (j>i) { 
           sum=sum+j;          printf(".%d%d",i,j);fflush(stdout);
           /*if (j<0) printf("j=%d num=%d \n",j,i); */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           }          hess[i][j]=hessij(p,delti,i,j);
         }          hess[j][i]=hess[i][j];    
         else{          /*printf(" %lf ",hess[i][j]);*/
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        }
           k=k+1;      }
           if (j >= jmax) jmax=j;    }
           else if (j <= jmin)jmin=j;    printf("\n");
           /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */    fprintf(ficlog,"\n");
           sum=sum+j;  
         }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         jk= j/stepm;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         jl= j -jk*stepm;    
         ju= j -(jk+1)*stepm;    a=matrix(1,npar,1,npar);
         if(jl <= -ju)    y=matrix(1,npar,1,npar);
           dh[mi][i]=jk;    x=vector(1,npar);
         else    indx=ivector(1,npar);
           dh[mi][i]=jk+1;    for (i=1;i<=npar;i++)
         if(dh[mi][i]==0)      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
           dh[mi][i]=1; /* At least one step */    ludcmp(a,npar,indx,&pd);
       }  
     }    for (j=1;j<=npar;j++) {
   }      for (i=1;i<=npar;i++) x[i]=0;
   jmean=sum/k;      x[j]=1;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      lubksb(a,npar,indx,x);
  }      for (i=1;i<=npar;i++){ 
 /*********** Tricode ****************************/        matcov[i][j]=x[i];
 void tricode(int *Tvar, int **nbcode, int imx)      }
 {    }
   int Ndum[20],ij=1, k, j, i;  
   int cptcode=0;    printf("\n#Hessian matrix#\n");
   cptcoveff=0;    fprintf(ficlog,"\n#Hessian matrix#\n");
      for (i=1;i<=npar;i++) { 
   for (k=0; k<19; k++) Ndum[k]=0;      for (j=1;j<=npar;j++) { 
   for (k=1; k<=7; k++) ncodemax[k]=0;        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      }
     for (i=1; i<=imx; i++) {      printf("\n");
       ij=(int)(covar[Tvar[j]][i]);      fprintf(ficlog,"\n");
       Ndum[ij]++;    }
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/  
       if (ij > cptcode) cptcode=ij;    /* Recompute Inverse */
     }    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for (i=0; i<=cptcode; i++) {    ludcmp(a,npar,indx,&pd);
       if(Ndum[i]!=0) ncodemax[j]++;  
     }    /*  printf("\n#Hessian matrix recomputed#\n");
     ij=1;  
     for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
     for (i=1; i<=ncodemax[j]; i++) {      x[j]=1;
       for (k=0; k<=19; k++) {      lubksb(a,npar,indx,x);
         if (Ndum[k] != 0) {      for (i=1;i<=npar;i++){ 
           nbcode[Tvar[j]][ij]=k;        y[i][j]=x[i];
           /*     printf("nbcodeaaaaaaaaaaa=%d Tvar[j]=%d ij=%d j=%d",nbcode[Tvar[j]][ij],Tvar[j],ij,j);*/        printf("%.3e ",y[i][j]);
           ij++;        fprintf(ficlog,"%.3e ",y[i][j]);
         }      }
         if (ij > ncodemax[j]) break;      printf("\n");
       }        fprintf(ficlog,"\n");
     }    }
   }      */
   
  for (k=0; k<19; k++) Ndum[k]=0;    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
  for (i=1; i<=ncovmodel-2; i++) {    free_vector(x,1,npar);
       ij=Tvar[i];    free_ivector(indx,1,npar);
       Ndum[ij]++;    free_matrix(hess,1,npar,1,npar);
     }  
   
  ij=1;  }
  for (i=1; i<=10; i++) {  
    if((Ndum[i]!=0) && (i<=ncovcol)){  /*************** hessian matrix ****************/
      Tvaraff[ij]=i;  double hessii( double x[], double delta, int theta, double delti[])
      ij++;  {
    }    int i;
  }    int l=1, lmax=20;
      double k1,k2;
     cptcoveff=ij-1;    double p2[NPARMAX+1];
 }    double res;
     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 /*********** Health Expectancies ****************/    double fx;
     int k=0,kmax=10;
 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 l1;
 {  
   /* Health expectancies */    fx=func(x);
   int i, j, nhstepm, hstepm, h, nstepm;    for (i=1;i<=npar;i++) p2[i]=x[i];
   double age, agelim, hf;    for(l=0 ; l <=lmax; l++){
   double ***p3mat;      l1=pow(10,l);
        delts=delt;
   fprintf(ficreseij,"# Health expectancies\n");      for(k=1 ; k <kmax; k=k+1){
   fprintf(ficreseij,"# Age");        delt = delta*(l1*k);
   for(i=1; i<=nlstate;i++)        p2[theta]=x[theta] +delt;
     for(j=1; j<=nlstate;j++)        k1=func(p2)-fx;
       fprintf(ficreseij," %1d-%1d",i,j);        p2[theta]=x[theta]-delt;
   fprintf(ficreseij,"\n");        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
   if(estepm < stepm){        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     printf ("Problem %d lower than %d\n",estepm, stepm);        
   }  #ifdef DEBUG
   else  hstepm=estepm;          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);
   /* We compute the life expectancy from trapezoids spaced every estepm months        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);
    * This is mainly to measure the difference between two models: for example  #endif
    * if stepm=24 months pijx are given only every 2 years and by summing them        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
    * we are calculating an estimate of the Life Expectancy assuming a linear        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
    * progression inbetween and thus overestimating or underestimating according          k=kmax;
    * to the curvature of the survival function. If, for the same date, we        }
    * estimate the model with stepm=1 month, we can keep estepm to 24 months        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
    * to compare the new estimate of Life expectancy with the same linear          k=kmax; l=lmax*10.;
    * hypothesis. A more precise result, taking into account a more precise        }
    * curvature will be obtained if estepm is as small as stepm. */        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           delts=delt;
   /* For example we decided to compute the life expectancy with the smallest unit */        }
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.      }
      nhstepm is the number of hstepm from age to agelim    }
      nstepm is the number of stepm from age to agelin.    delti[theta]=delts;
      Look at hpijx to understand the reason of that which relies in memory size    return res; 
      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  
      means that if the survival funtion is printed only each two years of age and if  double hessij( double x[], double delti[], int thetai,int thetaj)
      you sum them up and add 1 year (area under the trapezoids) you won't get the same  {
      results. So we changed our mind and took the option of the best precision.    int i;
   */    int l=1, l1, lmax=20;
   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */    double k1,k2,k3,k4,res,fx;
     double p2[NPARMAX+1];
   agelim=AGESUP;    int k;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     /* nhstepm age range expressed in number of stepm */    fx=func(x);
     nstepm=(int) rint((agelim-age)*YEARM/stepm);    for (k=1; k<=2; k++) {
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */      for (i=1;i<=npar;i++) p2[i]=x[i];
     /* if (stepm >= YEARM) hstepm=1;*/      p2[thetai]=x[thetai]+delti[thetai]/k;
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      k1=func(p2)-fx;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */      p2[thetai]=x[thetai]+delti[thetai]/k;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */      k2=func(p2)-fx;
     for(i=1; i<=nlstate;i++)    
       for(j=1; j<=nlstate;j++)      p2[thetai]=x[thetai]-delti[thetai]/k;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
           eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;      k3=func(p2)-fx;
           /* 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]);*/    
         }      p2[thetai]=x[thetai]-delti[thetai]/k;
     fprintf(ficreseij,"%3.0f",age );      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     for(i=1; i<=nlstate;i++)      k4=func(p2)-fx;
       for(j=1; j<=nlstate;j++){      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         fprintf(ficreseij," %9.4f", eij[i][j][(int)age]);  #ifdef DEBUG
       }      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     fprintf(ficreseij,"\n");      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  #endif
   }    }
 }    return res;
   }
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm)  /************** Inverse of matrix **************/
 {  void ludcmp(double **a, int n, int *indx, double *d) 
   /* Variance of health expectancies */  { 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    int i,imax,j,k; 
   double **newm;    double big,dum,sum,temp; 
   double **dnewm,**doldm;    double *vv; 
   int i, j, nhstepm, hstepm, h, nstepm ;   
   int k, cptcode;    vv=vector(1,n); 
   double *xp;    *d=1.0; 
   double **gp, **gm;    for (i=1;i<=n;i++) { 
   double ***gradg, ***trgradg;      big=0.0; 
   double ***p3mat;      for (j=1;j<=n;j++) 
   double age,agelim, hf;        if ((temp=fabs(a[i][j])) > big) big=temp; 
   int theta;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       vv[i]=1.0/big; 
    fprintf(ficresvij,"# Covariances of life expectancies\n");    } 
   fprintf(ficresvij,"# Age");    for (j=1;j<=n;j++) { 
   for(i=1; i<=nlstate;i++)      for (i=1;i<j;i++) { 
     for(j=1; j<=nlstate;j++)        sum=a[i][j]; 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   fprintf(ficresvij,"\n");        a[i][j]=sum; 
       } 
   xp=vector(1,npar);      big=0.0; 
   dnewm=matrix(1,nlstate,1,npar);      for (i=j;i<=n;i++) { 
   doldm=matrix(1,nlstate,1,nlstate);        sum=a[i][j]; 
          for (k=1;k<j;k++) 
   if(estepm < stepm){          sum -= a[i][k]*a[k][j]; 
     printf ("Problem %d lower than %d\n",estepm, stepm);        a[i][j]=sum; 
   }        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   else  hstepm=estepm;            big=dum; 
   /* For example we decided to compute the life expectancy with the smallest unit */          imax=i; 
   /* 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      } 
      nstepm is the number of stepm from age to agelin.      if (j != imax) { 
      Look at hpijx to understand the reason of that which relies in memory size        for (k=1;k<=n;k++) { 
      and note for a fixed period like k years */          dum=a[imax][k]; 
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the          a[imax][k]=a[j][k]; 
      survival function given by stepm (the optimization length). Unfortunately it          a[j][k]=dum; 
      means that if the survival funtion is printed only each two years of age and if        } 
      you sum them up and add 1 year (area under the trapezoids) you won't get the same        *d = -(*d); 
      results. So we changed our mind and took the option of the best precision.        vv[imax]=vv[j]; 
   */      } 
   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */      indx[j]=imax; 
   agelim = AGESUP;      if (a[j][j] == 0.0) a[j][j]=TINY; 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      if (j != n) { 
     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        dum=1.0/(a[j][j]); 
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      } 
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    } 
     gp=matrix(0,nhstepm,1,nlstate);    free_vector(vv,1,n);  /* Doesn't work */
     gm=matrix(0,nhstepm,1,nlstate);  ;
   } 
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */  void lubksb(double **a, int n, int *indx, double b[]) 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  { 
       }    int i,ii=0,ip,j; 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      double sum; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);   
     for (i=1;i<=n;i++) { 
       if (popbased==1) {      ip=indx[i]; 
         for(i=1; i<=nlstate;i++)      sum=b[ip]; 
           prlim[i][i]=probs[(int)age][i][ij];      b[ip]=b[i]; 
       }      if (ii) 
          for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       for(j=1; j<= nlstate; j++){      else if (sum) ii=i; 
         for(h=0; h<=nhstepm; h++){      b[i]=sum; 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    } 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    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]; 
       for(i=1; i<=npar; i++) /* Computes gradient */    } 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  } 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  /************ Frequencies ********************/
    void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
       if (popbased==1) {  {  /* Some frequencies */
         for(i=1; i<=nlstate;i++)    
           prlim[i][i]=probs[(int)age][i][ij];    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       }    int first;
     double ***freq; /* Frequencies */
       for(j=1; j<= nlstate; j++){    double *pp, **prop;
         for(h=0; h<=nhstepm; h++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    FILE *ficresp;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    char fileresp[FILENAMELENGTH];
         }    
       }    pp=vector(1,nlstate);
     prop=matrix(1,nlstate,iagemin,iagemax+3);
       for(j=1; j<= nlstate; j++)    strcpy(fileresp,"p");
         for(h=0; h<=nhstepm; h++){    strcat(fileresp,fileres);
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    if((ficresp=fopen(fileresp,"w"))==NULL) {
         }      printf("Problem with prevalence resultfile: %s\n", fileresp);
     } /* End theta */      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       exit(0);
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    }
     freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     for(h=0; h<=nhstepm; h++)    j1=0;
       for(j=1; j<=nlstate;j++)    
         for(theta=1; theta <=npar; theta++)    j=cptcoveff;
           trgradg[h][j][theta]=gradg[h][theta][j];    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */    first=1;
     for(i=1;i<=nlstate;i++)  
       for(j=1;j<=nlstate;j++)    for(k1=1; k1<=j;k1++){
         vareij[i][j][(int)age] =0.;      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
     for(h=0;h<=nhstepm;h++){        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
       for(k=0;k<=nhstepm;k++){          scanf("%d", i);*/
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        for (i=-1; i<=nlstate+ndeath; i++)  
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
         for(i=1;i<=nlstate;i++)            for(m=iagemin; m <= iagemax+3; m++)
           for(j=1;j<=nlstate;j++)              freq[i][jk][m]=0;
             vareij[i][j][(int)age] += doldm[i][j]*hf*hf;  
       }      for (i=1; i<=nlstate; i++)  
     }        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
     fprintf(ficresvij,"%.0f ",age );        
     for(i=1; i<=nlstate;i++)        dateintsum=0;
       for(j=1; j<=nlstate;j++){        k2cpt=0;
         fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);        for (i=1; i<=imx; i++) {
       }          bool=1;
     fprintf(ficresvij,"\n");          if  (cptcovn>0) {
     free_matrix(gp,0,nhstepm,1,nlstate);            for (z1=1; z1<=cptcoveff; z1++) 
     free_matrix(gm,0,nhstepm,1,nlstate);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);                bool=0;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          if (bool==1){
   } /* End age */            for(m=firstpass; m<=lastpass; m++){
                k2=anint[m][i]+(mint[m][i]/12.);
   free_vector(xp,1,npar);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   free_matrix(doldm,1,nlstate,1,npar);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   free_matrix(dnewm,1,nlstate,1,nlstate);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 }                if (m<lastpass) {
                   freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 /************ Variance of prevlim ******************/                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)                }
 {                
   /* Variance of prevalence limit */                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/                  dateintsum=dateintsum+k2;
   double **newm;                  k2cpt++;
   double **dnewm,**doldm;                }
   int i, j, nhstepm, hstepm;                /*}*/
   int k, cptcode;            }
   double *xp;          }
   double *gp, *gm;        }
   double **gradg, **trgradg;         
   double age,agelim;        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   int theta;  
            if  (cptcovn>0) {
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          fprintf(ficresp, "\n#********** Variable "); 
   fprintf(ficresvpl,"# Age");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   for(i=1; i<=nlstate;i++)          fprintf(ficresp, "**********\n#");
       fprintf(ficresvpl," %1d-%1d",i,i);        }
   fprintf(ficresvpl,"\n");        for(i=1; i<=nlstate;i++) 
           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   xp=vector(1,npar);        fprintf(ficresp, "\n");
   dnewm=matrix(1,nlstate,1,npar);        
   doldm=matrix(1,nlstate,1,nlstate);        for(i=iagemin; i <= iagemax+3; i++){
            if(i==iagemax+3){
   hstepm=1*YEARM; /* Every year of age */            fprintf(ficlog,"Total");
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          }else{
   agelim = AGESUP;            if(first==1){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */              first=0;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */              printf("See log file for details...\n");
     if (stepm >= YEARM) hstepm=1;            }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            fprintf(ficlog,"Age %d", i);
     gradg=matrix(1,npar,1,nlstate);          }
     gp=vector(1,nlstate);          for(jk=1; jk <=nlstate ; jk++){
     gm=vector(1,nlstate);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
     for(theta=1; theta <=npar; theta++){          }
       for(i=1; i<=npar; i++){ /* Computes gradient */          for(jk=1; jk <=nlstate ; jk++){
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            for(m=-1, pos=0; m <=0 ; m++)
       }              pos += freq[jk][m][i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            if(pp[jk]>=1.e-10){
       for(i=1;i<=nlstate;i++)              if(first==1){
         gp[i] = prlim[i][i];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                  }
       for(i=1; i<=npar; i++) /* Computes gradient */              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            }else{
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);              if(first==1)
       for(i=1;i<=nlstate;i++)                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
         gm[i] = prlim[i][i];              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             }
       for(i=1;i<=nlstate;i++)          }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */          for(jk=1; jk <=nlstate ; jk++){
             for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     trgradg =matrix(1,nlstate,1,npar);              pp[jk] += freq[jk][m][i];
           }       
     for(j=1; j<=nlstate;j++)          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
       for(theta=1; theta <=npar; theta++)            pos += pp[jk];
         trgradg[j][theta]=gradg[theta][j];            posprop += prop[jk][i];
           }
     for(i=1;i<=nlstate;i++)          for(jk=1; jk <=nlstate ; jk++){
       varpl[i][(int)age] =0.;            if(pos>=1.e-5){
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);              if(first==1)
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     for(i=1;i<=nlstate;i++)              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */            }else{
               if(first==1)
     fprintf(ficresvpl,"%.0f ",age );                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     for(i=1; i<=nlstate;i++)              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));            }
     fprintf(ficresvpl,"\n");            if( i <= iagemax){
     free_vector(gp,1,nlstate);              if(pos>=1.e-5){
     free_vector(gm,1,nlstate);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     free_matrix(gradg,1,npar,1,nlstate);                /*probs[i][jk][j1]= pp[jk]/pos;*/
     free_matrix(trgradg,1,nlstate,1,npar);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   } /* End age */              }
               else
   free_vector(xp,1,npar);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   free_matrix(doldm,1,nlstate,1,npar);            }
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
           
 }          for(jk=-1; jk <=nlstate+ndeath; jk++)
             for(m=-1; m <=nlstate+ndeath; m++)
 /************ Variance of one-step probabilities  ******************/              if(freq[jk][m][i] !=0 ) {
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)              if(first==1)
 {                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   int i, j;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   int k=0, cptcode;              }
   double **dnewm,**doldm;          if(i <= iagemax)
   double *xp;            fprintf(ficresp,"\n");
   double *gp, *gm;          if(first==1)
   double **gradg, **trgradg;            printf("Others in log...\n");
   double age,agelim, cov[NCOVMAX];          fprintf(ficlog,"\n");
   int theta;        }
   char fileresprob[FILENAMELENGTH];      }
     }
   strcpy(fileresprob,"prob");    dateintmean=dateintsum/k2cpt; 
   strcat(fileresprob,fileres);   
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {    fclose(ficresp);
     printf("Problem with resultfile: %s\n", fileresprob);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   }    free_vector(pp,1,nlstate);
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
      /* End of Freq */
   }
   xp=vector(1,npar);  
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  /************ Prevalence ********************/
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
    {  
   cov[1]=1;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   for (age=bage; age<=fage; age ++){       in each health status at the date of interview (if between dateprev1 and dateprev2).
     cov[2]=age;       We still use firstpass and lastpass as another selection.
     gradg=matrix(1,npar,1,9);    */
     trgradg=matrix(1,9,1,npar);   
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    double ***freq; /* Frequencies */
        double *pp, **prop;
     for(theta=1; theta <=npar; theta++){    double pos,posprop; 
       for(i=1; i<=npar; i++)    double  y2; /* in fractional years */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int iagemin, iagemax;
        
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    iagemin= (int) agemin;
        iagemax= (int) agemax;
       k=0;    /*pp=vector(1,nlstate);*/
       for(i=1; i<= (nlstate+ndeath); i++){    prop=matrix(1,nlstate,iagemin,iagemax+3); 
         for(j=1; j<=(nlstate+ndeath);j++){    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
            k=k+1;    j1=0;
           gp[k]=pmmij[i][j];    
         }    j=cptcoveff;
       }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
       for(i=1; i<=npar; i++)    for(k1=1; k1<=j;k1++){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for(i1=1; i1<=ncodemax[k1];i1++){
            j1++;
         
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        for (i=1; i<=nlstate; i++)  
       k=0;          for(m=iagemin; m <= iagemax+3; m++)
       for(i=1; i<=(nlstate+ndeath); i++){            prop[i][m]=0.0;
         for(j=1; j<=(nlstate+ndeath);j++){       
           k=k+1;        for (i=1; i<=imx; i++) { /* Each individual */
           gm[k]=pmmij[i][j];          bool=1;
         }          if  (cptcovn>0) {
       }            for (z1=1; z1<=cptcoveff; z1++) 
                    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)                bool=0;
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];            } 
     }          if (bool==1) { 
             for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       for(theta=1; theta <=npar; theta++)              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       trgradg[j][theta]=gradg[theta][j];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                  if(agev[m][i]==1) agev[m][i]=iagemax+2;
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
                   /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
      pmij(pmmij,cov,ncovmodel,x,nlstate);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
      k=0;                } 
      for(i=1; i<=(nlstate+ndeath); i++){              }
        for(j=1; j<=(nlstate+ndeath);j++){            } /* end selection of waves */
          k=k+1;          }
          gm[k]=pmmij[i][j];        }
         }        for(i=iagemin; i <= iagemax+3; i++){  
      }          
                for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
      /*printf("\n%d ",(int)age);            posprop += prop[jk][i]; 
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          } 
          
           for(jk=1; jk <=nlstate ; jk++){     
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));            if( i <=  iagemax){ 
      }*/              if(posprop>=1.e-5){ 
                 probs[i][jk][j1]= prop[jk][i]/posprop;
   fprintf(ficresprob,"\n%d ",(int)age);              } 
             } 
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          }/* end jk */ 
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        }/* end i */ 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);      } /* end i1 */
   }    } /* end k1 */
     
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));    /*free_vector(pp,1,nlstate);*/
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  }  /* End of prevalence */
 }  
  free_vector(xp,1,npar);  /************* Waves Concatenation ***************/
 fclose(ficresprob);  
   void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
 }  {
     /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 /******************* Printing html file ***********/       Death is a valid wave (if date is known).
 void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
  int lastpass, int stepm, int weightopt, char model[],\       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
  int imx,int jmin, int jmax, double jmeanint,char optionfile[], \       and mw[mi+1][i]. dh depends on stepm.
  char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\       */
  char version[], int popforecast, int estepm ){  
   int jj1, k1, i1, cpt;    int i, mi, m;
   FILE *fichtm;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   /*char optionfilehtm[FILENAMELENGTH];*/       double sum=0., jmean=0.;*/
     int first;
   strcpy(optionfilehtm,optionfile);    int j, k=0,jk, ju, jl;
   strcat(optionfilehtm,".htm");    double sum=0.;
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    first=0;
     printf("Problem with %s \n",optionfilehtm), exit(0);    jmin=1e+5;
   }    jmax=-1;
     jmean=0.;
  fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n    for(i=1; i<=imx; i++){
 Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n      mi=0;
 \n      m=firstpass;
 Total number of observations=%d <br>\n      while(s[m][i] <= nlstate){
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n        if(s[m][i]>=1)
 <hr  size=\"2\" color=\"#EC5E5E\">          mw[++mi][i]=m;
  <ul><li>Outputs files<br>\n        if(m >=lastpass)
  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n          break;
  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n        else
  - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          m++;
  - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\n      }/* end while */
  - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\n      if (s[m][i] > nlstate){
  - Life expectancies by age and initial health status (estepm=%2d months): <a href=\"e%s\">e%s</a> <br>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,optionfilegnuplot,optionfilegnuplot,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,estepm);        mi++;     /* Death is another wave */
         /* if(mi==0)  never been interviewed correctly before death */
  fprintf(fichtm,"\n           /* Only death is a correct wave */
  - Parameter file with estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\n        mw[mi][i]=m;
  - Variances 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: <a href=\"t%s\">t%s</a> <br>\n  
  - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);      wav[i]=mi;
       if(mi==0){
  if(popforecast==1) fprintf(fichtm,"\n        if(first==0){
  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n          first=1;
         <br>",fileres,fileres,fileres,fileres);        }
  else        if(first==1){
    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 fprintf(fichtm," <li>Graphs</li><p>");        }
       } /* end mi==0 */
  m=cptcoveff;    } /* End individuals */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}  
     for(i=1; i<=imx; i++){
  jj1=0;      for(mi=1; mi<wav[i];mi++){
  for(k1=1; k1<=m;k1++){        if (stepm <=0)
    for(i1=1; i1<=ncodemax[k1];i1++){          dh[mi][i]=1;
        jj1++;        else{
        if (cptcovn > 0) {          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");            if (agedc[i] < 2*AGESUP) {
          for (cpt=1; cpt<=cptcoveff;cpt++)              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);              if(j==0) j=1;  /* Survives at least one month after exam */
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");              else if(j<0){
        }                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>                j=1; /* Careful Patch */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);                    printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fixe the contradiction between dates.\n",stepm);
        for(cpt=1; cpt<nlstate;cpt++){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);              }
        }              k=k+1;
     for(cpt=1; cpt<=nlstate;cpt++) {              if (j >= jmax) jmax=j;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident              if (j <= jmin) jmin=j;
 interval) in state (%d): v%s%d%d.gif <br>              sum=sum+j;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);                /*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);*/
      for(cpt=1; cpt<=nlstate;cpt++) {            }
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          }
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);          else{
      }            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 health expectancies in states (1) and (2): e%s%d.gif<br>            k=k+1;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);            if (j >= jmax) jmax=j;
 fprintf(fichtm,"\n</body>");            else if (j <= jmin)jmin=j;
    }            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,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]);*/
 fclose(fichtm);            if(j<0){
 }              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
               fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 /******************* Gnuplot file **************/            }
 void printinggnuplot(char fileres[],char optionfilefiname[],char optionfile[],char optionfilegnuplot[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){            sum=sum+j;
           }
   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;          jk= j/stepm;
           jl= j -jk*stepm;
   strcpy(optionfilegnuplot,optionfilefiname);          ju= j -(jk+1)*stepm;
   strcat(optionfilegnuplot,".gp.txt");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {            if(jl==0){
     printf("Problem with file %s",optionfilegnuplot);              dh[mi][i]=jk;
   }              bh[mi][i]=0;
             }else{ /* We want a negative bias in order to only have interpolation ie
 #ifdef windows                    * at the price of an extra matrix product in likelihood */
     fprintf(ficgp,"cd \"%s\" \n",pathc);              dh[mi][i]=jk+1;
 #endif              bh[mi][i]=ju;
 m=pow(2,cptcoveff);            }
            }else{
  /* 1eme*/            if(jl <= -ju){
   for (cpt=1; cpt<= nlstate ; cpt ++) {              dh[mi][i]=jk;
    for (k1=1; k1<= m ; k1 ++) {              bh[mi][i]=jl;       /* bias is positive if real duration
                                    * is higher than the multiple of stepm and negative otherwise.
 #ifdef windows                                   */
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);            }
 #endif            else{
 #ifdef unix              dh[mi][i]=jk+1;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",ageminpar,fage,fileres);              bh[mi][i]=ju;
 #endif            }
             if(dh[mi][i]==0){
 for (i=1; i<= nlstate ; i ++) {              dh[mi][i]=1; /* At least one step */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              bh[mi][i]=ju; /* At least one step */
   else fprintf(ficgp," \%%*lf (\%%*lf)");              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
 }            }
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);          } /* end if mle */
     for (i=1; i<= nlstate ; i ++) {        }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      } /* end wave */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }    jmean=sum/k;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
      for (i=1; i<= nlstate ; i ++) {    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");   }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    /*********** Tricode ****************************/
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));  void tricode(int *Tvar, int **nbcode, int imx)
 #ifdef unix  {
 fprintf(ficgp,"\nset ter gif small size 400,300");    
 #endif    int Ndum[20],ij=1, k, j, i, maxncov=19;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    int cptcode=0;
    }    cptcoveff=0; 
   }   
   /*2 eme*/    for (k=0; k<maxncov; k++) Ndum[k]=0;
     for (k=1; k<=7; k++) ncodemax[k]=0;
   for (k1=1; k1<= m ; k1 ++) {  
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",ageminpar,fage);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
          for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     for (i=1; i<= nlstate+1 ; i ++) {                                 modality*/ 
       k=2*i;        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        Ndum[ij]++; /*store the modality */
       for (j=1; j<= nlstate+1 ; j ++) {        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
   else fprintf(ficgp," \%%*lf (\%%*lf)");                                         Tvar[j]. If V=sex and male is 0 and 
 }                                           female is 1, then  cptcode=1.*/
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      }
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      for (i=0; i<=cptcode; i++) {
       for (j=1; j<= nlstate+1 ; j ++) {        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      }
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }        ij=1; 
       fprintf(ficgp,"\" t\"\" w l 0,");      for (i=1; i<=ncodemax[j]; i++) {
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);        for (k=0; k<= maxncov; k++) {
       for (j=1; j<= nlstate+1 ; j ++) {          if (Ndum[k] != 0) {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            nbcode[Tvar[j]][ij]=k; 
   else fprintf(ficgp," \%%*lf (\%%*lf)");            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
 }              
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");            ij++;
       else fprintf(ficgp,"\" t\"\" w l 0,");          }
     }          if (ij > ncodemax[j]) break; 
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);        }  
   }      } 
      }  
   /*3eme*/  
    for (k=0; k< maxncov; k++) Ndum[k]=0;
   for (k1=1; k1<= m ; k1 ++) {  
     for (cpt=1; cpt<= nlstate ; cpt ++) {   for (i=1; i<=ncovmodel-2; i++) { 
       k=2+nlstate*(cpt-1);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       fprintf(ficgp,"set ter gif small size 400,300\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);     ij=Tvar[i];
       for (i=1; i< nlstate ; i ++) {     Ndum[ij]++;
         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);   }
       }  
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);   ij=1;
     }   for (i=1; i<= maxncov; i++) {
     }     if((Ndum[i]!=0) && (i<=ncovcol)){
         Tvaraff[ij]=i; /*For printing */
   /* CV preval stat */       ij++;
     for (k1=1; k1<= m ; k1 ++) {     }
     for (cpt=1; cpt<nlstate ; cpt ++) {   }
       k=3;   
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);   cptcoveff=ij-1; /*Number of simple covariates*/
   }
       for (i=1; i< nlstate ; i ++)  
         fprintf(ficgp,"+$%d",k+i+1);  /*********** Health Expectancies ****************/
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);  
        void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
       l=3+(nlstate+ndeath)*cpt;  
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  {
       for (i=1; i< nlstate ; i ++) {    /* Health expectancies */
         l=3+(nlstate+ndeath)*cpt;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
         fprintf(ficgp,"+$%d",l+i+1);    double age, agelim, hf;
       }    double ***p3mat,***varhe;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      double **dnewm,**doldm;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    double *xp;
     }    double **gp, **gm;
   }      double ***gradg, ***trgradg;
      int theta;
   /* proba elementaires */  
    for(i=1,jk=1; i <=nlstate; i++){    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     for(k=1; k <=(nlstate+ndeath); k++){    xp=vector(1,npar);
       if (k != i) {    dnewm=matrix(1,nlstate*nlstate,1,npar);
         for(j=1; j <=ncovmodel; j++){    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
            
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    fprintf(ficreseij,"# Health expectancies\n");
           jk++;    fprintf(ficreseij,"# Age");
           fprintf(ficgp,"\n");    for(i=1; i<=nlstate;i++)
         }      for(j=1; j<=nlstate;j++)
       }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     }    fprintf(ficreseij,"\n");
     }  
     if(estepm < stepm){
     for(jk=1; jk <=m; jk++) {      printf ("Problem %d lower than %d\n",estepm, stepm);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);    }
    i=1;    else  hstepm=estepm;   
    for(k2=1; k2<=nlstate; k2++) {    /* We compute the life expectancy from trapezoids spaced every estepm months
      k3=i;     * This is mainly to measure the difference between two models: for example
      for(k=1; k<=(nlstate+ndeath); k++) {     * if stepm=24 months pijx are given only every 2 years and by summing them
        if (k != k2){     * we are calculating an estimate of the Life Expectancy assuming a linear 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);     * progression in between and thus overestimating or underestimating according
 ij=1;     * to the curvature of the survival function. If, for the same date, we 
         for(j=3; j <=ncovmodel; j++) {     * estimate the model with stepm=1 month, we can keep estepm to 24 months
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {     * to compare the new estimate of Life expectancy with the same linear 
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);     * hypothesis. A more precise result, taking into account a more precise
             ij++;     * curvature will be obtained if estepm is as small as stepm. */
           }  
           else    /* For example we decided to compute the life expectancy with the smallest unit */
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    /* 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 
           fprintf(ficgp,")/(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
         for(k1=1; k1 <=nlstate; k1++){         and note for a fixed period like estepm months */
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 ij=1;       survival function given by stepm (the optimization length). Unfortunately it
           for(j=3; j <=ncovmodel; j++){       means that if the survival funtion is printed only each two years of age and if
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);       results. So we changed our mind and took the option of the best precision.
             ij++;    */
           }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           else  
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    agelim=AGESUP;
           }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           fprintf(ficgp,")");      /* nhstepm age range expressed in number of stepm */
         }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      /* if (stepm >= YEARM) hstepm=1;*/
         i=i+ncovmodel;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
        }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
    }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
    }  
          /* Computed by stepm unit matrices, product of hstepm matrices, stored
   fclose(ficgp);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 }  /* end gnuplot */      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
    
   
 /*************** Moving average **************/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 void movingaverage(double agedeb, double fage,double ageminpar, double ***mobaverage){  
       /* Computing Variances of health expectancies */
   int i, cpt, cptcod;  
     for (agedeb=ageminpar; agedeb<=fage; agedeb++)       for(theta=1; theta <=npar; theta++){
       for (i=1; i<=nlstate;i++)        for(i=1; i<=npar; i++){ 
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           mobaverage[(int)agedeb][i][cptcod]=0.;        }
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     for (agedeb=ageminpar+4; agedeb<=fage; agedeb++){    
       for (i=1; i<=nlstate;i++){        cptj=0;
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){        for(j=1; j<= nlstate; j++){
           for (cpt=0;cpt<=4;cpt++){          for(i=1; i<=nlstate; i++){
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];            cptj=cptj+1;
           }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
         }            }
       }          }
     }        }
           
 }       
         for(i=1; i<=npar; i++) 
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
 /************** Forecasting ******************/        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 prevforecast(char fileres[], double anproj1,double mproj1,double jproj1,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anproj2,double p[], int i2){        
          cptj=0;
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;        for(j=1; j<= nlstate; j++){
   int *popage;          for(i=1;i<=nlstate;i++){
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;            cptj=cptj+1;
   double *popeffectif,*popcount;            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   double ***p3mat;  
   char fileresf[FILENAMELENGTH];              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
  agelim=AGESUP;          }
 calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;        }
         for(j=1; j<= nlstate*nlstate; j++)
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);          for(h=0; h<=nhstepm-1; h++){
              gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   strcpy(fileresf,"f");       } 
   strcat(fileresf,fileres);     
   if((ficresf=fopen(fileresf,"w"))==NULL) {  /* End theta */
     printf("Problem with forecast resultfile: %s\n", fileresf);  
   }       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   printf("Computing forecasting: result on file '%s' \n", fileresf);  
        for(h=0; h<=nhstepm-1; h++)
   if (cptcoveff==0) ncodemax[cptcoveff]=1;        for(j=1; j<=nlstate*nlstate;j++)
           for(theta=1; theta <=npar; theta++)
   if (mobilav==1) {            trgradg[h][j][theta]=gradg[h][theta][j];
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);       
     movingaverage(agedeb, fage, ageminpar, mobaverage);  
   }       for(i=1;i<=nlstate*nlstate;i++)
         for(j=1;j<=nlstate*nlstate;j++)
   stepsize=(int) (stepm+YEARM-1)/YEARM;          varhe[i][j][(int)age] =0.;
   if (stepm<=12) stepsize=1;  
         printf("%d|",(int)age);fflush(stdout);
   agelim=AGESUP;       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
         for(h=0;h<=nhstepm-1;h++){
   hstepm=1;        for(k=0;k<=nhstepm-1;k++){
   hstepm=hstepm/stepm;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   yp1=modf(dateintmean,&yp);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   anprojmean=yp;          for(i=1;i<=nlstate*nlstate;i++)
   yp2=modf((yp1*12),&yp);            for(j=1;j<=nlstate*nlstate;j++)
   mprojmean=yp;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   yp1=modf((yp2*30.5),&yp);        }
   jprojmean=yp;      }
   if(jprojmean==0) jprojmean=1;      /* Computing expectancies */
   if(mprojmean==0) jprojmean=1;      for(i=1; i<=nlstate;i++)
          for(j=1; j<=nlstate;j++)
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
              eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   for(cptcov=1;cptcov<=i2;cptcov++){            
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){  /* 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]);*/
       k=k+1;  
       fprintf(ficresf,"\n#******");          }
       for(j=1;j<=cptcoveff;j++) {  
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      fprintf(ficreseij,"%3.0f",age );
       }      cptj=0;
       fprintf(ficresf,"******\n");      for(i=1; i<=nlstate;i++)
       fprintf(ficresf,"# StartingAge FinalAge");        for(j=1; j<=nlstate;j++){
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          cptj++;
                fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
              }
       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) {      fprintf(ficreseij,"\n");
         fprintf(ficresf,"\n");     
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);        free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           nhstepm = nhstepm/hstepm;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
              }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    printf("\n");
           oldm=oldms;savm=savms;    fprintf(ficlog,"\n");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
            free_vector(xp,1,npar);
           for (h=0; h<=nhstepm; h++){    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
             if (h==(int) (calagedate+YEARM*cpt)) {    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
               fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
             }  }
             for(j=1; j<=nlstate+ndeath;j++) {  
               kk1=0.;kk2=0;  /************ Variance ******************/
               for(i=1; i<=nlstate;i++) {                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)
                 if (mobilav==1)  {
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];    /* Variance of health expectancies */
                 else {    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];    /* double **newm;*/
                 }    double **dnewm,**doldm;
                    double **dnewmp,**doldmp;
               }    int i, j, nhstepm, hstepm, h, nstepm ;
               if (h==(int)(calagedate+12*cpt)){    int k, cptcode;
                 fprintf(ficresf," %.3f", kk1);    double *xp;
                            double **gp, **gm;  /* for var eij */
               }    double ***gradg, ***trgradg; /*for var eij */
             }    double **gradgp, **trgradgp; /* for var p point j */
           }    double *gpp, *gmp; /* for var p point j */
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
         }    double ***p3mat;
       }    double age,agelim, hf;
     }    double ***mobaverage;
   }    int theta;
            char digit[4];
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    char digitp[25];
   
   fclose(ficresf);    char fileresprobmorprev[FILENAMELENGTH];
 }  
 /************** Forecasting ******************/    if(popbased==1){
 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){      if(mobilav!=0)
          strcpy(digitp,"-populbased-mobilav-");
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;      else strcpy(digitp,"-populbased-nomobil-");
   int *popage;    }
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;    else 
   double *popeffectif,*popcount;      strcpy(digitp,"-stablbased-");
   double ***p3mat,***tabpop,***tabpopprev;  
   char filerespop[FILENAMELENGTH];    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   agelim=AGESUP;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;      }
      }
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);  
      strcpy(fileresprobmorprev,"prmorprev"); 
      sprintf(digit,"%-d",ij);
   strcpy(filerespop,"pop");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   strcat(filerespop,fileres);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   if((ficrespop=fopen(filerespop,"w"))==NULL) {    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     printf("Problem with forecast resultfile: %s\n", filerespop);    strcat(fileresprobmorprev,fileres);
   }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   printf("Computing forecasting: result on file '%s' \n", filerespop);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if (mobilav==1) {    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    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);
     movingaverage(agedeb, fage, ageminpar, mobaverage);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
   }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
   stepsize=(int) (stepm+YEARM-1)/YEARM;      for(i=1; i<=nlstate;i++)
   if (stepm<=12) stepsize=1;        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
      }  
   agelim=AGESUP;    fprintf(ficresprobmorprev,"\n");
      if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   hstepm=1;      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
   hstepm=hstepm/stepm;      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
        exit(0);
   if (popforecast==1) {    }
     if((ficpop=fopen(popfile,"r"))==NULL) {    else{
       printf("Problem with population file : %s\n",popfile);exit(0);      fprintf(ficgp,"\n# Routine varevsij");
     }    }
     popage=ivector(0,AGESUP);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     popeffectif=vector(0,AGESUP);      printf("Problem with html file: %s\n", optionfilehtm);
     popcount=vector(0,AGESUP);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
          exit(0);
     i=1;      }
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;    else{
          fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     imx=i;      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];    }
   }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
   for(cptcov=1;cptcov<=i2;cptcov++){    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    fprintf(ficresvij,"# Age");
       k=k+1;    for(i=1; i<=nlstate;i++)
       fprintf(ficrespop,"\n#******");      for(j=1; j<=nlstate;j++)
       for(j=1;j<=cptcoveff;j++) {        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
         fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(ficresvij,"\n");
       }  
       fprintf(ficrespop,"******\n");    xp=vector(1,npar);
       fprintf(ficrespop,"# Age");    dnewm=matrix(1,nlstate,1,npar);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);    doldm=matrix(1,nlstate,1,nlstate);
       if (popforecast==1)  fprintf(ficrespop," [Population]");    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
          doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       for (cpt=0; cpt<=0;cpt++) {  
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);      gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
            gpp=vector(nlstate+1,nlstate+ndeath);
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){    gmp=vector(nlstate+1,nlstate+ndeath);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
           nhstepm = nhstepm/hstepm;    
              if(estepm < stepm){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      printf ("Problem %d lower than %d\n",estepm, stepm);
           oldm=oldms;savm=savms;    }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      else  hstepm=estepm;   
            /* For example we decided to compute the life expectancy with the smallest unit */
           for (h=0; h<=nhstepm; h++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
             if (h==(int) (calagedate+YEARM*cpt)) {       nhstepm is the number of hstepm from age to agelim 
               fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);       nstepm is the number of stepm from age to agelin. 
             }       Look at hpijx to understand the reason of that which relies in memory size
             for(j=1; j<=nlstate+ndeath;j++) {       and note for a fixed period like k years */
               kk1=0.;kk2=0;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
               for(i=1; i<=nlstate;i++) {                     survival function given by stepm (the optimization length). Unfortunately it
                 if (mobilav==1)       means that if the survival funtion is printed every two years of age and if
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
                 else {       results. So we changed our mind and took the option of the best precision.
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];    */
                 }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
               }    agelim = AGESUP;
               if (h==(int)(calagedate+12*cpt)){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                 tabpop[(int)(agedeb)][j][cptcod]=kk1;      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   /*fprintf(ficrespop," %.3f", kk1);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
                     if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
               }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
             }      gp=matrix(0,nhstepm,1,nlstate);
             for(i=1; i<=nlstate;i++){      gm=matrix(0,nhstepm,1,nlstate);
               kk1=0.;  
                 for(j=1; j<=nlstate;j++){  
                   kk1= kk1+tabpop[(int)(agedeb)][j][cptcod];      for(theta=1; theta <=npar; theta++){
                 }        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
                   tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             }        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
             if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++)        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
               fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);  
           }        if (popbased==1) {
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          if(mobilav ==0){
         }            for(i=1; i<=nlstate;i++)
       }              prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
   /******/            for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) {          }
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);          }
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){    
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);        for(j=1; j<= nlstate; j++){
           nhstepm = nhstepm/hstepm;          for(h=0; h<=nhstepm; h++){
                      for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           oldm=oldms;savm=savms;          }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);          }
           for (h=0; h<=nhstepm; h++){        /* This for computing probability of death (h=1 means
             if (h==(int) (calagedate+YEARM*cpt)) {           computed over hstepm matrices product = hstepm*stepm months) 
               fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);           as a weighted average of prlim.
             }        */
             for(j=1; j<=nlstate+ndeath;j++) {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
               kk1=0.;kk2=0;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
               for(i=1; i<=nlstate;i++) {                          gpp[j] += prlim[i][i]*p3mat[i][j][1];
                 kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];            }    
               }        /* end probability of death */
               if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);  
             }        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       }   
    }        if (popbased==1) {
   }          if(mobilav ==0){
              for(i=1; i<=nlstate;i++)
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
   if (popforecast==1) {            for(i=1; i<=nlstate;i++)
     free_ivector(popage,0,AGESUP);              prlim[i][i]=mobaverage[(int)age][i][ij];
     free_vector(popeffectif,0,AGESUP);          }
     free_vector(popcount,0,AGESUP);        }
   }  
   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        for(j=1; j<= nlstate; j++){
   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          for(h=0; h<=nhstepm; h++){
   fclose(ficrespop);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 }              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
 /***********************************************/        }
 /**************** Main Program *****************/        /* This for computing probability of death (h=1 means
 /***********************************************/           computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
 int main(int argc, char *argv[])        */
 {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   double agedeb, agefin,hf;        }    
   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;        /* end probability of death */
   
   double fret;        for(j=1; j<= nlstate; j++) /* vareij */
   double **xi,tmp,delta;          for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   double dum; /* Dummy variable */          }
   double ***p3mat;  
   int *indx;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   char line[MAXLINE], linepar[MAXLINE];          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   char title[MAXLINE];        }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];  
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];      } /* End theta */
    
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
   char filerest[FILENAMELENGTH];      for(h=0; h<=nhstepm; h++) /* veij */
   char fileregp[FILENAMELENGTH];        for(j=1; j<=nlstate;j++)
   char popfile[FILENAMELENGTH];          for(theta=1; theta <=npar; theta++)
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];            trgradg[h][j][theta]=gradg[h][theta][j];
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   int c,  h , cpt,l;        for(theta=1; theta <=npar; theta++)
   int ju,jl, mi;          trgradgp[j][theta]=gradgp[theta][j];
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  
   int mobilav=0,popforecast=0;      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   int hstepm, nhstepm;      for(i=1;i<=nlstate;i++)
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;        for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   double bage, fage, age, agelim, agebase;  
   double ftolpl=FTOL;      for(h=0;h<=nhstepm;h++){
   double **prlim;        for(k=0;k<=nhstepm;k++){
   double *severity;          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   double ***param; /* Matrix of parameters */          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   double  *p;          for(i=1;i<=nlstate;i++)
   double **matcov; /* Matrix of covariance */            for(j=1;j<=nlstate;j++)
   double ***delti3; /* Scale */              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   double *delti; /* Scale */        }
   double ***eij, ***vareij;      }
   double **varpl; /* Variances of prevalence limits by age */    
   double *epj, vepp;      /* pptj */
   double kk1, kk2;      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
        for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
   char version[80]="Imach version 0.8b, March 2002, INED-EUROREVES ";          varppt[j][i]=doldmp[j][i];
   char *alph[]={"a","a","b","c","d","e"}, str[4];      /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
   char z[1]="c", occ;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 #include <sys/time.h>   
 #include <time.h>      if (popbased==1) {
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        if(mobilav ==0){
            for(i=1; i<=nlstate;i++)
   /* long total_usecs;            prlim[i][i]=probs[(int)age][i][ij];
   struct timeval start_time, end_time;        }else{ /* mobilav */ 
            for(i=1; i<=nlstate;i++)
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */            prlim[i][i]=mobaverage[(int)age][i][ij];
   getcwd(pathcd, size);        }
       }
   printf("\n%s",version);               
   if(argc <=1){      /* This for computing probability of death (h=1 means
     printf("\nEnter the parameter file name: ");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     scanf("%s",pathtot);         as a weighted average of prlim.
   }      */
   else{      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     strcpy(pathtot,argv[1]);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
   }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/      }    
   /*cygwin_split_path(pathtot,path,optionfile);      /* end probability of death */
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/  
   /* cutv(path,optionfile,pathtot,'\\');*/      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);        for(i=1; i<=nlstate;i++){
   chdir(path);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   replace(pathc,path);        }
       } 
 /*-------- arguments in the command line --------*/      fprintf(ficresprobmorprev,"\n");
   
   strcpy(fileres,"r");      fprintf(ficresvij,"%.0f ",age );
   strcat(fileres, optionfilefiname);      for(i=1; i<=nlstate;i++)
   strcat(fileres,".txt");    /* Other files have txt extension */        for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   /*---------arguments file --------*/        }
       fprintf(ficresvij,"\n");
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      free_matrix(gp,0,nhstepm,1,nlstate);
     printf("Problem with optionfile %s\n",optionfile);      free_matrix(gm,0,nhstepm,1,nlstate);
     goto end;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   }      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   strcpy(filereso,"o");    } /* End age */
   strcat(filereso,fileres);    free_vector(gpp,nlstate+1,nlstate+ndeath);
   if((ficparo=fopen(filereso,"w"))==NULL) {    free_vector(gmp,nlstate+1,nlstate+ndeath);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   }    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
   /* Reads comments: lines beginning with '#' */    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
     ungetc(c,ficpar);  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
     fgets(line, MAXLINE, ficpar);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     puts(line);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fputs(line,ficparo);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
   }    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   ungetc(c,ficpar);    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);
   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\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    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);
   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(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(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){    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    free_vector(xp,1,npar);
     puts(line);    free_matrix(doldm,1,nlstate,1,nlstate);
     fputs(line,ficparo);    free_matrix(dnewm,1,nlstate,1,npar);
   }    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   ungetc(c,ficpar);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
      free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   covar=matrix(0,NCOVMAX,1,n);    fclose(ficresprobmorprev);
   cptcovn=0;    fclose(ficgp);
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    fclose(fichtm);
   }  /* end varevsij */
   ncovmodel=2+cptcovn;  
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  /************ Variance of prevlim ******************/
    void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   /* Read guess parameters */  {
   /* Reads comments: lines beginning with '#' */    /* Variance of prevalence limit */
   while((c=getc(ficpar))=='#' && c!= EOF){    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     ungetc(c,ficpar);    double **newm;
     fgets(line, MAXLINE, ficpar);    double **dnewm,**doldm;
     puts(line);    int i, j, nhstepm, hstepm;
     fputs(line,ficparo);    int k, cptcode;
   }    double *xp;
   ungetc(c,ficpar);    double *gp, *gm;
      double **gradg, **trgradg;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    double age,agelim;
     for(i=1; i <=nlstate; i++)    int theta;
     for(j=1; j <=nlstate+ndeath-1; j++){     
       fscanf(ficpar,"%1d%1d",&i1,&j1);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
       fprintf(ficparo,"%1d%1d",i1,j1);    fprintf(ficresvpl,"# Age");
       printf("%1d%1d",i,j);    for(i=1; i<=nlstate;i++)
       for(k=1; k<=ncovmodel;k++){        fprintf(ficresvpl," %1d-%1d",i,i);
         fscanf(ficpar," %lf",&param[i][j][k]);    fprintf(ficresvpl,"\n");
         printf(" %lf",param[i][j][k]);  
         fprintf(ficparo," %lf",param[i][j][k]);    xp=vector(1,npar);
       }    dnewm=matrix(1,nlstate,1,npar);
       fscanf(ficpar,"\n");    doldm=matrix(1,nlstate,1,nlstate);
       printf("\n");    
       fprintf(ficparo,"\n");    hstepm=1*YEARM; /* Every year of age */
     }    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
      agelim = AGESUP;
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   p=param[1][1];      if (stepm >= YEARM) hstepm=1;
        nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   /* Reads comments: lines beginning with '#' */      gradg=matrix(1,npar,1,nlstate);
   while((c=getc(ficpar))=='#' && c!= EOF){      gp=vector(1,nlstate);
     ungetc(c,ficpar);      gm=vector(1,nlstate);
     fgets(line, MAXLINE, ficpar);  
     puts(line);      for(theta=1; theta <=npar; theta++){
     fputs(line,ficparo);        for(i=1; i<=npar; i++){ /* Computes gradient */
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   ungetc(c,ficpar);        }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for(i=1;i<=nlstate;i++)
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          gp[i] = prlim[i][i];
   for(i=1; i <=nlstate; i++){      
     for(j=1; j <=nlstate+ndeath-1; j++){        for(i=1; i<=npar; i++) /* Computes gradient */
       fscanf(ficpar,"%1d%1d",&i1,&j1);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       printf("%1d%1d",i,j);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficparo,"%1d%1d",i1,j1);        for(i=1;i<=nlstate;i++)
       for(k=1; k<=ncovmodel;k++){          gm[i] = prlim[i][i];
         fscanf(ficpar,"%le",&delti3[i][j][k]);  
         printf(" %le",delti3[i][j][k]);        for(i=1;i<=nlstate;i++)
         fprintf(ficparo," %le",delti3[i][j][k]);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       }      } /* End theta */
       fscanf(ficpar,"\n");  
       printf("\n");      trgradg =matrix(1,nlstate,1,npar);
       fprintf(ficparo,"\n");  
     }      for(j=1; j<=nlstate;j++)
   }        for(theta=1; theta <=npar; theta++)
   delti=delti3[1][1];          trgradg[j][theta]=gradg[theta][j];
    
   /* Reads comments: lines beginning with '#' */      for(i=1;i<=nlstate;i++)
   while((c=getc(ficpar))=='#' && c!= EOF){        varpl[i][(int)age] =0.;
     ungetc(c,ficpar);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
     fgets(line, MAXLINE, ficpar);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
     puts(line);      for(i=1;i<=nlstate;i++)
     fputs(line,ficparo);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   }  
   ungetc(c,ficpar);      fprintf(ficresvpl,"%.0f ",age );
        for(i=1; i<=nlstate;i++)
   matcov=matrix(1,npar,1,npar);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   for(i=1; i <=npar; i++){      fprintf(ficresvpl,"\n");
     fscanf(ficpar,"%s",&str);      free_vector(gp,1,nlstate);
     printf("%s",str);      free_vector(gm,1,nlstate);
     fprintf(ficparo,"%s",str);      free_matrix(gradg,1,npar,1,nlstate);
     for(j=1; j <=i; j++){      free_matrix(trgradg,1,nlstate,1,npar);
       fscanf(ficpar," %le",&matcov[i][j]);    } /* End age */
       printf(" %.5le",matcov[i][j]);  
       fprintf(ficparo," %.5le",matcov[i][j]);    free_vector(xp,1,npar);
     }    free_matrix(doldm,1,nlstate,1,npar);
     fscanf(ficpar,"\n");    free_matrix(dnewm,1,nlstate,1,nlstate);
     printf("\n");  
     fprintf(ficparo,"\n");  }
   }  
   for(i=1; i <=npar; i++)  /************ Variance of one-step probabilities  ******************/
     for(j=i+1;j<=npar;j++)  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
       matcov[i][j]=matcov[j][i];  {
        int i, j=0,  i1, k1, l1, t, tj;
   printf("\n");    int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     /*-------- Rewriting paramater file ----------*/    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
      strcpy(rfileres,"r");    /* "Rparameterfile */    double **dnewm,**doldm;
      strcat(rfileres,optionfilefiname);    /* Parameter file first name*/    double *xp;
      strcat(rfileres,".");    /* */    double *gp, *gm;
      strcat(rfileres,optionfilext);    /* Other files have txt extension */    double **gradg, **trgradg;
     if((ficres =fopen(rfileres,"w"))==NULL) {    double **mu;
       printf("Problem writing new parameter file: %s\n", fileres);goto end;    double age,agelim, cov[NCOVMAX];
     }    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     fprintf(ficres,"#%s\n",version);    int theta;
        char fileresprob[FILENAMELENGTH];
     /*-------- data file ----------*/    char fileresprobcov[FILENAMELENGTH];
     if((fic=fopen(datafile,"r"))==NULL)    {    char fileresprobcor[FILENAMELENGTH];
       printf("Problem with datafile: %s\n", datafile);goto end;  
     }    double ***varpij;
   
     n= lastobs;    strcpy(fileresprob,"prob"); 
     severity = vector(1,maxwav);    strcat(fileresprob,fileres);
     outcome=imatrix(1,maxwav+1,1,n);    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
     num=ivector(1,n);      printf("Problem with resultfile: %s\n", fileresprob);
     moisnais=vector(1,n);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     annais=vector(1,n);    }
     moisdc=vector(1,n);    strcpy(fileresprobcov,"probcov"); 
     andc=vector(1,n);    strcat(fileresprobcov,fileres);
     agedc=vector(1,n);    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
     cod=ivector(1,n);      printf("Problem with resultfile: %s\n", fileresprobcov);
     weight=vector(1,n);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    }
     mint=matrix(1,maxwav,1,n);    strcpy(fileresprobcor,"probcor"); 
     anint=matrix(1,maxwav,1,n);    strcat(fileresprobcor,fileres);
     s=imatrix(1,maxwav+1,1,n);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
     adl=imatrix(1,maxwav+1,1,n);          printf("Problem with resultfile: %s\n", fileresprobcor);
     tab=ivector(1,NCOVMAX);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     ncodemax=ivector(1,8);    }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     i=1;    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     while (fgets(line, MAXLINE, fic) != NULL)    {    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
       if ((i >= firstobs) && (i <=lastobs)) {    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
            printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
         for (j=maxwav;j>=1;j--){    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    
           strcpy(line,stra);    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    fprintf(ficresprob,"# Age");
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
         }    fprintf(ficresprobcov,"# Age");
            fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    fprintf(ficresprobcov,"# Age");
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);  
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    for(i=1; i<=nlstate;i++)
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         for (j=ncovcol;j>=1;j--){        fprintf(ficresprobcor," p%1d-%1d ",i,j);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);      }  
         }   /* fprintf(ficresprob,"\n");
         num[i]=atol(stra);    fprintf(ficresprobcov,"\n");
            fprintf(ficresprobcor,"\n");
         /*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;}*/   xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
         i=i+1;    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
       }    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     }    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     /* printf("ii=%d", ij);    first=1;
        scanf("%d",i);*/    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   imx=i-1; /* Number of individuals */      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
   /* for (i=1; i<=imx; i++){      exit(0);
     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;    else{
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;      fprintf(ficgp,"\n# Routine varprob");
     }*/    }
      if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
   /* for (i=1; i<=imx; i++){      printf("Problem with html file: %s\n", optionfilehtm);
      if (s[4][i]==9)  s[4][i]=-1;      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
      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]));}      exit(0);
   */    }
      else{
   /* Calculation of the number of parameter from char model*/      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   Tvar=ivector(1,15);      fprintf(fichtm,"\n");
   Tprod=ivector(1,15);  
   Tvaraff=ivector(1,15);      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
   Tvard=imatrix(1,15,1,2);      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");
   Tage=ivector(1,15);            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");
      
   if (strlen(model) >1){    }
     j=0, j1=0, k1=1, k2=1;  
     j=nbocc(model,'+');    cov[1]=1;
     j1=nbocc(model,'*');    tj=cptcoveff;
     cptcovn=j+1;    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     cptcovprod=j1;    j1=0;
        for(t=1; t<=tj;t++){
     strcpy(modelsav,model);      for(i1=1; i1<=ncodemax[t];i1++){ 
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){        j1++;
       printf("Error. Non available option model=%s ",model);        if  (cptcovn>0) {
       goto end;          fprintf(ficresprob, "\n#********** Variable "); 
     }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
              fprintf(ficresprob, "**********\n#\n");
     for(i=(j+1); i>=1;i--){          fprintf(ficresprobcov, "\n#********** Variable "); 
       cutv(stra,strb,modelsav,'+');          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);          fprintf(ficresprobcov, "**********\n#\n");
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/          
       /*scanf("%d",i);*/          fprintf(ficgp, "\n#********** Variable "); 
       if (strchr(strb,'*')) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         cutv(strd,strc,strb,'*');          fprintf(ficgp, "**********\n#\n");
         if (strcmp(strc,"age")==0) {          
           cptcovprod--;          
           cutv(strb,stre,strd,'V');          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           Tvar[i]=atoi(stre);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           cptcovage++;          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
             Tage[cptcovage]=i;          
             /*printf("stre=%s ", stre);*/          fprintf(ficresprobcor, "\n#********** Variable ");    
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         else if (strcmp(strd,"age")==0) {          fprintf(ficresprobcor, "**********\n#");    
           cptcovprod--;        }
           cutv(strb,stre,strc,'V');        
           Tvar[i]=atoi(stre);        for (age=bage; age<=fage; age ++){ 
           cptcovage++;          cov[2]=age;
           Tage[cptcovage]=i;          for (k=1; k<=cptcovn;k++) {
         }            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
         else {          }
           cutv(strb,stre,strc,'V');          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           Tvar[i]=ncovcol+k1;          for (k=1; k<=cptcovprod;k++)
           cutv(strb,strc,strd,'V');            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           Tprod[k1]=i;          
           Tvard[k1][1]=atoi(strc);          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           Tvard[k1][2]=atoi(stre);          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           Tvar[cptcovn+k2]=Tvard[k1][1];          gp=vector(1,(nlstate)*(nlstate+ndeath));
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          gm=vector(1,(nlstate)*(nlstate+ndeath));
           for (k=1; k<=lastobs;k++)      
             covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          for(theta=1; theta <=npar; theta++){
           k1++;            for(i=1; i<=npar; i++)
           k2=k2+2;              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
         }            
       }            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       else {            
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/            k=0;
        /*  scanf("%d",i);*/            for(i=1; i<= (nlstate); i++){
       cutv(strd,strc,strb,'V');              for(j=1; j<=(nlstate+ndeath);j++){
       Tvar[i]=atoi(strc);                k=k+1;
       }                gp[k]=pmmij[i][j];
       strcpy(modelsav,stra);                }
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);            }
         scanf("%d",i);*/            
     }            for(i=1; i<=npar; i++)
 }              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
        
   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
   printf("cptcovprod=%d ", cptcovprod);            k=0;
   scanf("%d ",i);*/            for(i=1; i<=(nlstate); i++){
     fclose(fic);              for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
     /*  if(mle==1){*/                gm[k]=pmmij[i][j];
     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 -*/            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
     agev=matrix(1,maxwav,1,imx);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
     for (i=1; i<=imx; i++) {  
       for(m=2; (m<= maxwav); m++) {          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){            for(theta=1; theta <=npar; theta++)
          anint[m][i]=9999;              trgradg[j][theta]=gradg[theta][j];
          s[m][i]=-1;          
        }          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
      if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
       }          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
     }          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     for (i=1; i<=imx; i++)  {          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  
       for(m=1; (m<= maxwav); m++){          pmij(pmmij,cov,ncovmodel,x,nlstate);
         if(s[m][i] >0){          
           if (s[m][i] >= nlstate+1) {          k=0;
             if(agedc[i]>0)          for(i=1; i<=(nlstate); i++){
               if(moisdc[i]!=99 && andc[i]!=9999)            for(j=1; j<=(nlstate+ndeath);j++){
                 agev[m][i]=agedc[i];              k=k+1;
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/              mu[k][(int) age]=pmmij[i][j];
            else {            }
               if (andc[i]!=9999){          }
               printf("Warning negative age at death: %d line:%d\n",num[i],i);          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
               agev[m][i]=-1;            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               }              varpij[i][j][(int)age] = doldm[i][j];
             }  
           }          /*printf("\n%d ",(int)age);
           else if(s[m][i] !=9){ /* Should no more exist */            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             if(mint[m][i]==99 || anint[m][i]==9999)            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
               agev[m][i]=1;            }*/
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];          fprintf(ficresprob,"\n%d ",(int)age);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/          fprintf(ficresprobcov,"\n%d ",(int)age);
             }          fprintf(ficresprobcor,"\n%d ",(int)age);
             else if(agev[m][i] >agemax){  
               agemax=agev[m][i];          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
             }          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             /*agev[m][i]=anint[m][i]-annais[i];*/            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             /*   agev[m][i] = age[i]+2*m;*/            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }          }
           else { /* =9 */          i=0;
             agev[m][i]=1;          for (k=1; k<=(nlstate);k++){
             s[m][i]=-1;            for (l=1; l<=(nlstate+ndeath);l++){ 
           }              i=i++;
         }              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
         else /*= 0 Unknown */              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
           agev[m][i]=1;              for (j=1; j<=i;j++){
       }                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                    fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
     }              }
     for (i=1; i<=imx; i++)  {            }
       for(m=1; (m<= maxwav); m++){          }/* end of loop for state */
         if (s[m][i] > (nlstate+ndeath)) {        } /* end of loop for age */
           printf("Error: Wrong value in nlstate or ndeath\n");    
           goto end;        /* Confidence intervalle of pij  */
         }        /*
       }          fprintf(ficgp,"\nset noparametric;unset label");
     }          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
     free_vector(severity,1,maxwav);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
     free_imatrix(outcome,1,maxwav+1,1,n);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
     free_vector(moisnais,1,n);        */
     free_vector(annais,1,n);  
     /* free_matrix(mint,1,maxwav,1,n);        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
        free_matrix(anint,1,maxwav,1,n);*/        first1=1;
     free_vector(moisdc,1,n);        for (k2=1; k2<=(nlstate);k2++){
     free_vector(andc,1,n);          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
                j=(k2-1)*(nlstate+ndeath)+l2;
     wav=ivector(1,imx);            for (k1=1; k1<=(nlstate);k1++){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);                if(l1==k1) continue;
                    i=(k1-1)*(nlstate+ndeath)+l1;
     /* Concatenates waves */                if(i<=j) continue;
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);                for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
       Tcode=ivector(1,100);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
       ncodemax[1]=1;                    mu1=mu[i][(int) age]/stepm*YEARM ;
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);                    mu2=mu[j][(int) age]/stepm*YEARM;
                          c12=cv12/sqrt(v1*v2);
    codtab=imatrix(1,100,1,10);                    /* Computing eigen value of matrix of covariance */
    h=0;                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
    m=pow(2,cptcoveff);                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                      /* Eigen vectors */
    for(k=1;k<=cptcoveff; k++){                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
      for(i=1; i <=(m/pow(2,k));i++){                    /*v21=sqrt(1.-v11*v11); *//* error */
        for(j=1; j <= ncodemax[k]; j++){                    v21=(lc1-v1)/cv12*v11;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){                    v12=-v21;
            h++;                    v22=v11;
            if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;                    tnalp=v21/v11;
            /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/                    if(first1==1){
          }                      first1=0;
        }                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
      }                    }
    }                    fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
    /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]);                    /*printf(fignu*/
       codtab[1][2]=1;codtab[2][2]=2; */                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
    /* for(i=1; i <=m ;i++){                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
       for(k=1; k <=cptcovn; k++){                    if(first==1){
       printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);                      first=0;
       }                      fprintf(ficgp,"\nset parametric;unset label");
       printf("\n");                      fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
       }                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       scanf("%d",i);*/                      fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                          fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
    /* Calculates basic frequencies. Computes observed prevalence at single age                      fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
        and prints on file fileres'p'. */                      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                          fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                          fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                    }else{
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                      first=0;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
                            fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     /* For Powell, parameters are in a vector p[] starting at p[1]                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */                      fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     if(mle==1){                    }/* if first */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);                  } /* age mod 5 */
     }                } /* end loop age */
                    fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
     /*--------- results files --------------*/                first=1;
     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);              } /*l12 */
              } /* k12 */
           } /*l1 */
    jk=1;        }/* k1 */
    fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");      } /* loop covariates */
    printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");    }
    for(i=1,jk=1; i <=nlstate; i++){    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
      for(k=1; k <=(nlstate+ndeath); k++){    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
        if (k != i)    free_vector(xp,1,npar);
          {    fclose(ficresprob);
            printf("%d%d ",i,k);    fclose(ficresprobcov);
            fprintf(ficres,"%1d%1d ",i,k);    fclose(ficresprobcor);
            for(j=1; j <=ncovmodel; j++){    fclose(ficgp);
              printf("%f ",p[jk]);    fclose(fichtm);
              fprintf(ficres,"%f ",p[jk]);  }
              jk++;  
            }  
            printf("\n");  /******************* Printing html file ***********/
            fprintf(ficres,"\n");  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
          }                    int lastpass, int stepm, int weightopt, char model[],\
      }                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
    }                    int popforecast, int estepm ,\
  if(mle==1){                    double jprev1, double mprev1,double anprev1, \
     /* Computing hessian and covariance matrix */                    double jprev2, double mprev2,double anprev2){
     ftolhess=ftol; /* Usually correct */    int jj1, k1, i1, cpt;
     hesscov(matcov, p, npar, delti, ftolhess, func);    /*char optionfilehtm[FILENAMELENGTH];*/
  }    if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");      printf("Problem with %s \n",optionfilehtm), exit(0);
     printf("# Scales (for hessian or gradient estimation)\n");      fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
      for(i=1,jk=1; i <=nlstate; i++){    }
       for(j=1; j <=nlstate+ndeath; j++){  
         if (j!=i) {     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
           fprintf(ficres,"%1d%1d",i,j);   - 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 \
           printf("%1d%1d",i,j);   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n \
           for(k=1; k<=ncovmodel;k++){   - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n \
             printf(" %.5e",delti[jk]);   - Life expectancies by age and initial health status (estepm=%2d months): \
             fprintf(ficres," %.5e",delti[jk]);     <a href=\"e%s\">e%s</a> <br>\n</li>", \
             jk++;    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
           }  
           printf("\n");  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
           fprintf(ficres,"\n");  
         }   m=cptcoveff;
       }   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
      }  
       jj1=0;
     k=1;   for(k1=1; k1<=m;k1++){
     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");     for(i1=1; i1<=ncodemax[k1];i1++){
     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");       jj1++;
     for(i=1;i<=npar;i++){       if (cptcovn > 0) {
       /*  if (k>nlstate) k=1;         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
       i1=(i-1)/(ncovmodel*nlstate)+1;         for (cpt=1; cpt<=cptcoveff;cpt++) 
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
       printf("%s%d%d",alph[k],i1,tab[i]);*/         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
       fprintf(ficres,"%3d",i);       }
       printf("%3d",i);       /* Pij */
       for(j=1; j<=i;j++){       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> \
         fprintf(ficres," %.5e",matcov[i][j]);  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
         printf(" %.5e",matcov[i][j]);       /* Quasi-incidences */
       }       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
       fprintf(ficres,"\n");   before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br> \
       printf("\n");  <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
       k++;         /* Stable prevalence in each health state */
     }         for(cpt=1; cpt<nlstate;cpt++){
               fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
     while((c=getc(ficpar))=='#' && c!= EOF){  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
       ungetc(c,ficpar);         }
       fgets(line, MAXLINE, ficpar);       for(cpt=1; cpt<=nlstate;cpt++) {
       puts(line);          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br> \
       fputs(line,ficparo);  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
     }       }
     ungetc(c,ficpar);       fprintf(fichtm,"\n<br>- Total life expectancy by age and \
     estepm=0;  health expectancies in states (1) and (2): e%s%d.png<br>\
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
     if (estepm==0 || estepm < stepm) estepm=stepm;     } /* end i1 */
     if (fage <= 2) {   }/* End k1 */
       bage = ageminpar;   fprintf(fichtm,"</ul>");
       fage = agemaxpar;  
     }  
       fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n\
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);   - 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\
     while((c=getc(ficpar))=='#' && c!= EOF){   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n\
     ungetc(c,ficpar);   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n\
     fgets(line, MAXLINE, ficpar);   - 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);
     puts(line);  
     fputs(line,ficparo);  /*  if(popforecast==1) fprintf(fichtm,"\n */
   }  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   ungetc(c,ficpar);  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
    /*      <br>",fileres,fileres,fileres,fileres); */
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2);  /*  else  */
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);  /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
        
   while((c=getc(ficpar))=='#' && c!= EOF){   m=cptcoveff;
     ungetc(c,ficpar);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     fgets(line, MAXLINE, ficpar);  
     puts(line);   jj1=0;
     fputs(line,ficparo);   for(k1=1; k1<=m;k1++){
   }     for(i1=1; i1<=ncodemax[k1];i1++){
   ungetc(c,ficpar);       jj1++;
         if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
    dateprev1=anprev1+mprev1/12.+jprev1/365.;         for (cpt=1; cpt<=cptcoveff;cpt++) 
    dateprev2=anprev2+mprev2/12.+jprev2/365.;           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
   fscanf(ficpar,"pop_based=%d\n",&popbased);       }
   fprintf(ficparo,"pop_based=%d\n",popbased);         for(cpt=1; cpt<=nlstate;cpt++) {
   fprintf(ficres,"pop_based=%d\n",popbased);           fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
    interval) in state (%d): v%s%d%d.png <br>\
   while((c=getc(ficpar))=='#' && c!= EOF){  <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
     ungetc(c,ficpar);       }
     fgets(line, MAXLINE, ficpar);     } /* end i1 */
     puts(line);   }/* End k1 */
     fputs(line,ficparo);   fprintf(fichtm,"</ul>");
   }  fclose(fichtm);
   ungetc(c,ficpar);  }
   
   fscanf(ficpar,"starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mov_average=%d\n",&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilav);  /******************* Gnuplot file **************/
 fprintf(ficparo,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);  void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 fprintf(ficres,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);  
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
 while((c=getc(ficpar))=='#' && c!= EOF){    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     ungetc(c,ficpar);      printf("Problem with file %s",optionfilegnuplot);
     fgets(line, MAXLINE, ficpar);      fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
     puts(line);    }
     fputs(line,ficparo);  
   }    /*#ifdef windows */
   ungetc(c,ficpar);      fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);  m=pow(2,cptcoveff);
   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);   /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);     for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 /*------------ gnuplot -------------*/       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);
  printinggnuplot(fileres,optionfilefiname,optionfile,optionfilegnuplot, ageminpar,agemaxpar,fage, pathc,p);  
         for (i=1; i<= nlstate ; i ++) {
 /*------------ free_vector  -------------*/         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
  chdir(path);         else fprintf(ficgp," \%%*lf (\%%*lf)");
         }
  free_ivector(wav,1,imx);       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);
  free_imatrix(dh,1,lastpass-firstpass+1,1,imx);       for (i=1; i<= nlstate ; i ++) {
  free_imatrix(mw,1,lastpass-firstpass+1,1,imx);           if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
  free_ivector(num,1,n);         else fprintf(ficgp," \%%*lf (\%%*lf)");
  free_vector(agedc,1,n);       } 
  /*free_matrix(covar,1,NCOVMAX,1,n);*/       fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
  fclose(ficparo);       for (i=1; i<= nlstate ; i ++) {
  fclose(ficres);         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
 /*--------- index.htm --------*/       }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,optionfile,optionfilehtm,rfileres,optionfilegnuplot,version,popforecast,estepm);     }
     }
      /*2 eme*/
   /*--------------- Prevalence limit --------------*/    
      for (k1=1; k1<= m ; k1 ++) { 
   strcpy(filerespl,"pl");      fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
   strcat(filerespl,fileres);      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      for (i=1; i<= nlstate+1 ; i ++) {
   }        k=2*i;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
   fprintf(ficrespl,"#Prevalence limit\n");        for (j=1; j<= nlstate+1 ; j ++) {
   fprintf(ficrespl,"#Age ");          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);          else fprintf(ficgp," \%%*lf (\%%*lf)");
   fprintf(ficrespl,"\n");        }   
          if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
   prlim=matrix(1,nlstate,1,nlstate);        else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for (j=1; j<= nlstate+1 ; j ++) {
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          else fprintf(ficgp," \%%*lf (\%%*lf)");
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        }   
   k=0;        fprintf(ficgp,"\" t\"\" w l 0,");
   agebase=ageminpar;        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
   agelim=agemaxpar;        for (j=1; j<= nlstate+1 ; j ++) {
   ftolpl=1.e-10;          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   i1=cptcoveff;          else fprintf(ficgp," \%%*lf (\%%*lf)");
   if (cptcovn < 1){i1=1;}        }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
   for(cptcov=1;cptcov<=i1;cptcov++){        else fprintf(ficgp,"\" t\"\" w l 0,");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      }
         k=k+1;    }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    
         fprintf(ficrespl,"\n#******");    /*3eme*/
         for(j=1;j<=cptcoveff;j++)    
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    for (k1=1; k1<= m ; k1 ++) { 
         fprintf(ficrespl,"******\n");      for (cpt=1; cpt<= nlstate ; cpt ++) {
                k=2+nlstate*(2*cpt-2);
         for (age=agebase; age<=agelim; age++){        fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
           fprintf(ficrespl,"%.0f",age );        /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for(i=1; i<=nlstate;i++)          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficrespl," %.5f", prlim[i][i]);          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficrespl,"\n");          fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
         }          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
       }          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
     }          
   fclose(ficrespl);        */
         for (i=1; i< nlstate ; i ++) {
   /*------------- h Pij x at various ages ------------*/          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);
            
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);        } 
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      }
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    }
   }    
   printf("Computing pij: result on file '%s' \n", filerespij);    /* CV preval stable (period) */
      for (k1=1; k1<= m ; k1 ++) { 
   stepsize=(int) (stepm+YEARM-1)/YEARM;      for (cpt=1; cpt<=nlstate ; cpt ++) {
   /*if (stepm<=24) stepsize=2;*/        k=3;
         fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
   agelim=AGESUP;        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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
   hstepm=stepsize*YEARM; /* Every year of age */        
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        for (i=1; i< nlstate ; i ++)
            fprintf(ficgp,"+$%d",k+i+1);
   k=0;        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
   for(cptcov=1;cptcov<=i1;cptcov++){        
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        l=3+(nlstate+ndeath)*cpt;
       k=k+1;        fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         fprintf(ficrespij,"\n#****** ");        for (i=1; i< nlstate ; i ++) {
         for(j=1;j<=cptcoveff;j++)          l=3+(nlstate+ndeath)*cpt;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          fprintf(ficgp,"+$%d",l+i+1);
         fprintf(ficrespij,"******\n");        }
                fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
         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 */    
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* proba elementaires */
           oldm=oldms;savm=savms;    for(i=1,jk=1; i <=nlstate; i++){
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);        for(k=1; k <=(nlstate+ndeath); k++){
           fprintf(ficrespij,"# Age");        if (k != i) {
           for(i=1; i<=nlstate;i++)          for(j=1; j <=ncovmodel; j++){
             for(j=1; j<=nlstate+ndeath;j++)            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
               fprintf(ficrespij," %1d-%1d",i,j);            jk++; 
           fprintf(ficrespij,"\n");            fprintf(ficgp,"\n");
           for (h=0; h<=nhstepm; h++){          }
             fprintf(ficrespij,"%d %.0f %.0f",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");     for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
           }       for(jk=1; jk <=m; jk++) {
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);         fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
           fprintf(ficrespij,"\n");         if (ng==2)
         }           fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
     }         else
   }           fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/         i=1;
          for(k2=1; k2<=nlstate; k2++) {
   fclose(ficrespij);           k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
   /*---------- Forecasting ------------------*/               if(ng==2)
   if((stepm == 1) && (strcmp(model,".")==0)){                 fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);               else
     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);                 fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
     free_matrix(mint,1,maxwav,1,n);               ij=1;
     free_matrix(anint,1,maxwav,1,n); free_imatrix(s,1,maxwav+1,1,n);               for(j=3; j <=ncovmodel; j++) {
     free_vector(weight,1,n);}                 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
   else{                   fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
     erreur=108;                   ij++;
     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);                 }
   }                 else
                     fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
   /*---------- Health expectancies and variances ------------*/               fprintf(ficgp,")/(1");
                
   strcpy(filerest,"t");               for(k1=1; k1 <=nlstate; k1++){   
   strcat(filerest,fileres);                 fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   if((ficrest=fopen(filerest,"w"))==NULL) {                 ij=1;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;                 for(j=3; j <=ncovmodel; j++){
   }                   if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
   printf("Computing Total LEs with variances: file '%s' \n", filerest);                     fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
   strcpy(filerese,"e");                   else
   strcat(filerese,fileres);                     fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
   if((ficreseij=fopen(filerese,"w"))==NULL) {                 }
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);                 fprintf(ficgp,")");
   }               }
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
  strcpy(fileresv,"v");               i=i+ncovmodel;
   strcat(fileresv,fileres);             }
   if((ficresvij=fopen(fileresv,"w"))==NULL) {           } /* end k */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);         } /* end k2 */
   }       } /* end jk */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);     } /* end ng */
      fclose(ficgp); 
   k=0;  }  /* end gnuplot */
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;  /*************** Moving average **************/
       fprintf(ficrest,"\n#****** ");  int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int i, cpt, cptcod;
       fprintf(ficrest,"******\n");    int modcovmax =1;
     int mobilavrange, mob;
       fprintf(ficreseij,"\n#****** ");    double age;
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
       fprintf(ficreseij,"******\n");                             a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
       fprintf(ficresvij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)    if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
         fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      if(mobilav==1) mobilavrange=5; /* default */
       fprintf(ficresvij,"******\n");      else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        for (i=1; i<=nlstate;i++)
       oldm=oldms;savm=savms;          for (cptcod=1;cptcod<=modcovmax;cptcod++)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm);              mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      /* We keep the original values on the extreme ages bage, fage and for 
       oldm=oldms;savm=savms;         fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
        varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm);         we use a 5 terms etc. until the borders are no more concerned. 
          */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
          for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          for (i=1; i<=nlstate;i++){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);            for (cptcod=1;cptcod<=modcovmax;cptcod++){
       fprintf(ficrest,"\n");              mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
       epj=vector(1,nlstate+1);                  mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
       for(age=bage; age <=fage ;age++){                  mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                }
         if (popbased==1) {              mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
           for(i=1; i<=nlstate;i++)            }
             prlim[i][i]=probs[(int)age][i][k];          }
         }        }/* end age */
              }/* end mob */
         fprintf(ficrest," %4.0f",age);    }else return -1;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    return 0;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {  }/* End movingaverage */
             epj[j] += prlim[i][i]*eij[i][j][(int)age];  
           }  
           epj[nlstate+1] +=epj[j];  /************** 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){
         for(i=1, vepp=0.;i <=nlstate;i++)    /* proj1, year, month, day of starting projection 
           for(j=1;j <=nlstate;j++)       agemin, agemax range of age
             vepp += vareij[i][j][(int)age];       dateprev1 dateprev2 range of dates during which prevalence is computed
         fprintf(ficrest," %7.2f (%7.2f)", epj[nlstate+1],sqrt(vepp));       anproj2 year of en of projection (same day and month as proj1).
         for(j=1;j <=nlstate;j++){    */
           fprintf(ficrest," %7.2f (%7.2f)", epj[j],sqrt(vareij[j][j][(int)age]));    int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
         }    int *popage;
         fprintf(ficrest,"\n");    double agec; /* generic age */
       }    double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     }    double *popeffectif,*popcount;
   }    double ***p3mat;
     double ***mobaverage;
   fclose(ficreseij);    char fileresf[FILENAMELENGTH];
   fclose(ficresvij);  
   fclose(ficrest);    agelim=AGESUP;
   fclose(ficpar);    prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
   free_vector(epj,1,nlstate+1);   
      strcpy(fileresf,"f"); 
   /*------- Variance limit prevalence------*/      strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
   strcpy(fileresvpl,"vpl");      printf("Problem with forecast resultfile: %s\n", fileresf);
   strcat(fileresvpl,fileres);      fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    }
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    printf("Computing forecasting: result on file '%s' \n", fileresf);
     exit(0);    fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   }  
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
   k=0;    if (mobilav!=0) {
   for(cptcov=1;cptcov<=i1;cptcov++){      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
       k=k+1;        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       fprintf(ficresvpl,"\n#****** ");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       for(j=1;j<=cptcoveff;j++)      }
         fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    }
       fprintf(ficresvpl,"******\n");  
          stepsize=(int) (stepm+YEARM-1)/YEARM;
       varpl=matrix(1,nlstate,(int) bage, (int) fage);    if (stepm<=12) stepsize=1;
       oldm=oldms;savm=savms;    if(estepm < stepm){
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      printf ("Problem %d lower than %d\n",estepm, stepm);
     }    }
  }    else  hstepm=estepm;   
   
   fclose(ficresvpl);    hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
   /*---------- End : free ----------------*/                                 fractional in yp1 */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    anprojmean=yp;
      yp2=modf((yp1*12),&yp);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    mprojmean=yp;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    yp1=modf((yp2*30.5),&yp);
      jprojmean=yp;
      if(jprojmean==0) jprojmean=1;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    if(mprojmean==0) jprojmean=1;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    i1=cptcoveff;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    if (cptcovn < 1){i1=1;}
      
   free_matrix(matcov,1,npar,1,npar);    fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
   free_vector(delti,1,npar);    
   free_matrix(agev,1,maxwav,1,imx);    fprintf(ficresf,"#****** Routine prevforecast **\n");
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  
   /*            if (h==(int)(YEARM*yearp)){ */
   if(erreur >0)    for(cptcov=1, k=0;cptcov<=i1;cptcov++){
     printf("End of Imach with error or warning %d\n",erreur);      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
   else   printf("End of Imach\n");        k=k+1;
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        fprintf(ficresf,"\n#******");
          for(j=1;j<=cptcoveff;j++) {
   /* 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);*/          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]]);
   /*printf("Total time was %d uSec.\n", total_usecs);*/        }
   /*------ End -----------*/        fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
  end:          for(i=1; i<=nlstate;i++)              
 #ifdef windows            fprintf(ficresf," p%d%d",i,j);
   /* chdir(pathcd);*/          fprintf(ficresf," p.%d",j);
 #endif        }
  /*system("wgnuplot graph.plt");*/        for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
  /*system("../gp37mgw/wgnuplot graph.plt");*/          fprintf(ficresf,"\n");
  /*system("cd ../gp37mgw");*/          fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/  
  strcpy(plotcmd,GNUPLOTPROGRAM);          for (agec=fage; agec>=(ageminpar-1); agec--){ 
  strcat(plotcmd," ");            nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
  strcat(plotcmd,optionfilegnuplot);            nhstepm = nhstepm/hstepm; 
  system(plotcmd);            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
 #ifdef windows            hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
   while (z[0] != 'q') {          
     /* chdir(path); */            for (h=0; h<=nhstepm; h++){
     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");              if (h*hstepm/YEARM*stepm ==yearp) {
     scanf("%s",z);                fprintf(ficresf,"\n");
     if (z[0] == 'c') system("./imach");                for(j=1;j<=cptcoveff;j++) 
     else if (z[0] == 'e') system(optionfilehtm);                  fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
     else if (z[0] == 'g') system(plotcmd);                fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
     else if (z[0] == 'q') exit(0);              } 
   }              for(j=1; j<=nlstate+ndeath;j++) {
 #endif                ppij=0.;
 }                for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj;
     int numlinepar=0; /* Current linenumber of parameter file */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[132],pathc[132],pathcd[132],pathtot[132],model[132];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char *strt, *strtend;
     char *stratrunc;
     int lstra;
   
     long total_usecs;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strt=asctime(&tm);
   /*  printf("Localtime (at start)=%s",strt); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strt);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strt=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strt); 
   */
   
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 132)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     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\n%s",version,fullversion);
     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);
     printf("Localtime (at start)=%s",strt); 
     fprintf(ficlog,"Localtime (at start)=%s",strt); 
     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);
       fflush(ficlog);
       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);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get ipmx number of contributions and sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",\
             version,title,datafile,firstpass,lastpass,stepm, weightopt,\
             model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot);
     fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strtend=asctime(&tm);
     printf("Localtime at start %s and at end=%s",strt, strtend); 
     fprintf(ficlog,"Localtime at start %s and at end=%s",strt, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     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);
     fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

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  Added in v.1.85


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