Diff for /imach/src/imach.c between versions 1.9 and 1.103

version 1.9, 2001/05/02 18:44:18 version 1.103, 2005/09/30 15:54:49
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.103  2005/09/30 15:54:49  lievre
   individuals from different ages are interviewed on their health status    (Module): sump fixed, loop imx fixed, and simplifications.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.102  2004/09/15 17:31:30  brouard
   Health expectancies are computed from the transistions observed between    Add the possibility to read data file including tab characters.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.101  2004/09/15 10:38:38  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    Fix on curr_time
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.100  2004/07/12 18:29:06  brouard
   to be observed in state i at the first wave. Therefore the model is:    Add version for Mac OS X. Just define UNIX in Makefile
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.99  2004/06/05 08:57:40  brouard
   age", you should modify the program where the markup    *** empty log message ***
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.98  2004/05/16 15:05:56  brouard
     New version 0.97 . First attempt to estimate force of mortality
   The advantage that this computer programme claims, comes from that if the    directly from the data i.e. without the need of knowing the health
   delay between waves is not identical for each individual, or if some    state at each age, but using a Gompertz model: log u =a + b*age .
   individual missed an interview, the information is not rounded or lost, but    This is the basic analysis of mortality and should be done before any
   taken into account using an interpolation or extrapolation.    other analysis, in order to test if the mortality estimated from the
   hPijx is the probability to be    cross-longitudinal survey is different from the mortality estimated
   observed in state i at age x+h conditional to the observed state i at age    from other sources like vital statistic data.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    The same imach parameter file can be used but the option for mle should be -3.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Agnès, who wrote this part of the code, tried to keep most of the
   and the contribution of each individual to the likelihood is simply hPijx.    former routines in order to include the new code within the former code.
   
   Also this programme outputs the covariance matrix of the parameters but also    The output is very simple: only an estimate of the intercept and of
   of the life expectancies. It also computes the prevalence limits.    the slope with 95% confident intervals.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Current limitations:
            Institut national d'études démographiques, Paris.    A) Even if you enter covariates, i.e. with the
   This software have been partly granted by Euro-REVES, a concerted action    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   from the European Union.    B) There is no computation of Life Expectancy nor Life Table.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.97  2004/02/20 13:25:42  lievre
   can be accessed at http://euroreves.ined.fr/imach .    Version 0.96d. Population forecasting command line is (temporarily)
   **********************************************************************/    suppressed.
    
 #include <math.h>    Revision 1.96  2003/07/15 15:38:55  brouard
 #include <stdio.h>    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 #include <stdlib.h>    rewritten within the same printf. Workaround: many printfs.
 #include <unistd.h>  
     Revision 1.95  2003/07/08 07:54:34  brouard
 #define MAXLINE 256    * imach.c (Repository):
 #define FILENAMELENGTH 80    (Repository): Using imachwizard code to output a more meaningful covariance
 /*#define DEBUG*/    matrix (cov(a12,c31) instead of numbers.
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.94  2003/06/27 13:00:02  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Just cleaning
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.93  2003/06/25 16:33:55  brouard
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 #define NINTERVMAX 8    (Module): Version 0.96b
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Revision 1.92  2003/06/25 16:30:45  brouard
 #define NCOVMAX 8 /* Maximum number of covariates */    (Module): On windows (cygwin) function asctime_r doesn't
 #define MAXN 20000    exist so I changed back to asctime which exists.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.91  2003/06/25 15:30:29  brouard
 #define AGEBASE 40    * imach.c (Repository): Duplicated warning errors corrected.
     (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
 int nvar;    is stamped in powell.  We created a new html file for the graphs
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    concerning matrix of covariance. It has extension -cov.htm.
 int npar=NPARMAX;  
 int nlstate=2; /* Number of live states */    Revision 1.90  2003/06/24 12:34:15  brouard
 int ndeath=1; /* Number of dead states */    (Module): Some bugs corrected for windows. Also, when
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    mle=-1 a template is output in file "or"mypar.txt with the design
     of the covariance matrix to be input.
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    Revision 1.89  2003/06/24 12:30:52  brouard
 int jmin, jmax; /* min, max spacing between 2 waves */    (Module): Some bugs corrected for windows. Also, when
 int mle, weightopt;    mle=-1 a template is output in file "or"mypar.txt with the design
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    of the covariance matrix to be input.
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  
 double jmean; /* Mean space between 2 waves */    Revision 1.88  2003/06/23 17:54:56  brouard
 double **oldm, **newm, **savm; /* Working pointers to matrices */    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    Revision 1.87  2003/06/18 12:26:01  brouard
 FILE *ficgp, *fichtm;    Version 0.96
 FILE *ficreseij;  
   char filerese[FILENAMELENGTH];    Revision 1.86  2003/06/17 20:04:08  brouard
  FILE  *ficresvij;    (Module): Change position of html and gnuplot routines and added
   char fileresv[FILENAMELENGTH];    routine fileappend.
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
 #define NR_END 1    current date of interview. It may happen when the death was just
 #define FREE_ARG char*    prior to the death. In this case, dh was negative and likelihood
 #define FTOL 1.0e-10    was wrong (infinity). We still send an "Error" but patch by
     assuming that the date of death was just one stepm after the
 #define NRANSI    interview.
 #define ITMAX 200    (Repository): Because some people have very long ID (first column)
     we changed int to long in num[] and we added a new lvector for
 #define TOL 2.0e-4    memory allocation. But we also truncated to 8 characters (left
     truncation)
 #define CGOLD 0.3819660    (Repository): No more line truncation errors.
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Revision 1.84  2003/06/13 21:44:43  brouard
     * imach.c (Repository): Replace "freqsummary" at a correct
 #define GOLD 1.618034    place. It differs from routine "prevalence" which may be called
 #define GLIMIT 100.0    many times. Probs is memory consuming and must be used with
 #define TINY 1.0e-20    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    Revision 1.83  2003/06/10 13:39:11  lievre
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    *** empty log message ***
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    Revision 1.82  2003/06/05 15:57:20  brouard
 #define rint(a) floor(a+0.5)    Add log in  imach.c and  fullversion number is now printed.
   
 static double sqrarg;  */
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  /*
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}     Interpolated Markov Chain
   
 int imx;    Short summary of the programme:
 int stepm;    
 /* Stepm, step in month: minimum step interpolation*/    This program computes Healthy Life Expectancies from
     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int m,nb;    first survey ("cross") where individuals from different ages are
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    interviewed on their health status or degree of disability (in the
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    case of a health survey which is our main interest) -2- at least a
 double **pmmij;    second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 double *weight;    computed from the time spent in each health state according to a
 int **s; /* Status */    model. More health states you consider, more time is necessary to reach the
 double *agedc, **covar, idx;    Maximum Likelihood of the parameters involved in the model.  The
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    simplest model is the multinomial logistic model where pij is the
     probability to be observed in state j at the second wave
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    conditional to be observed in state i at the first wave. Therefore
 double ftolhess; /* Tolerance for computing hessian */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
 /**************** split *************************/    complex model than "constant and age", you should modify the program
 static  int split( char *path, char *dirc, char *name )    where the markup *Covariates have to be included here again* invites
 {    you to do it.  More covariates you add, slower the
    char *s;                             /* pointer */    convergence.
    int  l1, l2;                         /* length counters */  
     The advantage of this computer programme, compared to a simple
    l1 = strlen( path );                 /* length of path */    multinomial logistic model, is clear when the delay between waves is not
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    identical for each individual. Also, if a individual missed an
    s = strrchr( path, '\\' );           /* find last / */    intermediate interview, the information is lost, but taken into
    if ( s == NULL ) {                   /* no directory, so use current */    account using an interpolation or extrapolation.  
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
       if ( getwd( dirc ) == NULL ) {    split into an exact number (nh*stepm) of unobserved intermediate
 #else    states. This elementary transition (by month, quarter,
       extern char       *getcwd( );    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    and the contribution of each individual to the likelihood is simply
 #endif    hPijx.
          return( GLOCK_ERROR_GETCWD );  
       }    Also this programme outputs the covariance matrix of the parameters but also
       strcpy( name, path );             /* we've got it */    of the life expectancies. It also computes the stable prevalence. 
    } else {                             /* strip direcotry from path */    
       s++;                              /* after this, the filename */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
       l2 = strlen( s );                 /* length of filename */             Institut national d'études démographiques, Paris.
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    This software have been partly granted by Euro-REVES, a concerted action
       strcpy( name, s );                /* save file name */    from the European Union.
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    It is copyrighted identically to a GNU software product, ie programme and
       dirc[l1-l2] = 0;                  /* add zero */    software can be distributed freely for non commercial use. Latest version
    }    can be accessed at http://euroreves.ined.fr/imach .
    l1 = strlen( dirc );                 /* length of directory */  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
    return( 0 );                         /* we're done */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 }    
     **********************************************************************/
   /*
 /******************************************/    main
     read parameterfile
 void replace(char *s, char*t)    read datafile
 {    concatwav
   int i;    freqsummary
   int lg=20;    if (mle >= 1)
   i=0;      mlikeli
   lg=strlen(t);    print results files
   for(i=0; i<= lg; i++) {    if mle==1 
     (s[i] = t[i]);       computes hessian
     if (t[i]== '\\') s[i]='/';    read end of parameter file: agemin, agemax, bage, fage, estepm
   }        begin-prev-date,...
 }    open gnuplot file
     open html file
 int nbocc(char *s, char occ)    stable prevalence
 {     for age prevalim()
   int i,j=0;    h Pij x
   int lg=20;    variance of p varprob
   i=0;    forecasting if prevfcast==1 prevforecast call prevalence()
   lg=strlen(s);    health expectancies
   for(i=0; i<= lg; i++) {    Variance-covariance of DFLE
   if  (s[i] == occ ) j++;    prevalence()
   }     movingaverage()
   return j;    varevsij() 
 }    if popbased==1 varevsij(,popbased)
     total life expectancies
 void cutv(char *u,char *v, char*t, char occ)    Variance of stable prevalence
 {   end
   int i,lg,j,p=0;  */
   i=0;  
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }   
   #include <math.h>
   lg=strlen(t);  #include <stdio.h>
   for(j=0; j<p; j++) {  #include <stdlib.h>
     (u[j] = t[j]);  #include <unistd.h>
   }  
      u[p]='\0';  /* #include <sys/time.h> */
   #include <time.h>
    for(j=0; j<= lg; j++) {  #include "timeval.h"
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  /* #include <libintl.h> */
 }  /* #define _(String) gettext (String) */
   
 /********************** nrerror ********************/  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
 void nrerror(char error_text[])  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 {  #define FILENAMELENGTH 132
   fprintf(stderr,"ERREUR ...\n");  /*#define DEBUG*/
   fprintf(stderr,"%s\n",error_text);  /*#define windows*/
   exit(1);  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 /*********************** vector *******************/  
 double *vector(int nl, int nh)  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 {  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #define NINTERVMAX 8
   if (!v) nrerror("allocation failure in vector");  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   return v-nl+NR_END;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 }  #define NCOVMAX 8 /* Maximum number of covariates */
   #define MAXN 20000
 /************************ free vector ******************/  #define YEARM 12. /* Number of months per year */
 void free_vector(double*v, int nl, int nh)  #define AGESUP 130
 {  #define AGEBASE 40
   free((FREE_ARG)(v+nl-NR_END));  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
 }  #ifdef UNIX
   #define DIRSEPARATOR '/'
 /************************ivector *******************************/  #define ODIRSEPARATOR '\\'
 int *ivector(long nl,long nh)  #else
 {  #define DIRSEPARATOR '\\'
   int *v;  #define ODIRSEPARATOR '/'
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #endif
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  /* $Id$ */
 }  /* $State$ */
   
 /******************free ivector **************************/  char version[]="Imach version 0.97c, September 2004, INED-EUROREVES ";
 void free_ivector(int *v, long nl, long nh)  char fullversion[]="$Revision$ $Date$"; 
 {  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   free((FREE_ARG)(v+nl-NR_END));  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 /******************* imatrix *******************************/  int nlstate=2; /* Number of live states */
 int **imatrix(long nrl, long nrh, long ncl, long nch)  int ndeath=1; /* Number of dead states */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  int *wav; /* Number of waves for this individuual 0 is possible */
    int maxwav; /* Maxim number of waves */
   /* allocate pointers to rows */  int jmin, jmax; /* min, max spacing between 2 waves */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  int gipmx, gsw; /* Global variables on the number of contributions 
   if (!m) nrerror("allocation failure 1 in matrix()");                     to the likelihood and the sum of weights (done by funcone)*/
   m += NR_END;  int mle, weightopt;
   m -= nrl;  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 */
    int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   /* allocate rows and set pointers to them */             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  double jmean; /* Mean space between 2 waves */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double **oldm, **newm, **savm; /* Working pointers to matrices */
   m[nrl] += NR_END;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   m[nrl] -= ncl;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
    FILE *ficlog, *ficrespow;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  int globpr; /* Global variable for printing or not */
    double fretone; /* Only one call to likelihood */
   /* return pointer to array of pointers to rows */  long ipmx; /* Number of contributions */
   return m;  double sw; /* Sum of weights */
 }  char filerespow[FILENAMELENGTH];
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 /****************** free_imatrix *************************/  FILE *ficresilk;
 void free_imatrix(m,nrl,nrh,ncl,nch)  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       int **m;  FILE *ficresprobmorprev;
       long nch,ncl,nrh,nrl;  FILE *fichtm, *fichtmcov; /* Html File */
      /* free an int matrix allocated by imatrix() */  FILE *ficreseij;
 {  char filerese[FILENAMELENGTH];
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  FILE  *ficresvij;
   free((FREE_ARG) (m+nrl-NR_END));  char fileresv[FILENAMELENGTH];
 }  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
 /******************* matrix *******************************/  char title[MAXLINE];
 double **matrix(long nrl, long nrh, long ncl, long nch)  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 {  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   double **m;  char command[FILENAMELENGTH];
   int  outcmd=0;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   m += NR_END;  
   m -= nrl;  char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char fileregp[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char popfile[FILENAMELENGTH];
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   return m;  struct timezone tzp;
 }  extern int gettimeofday();
   struct tm tmg, tm, tmf, *gmtime(), *localtime();
 /*************************free matrix ************************/  long time_value;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  extern long time();
 {  char strcurr[80], strfor[80];
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  #define NR_END 1
 }  #define FREE_ARG char*
   #define FTOL 1.0e-10
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  #define NRANSI 
 {  #define ITMAX 200 
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  #define TOL 2.0e-4 
   
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define CGOLD 0.3819660 
   if (!m) nrerror("allocation failure 1 in matrix()");  #define ZEPS 1.0e-10 
   m += NR_END;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   m -= nrl;  
   #define GOLD 1.618034 
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define GLIMIT 100.0 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define TINY 1.0e-20 
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  #define rint(a) floor(a+0.5)
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  static double sqrarg;
   for (j=ncl+1; j<=nch; j++)  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
     m[nrl][j]=m[nrl][j-1]+nlay;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
    int agegomp= AGEGOMP;
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  int imx; 
     for (j=ncl+1; j<=nch; j++)  int stepm=1;
       m[i][j]=m[i][j-1]+nlay;  /* Stepm, step in month: minimum step interpolation*/
   }  
   return m;  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /*************************free ma3x ************************/  int m,nb;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double **pmmij, ***probs;
   free((FREE_ARG)(m+nrl-NR_END));  double *ageexmed,*agecens;
 }  double dateintmean=0;
   
 /***************** f1dim *************************/  double *weight;
 extern int ncom;  int **s; /* Status */
 extern double *pcom,*xicom;  double *agedc, **covar, idx;
 extern double (*nrfunc)(double []);  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
    
 double f1dim(double x)  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   int j;  
   double f;  /**************** split *************************/
   double *xt;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
    {
   xt=vector(1,ncom);    /* From a file name with full path (either Unix or Windows) we extract the directory (dirc)
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   f=(*nrfunc)(xt);    */ 
   free_vector(xt,1,ncom);    char  *ss;                            /* pointer */
   return f;    int   l1, l2;                         /* length counters */
 }  
     l1 = strlen(path );                   /* length of path */
 /*****************brent *************************/    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 {    if ( ss == NULL ) {                   /* no directory, so use current */
   int iter;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   double a,b,d,etemp;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   double fu,fv,fw,fx;      /* get current working directory */
   double ftemp;      /*    extern  char* getcwd ( char *buf , int len);*/
   double p,q,r,tol1,tol2,u,v,w,x,xm;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   double e=0.0;        return( GLOCK_ERROR_GETCWD );
        }
   a=(ax < cx ? ax : cx);      strcpy( name, path );               /* we've got it */
   b=(ax > cx ? ax : cx);    } else {                              /* strip direcotry from path */
   x=w=v=bx;      ss++;                               /* after this, the filename */
   fw=fv=fx=(*f)(x);      l2 = strlen( ss );                  /* length of filename */
   for (iter=1;iter<=ITMAX;iter++) {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     xm=0.5*(a+b);      strcpy( name, ss );         /* save file name */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);      strncpy( dirc, path, l1 - l2 );     /* now the directory */
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/      dirc[l1-l2] = 0;                    /* add zero */
     printf(".");fflush(stdout);    }
 #ifdef DEBUG    l1 = strlen( dirc );                  /* length of directory */
     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);    /*#ifdef windows
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 #endif  #else
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
       *xmin=x;  #endif
       return fx;    */
     }    ss = strrchr( name, '.' );            /* find last / */
     ftemp=fu;    if (ss >0){
     if (fabs(e) > tol1) {      ss++;
       r=(x-w)*(fx-fv);      strcpy(ext,ss);                     /* save extension */
       q=(x-v)*(fx-fw);      l1= strlen( name);
       p=(x-v)*q-(x-w)*r;      l2= strlen(ss)+1;
       q=2.0*(q-r);      strncpy( finame, name, l1-l2);
       if (q > 0.0) p = -p;      finame[l1-l2]= 0;
       q=fabs(q);    }
       etemp=e;    return( 0 );                          /* we're done */
       e=d;  }
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {  /******************************************/
         d=p/q;  
         u=x+d;  void replace_back_to_slash(char *s, char*t)
         if (u-a < tol2 || b-u < tol2)  {
           d=SIGN(tol1,xm-x);    int i;
       }    int lg=0;
     } else {    i=0;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    lg=strlen(t);
     }    for(i=0; i<= lg; i++) {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));      (s[i] = t[i]);
     fu=(*f)(u);      if (t[i]== '\\') s[i]='/';
     if (fu <= fx) {    }
       if (u >= x) a=x; else b=x;  }
       SHFT(v,w,x,u)  
         SHFT(fv,fw,fx,fu)  int nbocc(char *s, char occ)
         } else {  {
           if (u < x) a=u; else b=u;    int i,j=0;
           if (fu <= fw || w == x) {    int lg=20;
             v=w;    i=0;
             w=u;    lg=strlen(s);
             fv=fw;    for(i=0; i<= lg; i++) {
             fw=fu;    if  (s[i] == occ ) j++;
           } else if (fu <= fv || v == x || v == w) {    }
             v=u;    return j;
             fv=fu;  }
           }  
         }  void cutv(char *u,char *v, char*t, char occ)
   }  {
   nrerror("Too many iterations in brent");    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   *xmin=x;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   return fx;       gives u="abcedf" and v="ghi2j" */
 }    int i,lg,j,p=0;
     i=0;
 /****************** mnbrak ***********************/    for(j=0; j<=strlen(t)-1; j++) {
       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    }
             double (*func)(double))  
 {    lg=strlen(t);
   double ulim,u,r,q, dum;    for(j=0; j<p; j++) {
   double fu;      (u[j] = t[j]);
      }
   *fa=(*func)(*ax);       u[p]='\0';
   *fb=(*func)(*bx);  
   if (*fb > *fa) {     for(j=0; j<= lg; j++) {
     SHFT(dum,*ax,*bx,dum)      if (j>=(p+1))(v[j-p-1] = t[j]);
       SHFT(dum,*fb,*fa,dum)    }
       }  }
   *cx=(*bx)+GOLD*(*bx-*ax);  
   *fc=(*func)(*cx);  /********************** nrerror ********************/
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);  void nrerror(char error_text[])
     q=(*bx-*cx)*(*fb-*fa);  {
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    fprintf(stderr,"ERREUR ...\n");
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    fprintf(stderr,"%s\n",error_text);
     ulim=(*bx)+GLIMIT*(*cx-*bx);    exit(EXIT_FAILURE);
     if ((*bx-u)*(u-*cx) > 0.0) {  }
       fu=(*func)(u);  /*********************** vector *******************/
     } else if ((*cx-u)*(u-ulim) > 0.0) {  double *vector(int nl, int nh)
       fu=(*func)(u);  {
       if (fu < *fc) {    double *v;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
           SHFT(*fb,*fc,fu,(*func)(u))    if (!v) nrerror("allocation failure in vector");
           }    return v-nl+NR_END;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  }
       u=ulim;  
       fu=(*func)(u);  /************************ free vector ******************/
     } else {  void free_vector(double*v, int nl, int nh)
       u=(*cx)+GOLD*(*cx-*bx);  {
       fu=(*func)(u);    free((FREE_ARG)(v+nl-NR_END));
     }  }
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)  /************************ivector *******************************/
       }  int *ivector(long nl,long nh)
 }  {
     int *v;
 /*************** linmin ************************/    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     if (!v) nrerror("allocation failure in ivector");
 int ncom;    return v-nl+NR_END;
 double *pcom,*xicom;  }
 double (*nrfunc)(double []);  
    /******************free ivector **************************/
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  void free_ivector(int *v, long nl, long nh)
 {  {
   double brent(double ax, double bx, double cx,    free((FREE_ARG)(v+nl-NR_END));
                double (*f)(double), double tol, double *xmin);  }
   double f1dim(double x);  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  /************************lvector *******************************/
               double *fc, double (*func)(double));  long *lvector(long nl,long nh)
   int j;  {
   double xx,xmin,bx,ax;    long *v;
   double fx,fb,fa;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
      if (!v) nrerror("allocation failure in ivector");
   ncom=n;    return v-nl+NR_END;
   pcom=vector(1,n);  }
   xicom=vector(1,n);  
   nrfunc=func;  /******************free lvector **************************/
   for (j=1;j<=n;j++) {  void free_lvector(long *v, long nl, long nh)
     pcom[j]=p[j];  {
     xicom[j]=xi[j];    free((FREE_ARG)(v+nl-NR_END));
   }  }
   ax=0.0;  
   xx=1.0;  /******************* imatrix *******************************/
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 #ifdef DEBUG  { 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 #endif    int **m; 
   for (j=1;j<=n;j++) {    
     xi[j] *= xmin;    /* allocate pointers to rows */ 
     p[j] += xi[j];    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   }    if (!m) nrerror("allocation failure 1 in matrix()"); 
   free_vector(xicom,1,n);    m += NR_END; 
   free_vector(pcom,1,n);    m -= nrl; 
 }    
     
 /*************** powell ************************/    /* allocate rows and set pointers to them */ 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
             double (*func)(double []))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
 {    m[nrl] += NR_END; 
   void linmin(double p[], double xi[], int n, double *fret,    m[nrl] -= ncl; 
               double (*func)(double []));    
   int i,ibig,j;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   double del,t,*pt,*ptt,*xit;    
   double fp,fptt;    /* return pointer to array of pointers to rows */ 
   double *xits;    return m; 
   pt=vector(1,n);  } 
   ptt=vector(1,n);  
   xit=vector(1,n);  /****************** free_imatrix *************************/
   xits=vector(1,n);  void free_imatrix(m,nrl,nrh,ncl,nch)
   *fret=(*func)(p);        int **m;
   for (j=1;j<=n;j++) pt[j]=p[j];        long nch,ncl,nrh,nrl; 
   for (*iter=1;;++(*iter)) {       /* free an int matrix allocated by imatrix() */ 
     fp=(*fret);  { 
     ibig=0;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     del=0.0;    free((FREE_ARG) (m+nrl-NR_END)); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  } 
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);  /******************* matrix *******************************/
     printf("\n");  double **matrix(long nrl, long nrh, long ncl, long nch)
     for (i=1;i<=n;i++) {  {
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       fptt=(*fret);    double **m;
 #ifdef DEBUG  
       printf("fret=%lf \n",*fret);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 #endif    if (!m) nrerror("allocation failure 1 in matrix()");
       printf("%d",i);fflush(stdout);    m += NR_END;
       linmin(p,xit,n,fret,func);    m -= nrl;
       if (fabs(fptt-(*fret)) > del) {  
         del=fabs(fptt-(*fret));    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         ibig=i;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       }    m[nrl] += NR_END;
 #ifdef DEBUG    m[nrl] -= ncl;
       printf("%d %.12e",i,(*fret));  
       for (j=1;j<=n;j++) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    return m;
         printf(" x(%d)=%.12e",j,xit[j]);    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       }     */
       for(j=1;j<=n;j++)  }
         printf(" p=%.12e",p[j]);  
       printf("\n");  /*************************free matrix ************************/
 #endif  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     }  {
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 #ifdef DEBUG    free((FREE_ARG)(m+nrl-NR_END));
       int k[2],l;  }
       k[0]=1;  
       k[1]=-1;  /******************* ma3x *******************************/
       printf("Max: %.12e",(*func)(p));  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       for (j=1;j<=n;j++)  {
         printf(" %.12e",p[j]);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       printf("\n");    double ***m;
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    if (!m) nrerror("allocation failure 1 in matrix()");
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    m += NR_END;
         }    m -= nrl;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  
       }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 #endif    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
     m[nrl] -= ncl;
       free_vector(xit,1,n);  
       free_vector(xits,1,n);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       free_vector(ptt,1,n);  
       free_vector(pt,1,n);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       return;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     }    m[nrl][ncl] += NR_END;
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    m[nrl][ncl] -= nll;
     for (j=1;j<=n;j++) {    for (j=ncl+1; j<=nch; j++) 
       ptt[j]=2.0*p[j]-pt[j];      m[nrl][j]=m[nrl][j-1]+nlay;
       xit[j]=p[j]-pt[j];    
       pt[j]=p[j];    for (i=nrl+1; i<=nrh; i++) {
     }      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     fptt=(*func)(ptt);      for (j=ncl+1; j<=nch; j++) 
     if (fptt < fp) {        m[i][j]=m[i][j-1]+nlay;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    }
       if (t < 0.0) {    return m; 
         linmin(p,xit,n,fret,func);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
         for (j=1;j<=n;j++) {             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
           xi[j][ibig]=xi[j][n];    */
           xi[j][n]=xit[j];  }
         }  
 #ifdef DEBUG  /*************************free ma3x ************************/
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         for(j=1;j<=n;j++)  {
           printf(" %.12e",xit[j]);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
         printf("\n");    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 #endif    free((FREE_ARG)(m+nrl-NR_END));
       }  }
     }  
   }  /*************** function subdirf ***********/
 }  char *subdirf(char fileres[])
   {
 /**** Prevalence limit ****************/    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    strcat(tmpout,"/"); /* Add to the right */
 {    strcat(tmpout,fileres);
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    return tmpout;
      matrix by transitions matrix until convergence is reached */  }
   
   int i, ii,j,k;  /*************** function subdirf2 ***********/
   double min, max, maxmin, maxmax,sumnew=0.;  char *subdirf2(char fileres[], char *preop)
   double **matprod2();  {
   double **out, cov[NCOVMAX], **pmij();    
   double **newm;    /* Caution optionfilefiname is hidden */
   double agefin, delaymax=50 ; /* Max number of years to converge */    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
   for (ii=1;ii<=nlstate+ndeath;ii++)    strcat(tmpout,preop);
     for (j=1;j<=nlstate+ndeath;j++){    strcat(tmpout,fileres);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    return tmpout;
     }  }
   
    cov[1]=1.;  /*************** function subdirf3 ***********/
    char *subdirf3(char fileres[], char *preop, char *preop2)
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  {
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    
     newm=savm;    /* Caution optionfilefiname is hidden */
     /* Covariates have to be included here again */    strcpy(tmpout,optionfilefiname);
      cov[2]=agefin;    strcat(tmpout,"/");
      strcat(tmpout,preop);
       for (k=1; k<=cptcovn;k++) {    strcat(tmpout,preop2);
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    strcat(tmpout,fileres);
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    return tmpout;
       }  }
       for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  /***************** f1dim *************************/
       for (k=1; k<=cptcovprod;k++)  extern int ncom; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  extern double *pcom,*xicom;
   extern double (*nrfunc)(double []); 
       /*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]);*/  double f1dim(double x) 
   { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    int j; 
     double f;
     savm=oldm;    double *xt; 
     oldm=newm;   
     maxmax=0.;    xt=vector(1,ncom); 
     for(j=1;j<=nlstate;j++){    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       min=1.;    f=(*nrfunc)(xt); 
       max=0.;    free_vector(xt,1,ncom); 
       for(i=1; i<=nlstate; i++) {    return f; 
         sumnew=0;  } 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  
         prlim[i][j]= newm[i][j]/(1-sumnew);  /*****************brent *************************/
         max=FMAX(max,prlim[i][j]);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
         min=FMIN(min,prlim[i][j]);  { 
       }    int iter; 
       maxmin=max-min;    double a,b,d,etemp;
       maxmax=FMAX(maxmax,maxmin);    double fu,fv,fw,fx;
     }    double ftemp;
     if(maxmax < ftolpl){    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       return prlim;    double e=0.0; 
     }   
   }    a=(ax < cx ? ax : cx); 
 }    b=(ax > cx ? ax : cx); 
     x=w=v=bx; 
 /*************** transition probabilities **********/    fw=fv=fx=(*f)(x); 
     for (iter=1;iter<=ITMAX;iter++) { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      xm=0.5*(a+b); 
 {      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   double s1, s2;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   /*double t34;*/      printf(".");fflush(stdout);
   int i,j,j1, nc, ii, jj;      fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
     for(i=1; i<= nlstate; i++){      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     for(j=1; j<i;j++){      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);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
         /*s2 += param[i][j][nc]*cov[nc];*/  #endif
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        *xmin=x; 
       }        return fx; 
       ps[i][j]=s2;      } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      ftemp=fu;
     }      if (fabs(e) > tol1) { 
     for(j=i+1; j<=nlstate+ndeath;j++){        r=(x-w)*(fx-fv); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        q=(x-v)*(fx-fw); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        p=(x-v)*q-(x-w)*r; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        q=2.0*(q-r); 
       }        if (q > 0.0) p = -p; 
       ps[i][j]=s2;        q=fabs(q); 
     }        etemp=e; 
   }        e=d; 
   for(i=1; i<= nlstate; i++){        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
      s1=0;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(j=1; j<i; j++)        else { 
       s1+=exp(ps[i][j]);          d=p/q; 
     for(j=i+1; j<=nlstate+ndeath; j++)          u=x+d; 
       s1+=exp(ps[i][j]);          if (u-a < tol2 || b-u < tol2) 
     ps[i][i]=1./(s1+1.);            d=SIGN(tol1,xm-x); 
     for(j=1; j<i; j++)        } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } else { 
     for(j=i+1; j<=nlstate+ndeath; j++)        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   } /* end i */      fu=(*f)(u); 
       if (fu <= fx) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        if (u >= x) a=x; else b=x; 
     for(jj=1; jj<= nlstate+ndeath; jj++){        SHFT(v,w,x,u) 
       ps[ii][jj]=0;          SHFT(fv,fw,fx,fu) 
       ps[ii][ii]=1;          } else { 
     }            if (u < x) a=u; else b=u; 
   }            if (fu <= fw || w == x) { 
               v=w; 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){              w=u; 
     for(jj=1; jj<= nlstate+ndeath; jj++){              fv=fw; 
      printf("%lf ",ps[ii][jj]);              fw=fu; 
    }            } else if (fu <= fv || v == x || v == w) { 
     printf("\n ");              v=u; 
     }              fv=fu; 
     printf("\n ");printf("%lf ",cov[2]);*/            } 
 /*          } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    } 
   goto end;*/    nrerror("Too many iterations in brent"); 
     return ps;    *xmin=x; 
 }    return fx; 
   } 
 /**************** Product of 2 matrices ******************/  
   /****************** mnbrak ***********************/
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times              double (*func)(double)) 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  { 
   /* in, b, out are matrice of pointers which should have been initialized    double ulim,u,r,q, dum;
      before: only the contents of out is modified. The function returns    double fu; 
      a pointer to pointers identical to out */   
   long i, j, k;    *fa=(*func)(*ax); 
   for(i=nrl; i<= nrh; i++)    *fb=(*func)(*bx); 
     for(k=ncolol; k<=ncoloh; k++)    if (*fb > *fa) { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      SHFT(dum,*ax,*bx,dum) 
         out[i][k] +=in[i][j]*b[j][k];        SHFT(dum,*fb,*fa,dum) 
         } 
   return out;    *cx=(*bx)+GOLD*(*bx-*ax); 
 }    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
 /************* Higher Matrix Product ***************/      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      if ((*bx-u)*(u-*cx) > 0.0) { 
      duration (i.e. until        fu=(*func)(u); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      } else if ((*cx-u)*(u-ulim) > 0.0) { 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        fu=(*func)(u); 
      (typically every 2 years instead of every month which is too big).        if (fu < *fc) { 
      Model is determined by parameters x and covariates have to be          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
      included manually here.            SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
      */      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
         u=ulim; 
   int i, j, d, h, k;        fu=(*func)(u); 
   double **out, cov[NCOVMAX];      } else { 
   double **newm;        u=(*cx)+GOLD*(*cx-*bx); 
         fu=(*func)(u); 
   /* Hstepm could be zero and should return the unit matrix */      } 
   for (i=1;i<=nlstate+ndeath;i++)      SHFT(*ax,*bx,*cx,u) 
     for (j=1;j<=nlstate+ndeath;j++){        SHFT(*fa,*fb,*fc,fu) 
       oldm[i][j]=(i==j ? 1.0 : 0.0);        } 
       po[i][j][0]=(i==j ? 1.0 : 0.0);  } 
     }  
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /*************** linmin ************************/
   for(h=1; h <=nhstepm; h++){  
     for(d=1; d <=hstepm; d++){  int ncom; 
       newm=savm;  double *pcom,*xicom;
       /* Covariates have to be included here again */  double (*nrfunc)(double []); 
       cov[1]=1.;   
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  { 
 for (k=1; k<=cptcovage;k++)    double brent(double ax, double bx, double cx, 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];                 double (*f)(double), double tol, double *xmin); 
    for (k=1; k<=cptcovprod;k++)    double f1dim(double x); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
     int j; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    double xx,xmin,bx,ax; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    double fx,fb,fa;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,   
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    ncom=n; 
       savm=oldm;    pcom=vector(1,n); 
       oldm=newm;    xicom=vector(1,n); 
     }    nrfunc=func; 
     for(i=1; i<=nlstate+ndeath; i++)    for (j=1;j<=n;j++) { 
       for(j=1;j<=nlstate+ndeath;j++) {      pcom[j]=p[j]; 
         po[i][j][h]=newm[i][j];      xicom[j]=xi[j]; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    } 
          */    ax=0.0; 
       }    xx=1.0; 
   } /* end h */    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   return po;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 }  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /*************** log-likelihood *************/  #endif
 double func( double *x)    for (j=1;j<=n;j++) { 
 {      xi[j] *= xmin; 
   int i, ii, j, k, mi, d, kk;      p[j] += xi[j]; 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    } 
   double **out;    free_vector(xicom,1,n); 
   double sw; /* Sum of weights */    free_vector(pcom,1,n); 
   double lli; /* Individual log likelihood */  } 
   long ipmx;  
   /*extern weight */  char *asc_diff_time(long time_sec, char ascdiff[])
   /* We are differentiating ll according to initial status */  {
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    long sec_left, days, hours, minutes;
   /*for(i=1;i<imx;i++)    days = (time_sec) / (60*60*24);
     printf(" %d\n",s[4][i]);    sec_left = (time_sec) % (60*60*24);
   */    hours = (sec_left) / (60*60) ;
   cov[1]=1.;    sec_left = (sec_left) %(60*60);
     minutes = (sec_left) /60;
   for(k=1; k<=nlstate; k++) ll[k]=0.;    sec_left = (sec_left) % (60);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    return ascdiff;
     for(mi=1; mi<= wav[i]-1; mi++){  }
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  /*************** powell ************************/
       for(d=0; d<dh[mi][i]; d++){  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
         newm=savm;              double (*func)(double [])) 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  { 
         for (kk=1; kk<=cptcovage;kk++) {    void linmin(double p[], double xi[], int n, double *fret, 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];                double (*func)(double [])); 
         }    int i,ibig,j; 
            double del,t,*pt,*ptt,*xit;
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    double fp,fptt;
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    double *xits;
         savm=oldm;    int niterf, itmp;
         oldm=newm;  
            pt=vector(1,n); 
            ptt=vector(1,n); 
       } /* end mult */    xit=vector(1,n); 
          xits=vector(1,n); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    *fret=(*func)(p); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
       ipmx +=1;    for (*iter=1;;++(*iter)) { 
       sw += weight[i];      fp=(*fret); 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      ibig=0; 
     } /* end of wave */      del=0.0; 
   } /* end of individual */      last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   return -l;      */
 }     for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
         fprintf(ficlog," %d %.12lf",i, p[i]);
 /*********** Maximum Likelihood Estimation ***************/        fprintf(ficrespow," %.12lf", p[i]);
       }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      printf("\n");
 {      fprintf(ficlog,"\n");
   int i,j, iter;      fprintf(ficrespow,"\n");fflush(ficrespow);
   double **xi,*delti;      if(*iter <=3){
   double fret;        tm = *localtime(&curr_time.tv_sec);
   xi=matrix(1,npar,1,npar);        strcpy(strcurr,asctime(&tm));
   for (i=1;i<=npar;i++)  /*       asctime_r(&tm,strcurr); */
     for (j=1;j<=npar;j++)        forecast_time=curr_time; 
       xi[i][j]=(i==j ? 1.0 : 0.0);        itmp = strlen(strcurr);
   printf("Powell\n");        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
   powell(p,xi,npar,ftol,&iter,&fret,func);          strcurr[itmp-1]='\0';
         printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        for(niterf=10;niterf<=30;niterf+=10){
           forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
 }          tmf = *localtime(&forecast_time.tv_sec);
   /*      asctime_r(&tmf,strfor); */
 /**** Computes Hessian and covariance matrix ***/          strcpy(strfor,asctime(&tmf));
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          itmp = strlen(strfor);
 {          if(strfor[itmp-1]=='\n')
   double  **a,**y,*x,pd;          strfor[itmp-1]='\0';
   double **hess;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   int i, j,jk;          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   int *indx;        }
       }
   double hessii(double p[], double delta, int theta, double delti[]);      for (i=1;i<=n;i++) { 
   double hessij(double p[], double delti[], int i, int j);        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   void lubksb(double **a, int npar, int *indx, double b[]) ;        fptt=(*fret); 
   void ludcmp(double **a, int npar, int *indx, double *d) ;  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
         fprintf(ficlog,"fret=%lf \n",*fret);
   hess=matrix(1,npar,1,npar);  #endif
         printf("%d",i);fflush(stdout);
   printf("\nCalculation of the hessian matrix. Wait...\n");        fprintf(ficlog,"%d",i);fflush(ficlog);
   for (i=1;i<=npar;i++){        linmin(p,xit,n,fret,func); 
     printf("%d",i);fflush(stdout);        if (fabs(fptt-(*fret)) > del) { 
     hess[i][i]=hessii(p,ftolhess,i,delti);          del=fabs(fptt-(*fret)); 
     /*printf(" %f ",p[i]);*/          ibig=i; 
   }        } 
   #ifdef DEBUG
   for (i=1;i<=npar;i++) {        printf("%d %.12e",i,(*fret));
     for (j=1;j<=npar;j++)  {        fprintf(ficlog,"%d %.12e",i,(*fret));
       if (j>i) {        for (j=1;j<=n;j++) {
         printf(".%d%d",i,j);fflush(stdout);          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
         hess[i][j]=hessij(p,delti,i,j);          printf(" x(%d)=%.12e",j,xit[j]);
         hess[j][i]=hess[i][j];          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       }        }
     }        for(j=1;j<=n;j++) {
   }          printf(" p=%.12e",p[j]);
   printf("\n");          fprintf(ficlog," p=%.12e",p[j]);
         }
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        printf("\n");
          fprintf(ficlog,"\n");
   a=matrix(1,npar,1,npar);  #endif
   y=matrix(1,npar,1,npar);      } 
   x=vector(1,npar);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   indx=ivector(1,npar);  #ifdef DEBUG
   for (i=1;i<=npar;i++)        int k[2],l;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        k[0]=1;
   ludcmp(a,npar,indx,&pd);        k[1]=-1;
         printf("Max: %.12e",(*func)(p));
   for (j=1;j<=npar;j++) {        fprintf(ficlog,"Max: %.12e",(*func)(p));
     for (i=1;i<=npar;i++) x[i]=0;        for (j=1;j<=n;j++) {
     x[j]=1;          printf(" %.12e",p[j]);
     lubksb(a,npar,indx,x);          fprintf(ficlog," %.12e",p[j]);
     for (i=1;i<=npar;i++){        }
       matcov[i][j]=x[i];        printf("\n");
     }        fprintf(ficlog,"\n");
   }        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
   printf("\n#Hessian matrix#\n");            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   for (i=1;i<=npar;i++) {            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for (j=1;j<=npar;j++) {            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       printf("%.3e ",hess[i][j]);          }
     }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     printf("\n");          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   }        }
   #endif
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        free_vector(xit,1,n); 
   ludcmp(a,npar,indx,&pd);        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   /*  printf("\n#Hessian matrix recomputed#\n");        free_vector(pt,1,n); 
         return; 
   for (j=1;j<=npar;j++) {      } 
     for (i=1;i<=npar;i++) x[i]=0;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     x[j]=1;      for (j=1;j<=n;j++) { 
     lubksb(a,npar,indx,x);        ptt[j]=2.0*p[j]-pt[j]; 
     for (i=1;i<=npar;i++){        xit[j]=p[j]-pt[j]; 
       y[i][j]=x[i];        pt[j]=p[j]; 
       printf("%.3e ",y[i][j]);      } 
     }      fptt=(*func)(ptt); 
     printf("\n");      if (fptt < fp) { 
   }        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); 
   free_matrix(a,1,npar,1,npar);          for (j=1;j<=n;j++) { 
   free_matrix(y,1,npar,1,npar);            xi[j][ibig]=xi[j][n]; 
   free_vector(x,1,npar);            xi[j][n]=xit[j]; 
   free_ivector(indx,1,npar);          }
   free_matrix(hess,1,npar,1,npar);  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 }          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
 /*************** hessian matrix ****************/            fprintf(ficlog," %.12e",xit[j]);
 double hessii( double x[], double delta, int theta, double delti[])          }
 {          printf("\n");
   int i;          fprintf(ficlog,"\n");
   int l=1, lmax=20;  #endif
   double k1,k2;        }
   double p2[NPARMAX+1];      } 
   double res;    } 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  } 
   double fx;  
   int k=0,kmax=10;  /**** Prevalence limit (stable prevalence)  ****************/
   double l1;  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   fx=func(x);  {
   for (i=1;i<=npar;i++) p2[i]=x[i];    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   for(l=0 ; l <=lmax; l++){       matrix by transitions matrix until convergence is reached */
     l1=pow(10,l);  
     delts=delt;    int i, ii,j,k;
     for(k=1 ; k <kmax; k=k+1){    double min, max, maxmin, maxmax,sumnew=0.;
       delt = delta*(l1*k);    double **matprod2();
       p2[theta]=x[theta] +delt;    double **out, cov[NCOVMAX], **pmij();
       k1=func(p2)-fx;    double **newm;
       p2[theta]=x[theta]-delt;    double agefin, delaymax=50 ; /* Max number of years to converge */
       k2=func(p2)-fx;  
       /*res= (k1-2.0*fx+k2)/delt/delt; */    for (ii=1;ii<=nlstate+ndeath;ii++)
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */      for (j=1;j<=nlstate+ndeath;j++){
              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 #ifdef DEBUG      }
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  
 #endif     cov[1]=1.;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */   
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
         k=kmax;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       }      newm=savm;
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      /* Covariates have to be included here again */
         k=kmax; l=lmax*10.;       cov[2]=agefin;
       }    
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        for (k=1; k<=cptcovn;k++) {
         delts=delt;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       }          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
     }        }
   }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   delti[theta]=delts;        for (k=1; k<=cptcovprod;k++)
   return res;          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]);*/
 double hessij( double x[], double delti[], int thetai,int thetaj)        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 {      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   int i;  
   int l=1, l1, lmax=20;      savm=oldm;
   double k1,k2,k3,k4,res,fx;      oldm=newm;
   double p2[NPARMAX+1];      maxmax=0.;
   int k;      for(j=1;j<=nlstate;j++){
         min=1.;
   fx=func(x);        max=0.;
   for (k=1; k<=2; k++) {        for(i=1; i<=nlstate; i++) {
     for (i=1;i<=npar;i++) p2[i]=x[i];          sumnew=0;
     p2[thetai]=x[thetai]+delti[thetai]/k;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          prlim[i][j]= newm[i][j]/(1-sumnew);
     k1=func(p2)-fx;          max=FMAX(max,prlim[i][j]);
            min=FMIN(min,prlim[i][j]);
     p2[thetai]=x[thetai]+delti[thetai]/k;        }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        maxmin=max-min;
     k2=func(p2)-fx;        maxmax=FMAX(maxmax,maxmin);
        }
     p2[thetai]=x[thetai]-delti[thetai]/k;      if(maxmax < ftolpl){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        return prlim;
     k3=func(p2)-fx;      }
      }
     p2[thetai]=x[thetai]-delti[thetai]/k;  }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k4=func(p2)-fx;  /*************** transition probabilities ***************/ 
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */  
 #ifdef DEBUG  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  {
 #endif    double s1, s2;
   }    /*double t34;*/
   return res;    int i,j,j1, nc, ii, jj;
 }  
       for(i=1; i<= nlstate; i++){
 /************** Inverse of matrix **************/        for(j=1; j<i;j++){
 void ludcmp(double **a, int n, int *indx, double *d)          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 {            /*s2 += param[i][j][nc]*cov[nc];*/
   int i,imax,j,k;            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   double big,dum,sum,temp;  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
   double *vv;          }
            ps[i][j]=s2;
   vv=vector(1,n);  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
   *d=1.0;        }
   for (i=1;i<=n;i++) {        for(j=i+1; j<=nlstate+ndeath;j++){
     big=0.0;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for (j=1;j<=n;j++)            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       if ((temp=fabs(a[i][j])) > big) big=temp;  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          }
     vv[i]=1.0/big;          ps[i][j]=s2;
   }        }
   for (j=1;j<=n;j++) {      }
     for (i=1;i<j;i++) {      /*ps[3][2]=1;*/
       sum=a[i][j];      
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      for(i=1; i<= nlstate; i++){
       a[i][j]=sum;        s1=0;
     }        for(j=1; j<i; j++)
     big=0.0;          s1+=exp(ps[i][j]);
     for (i=j;i<=n;i++) {        for(j=i+1; j<=nlstate+ndeath; j++)
       sum=a[i][j];          s1+=exp(ps[i][j]);
       for (k=1;k<j;k++)        ps[i][i]=1./(s1+1.);
         sum -= a[i][k]*a[k][j];        for(j=1; j<i; j++)
       a[i][j]=sum;          ps[i][j]= exp(ps[i][j])*ps[i][i];
       if ( (dum=vv[i]*fabs(sum)) >= big) {        for(j=i+1; j<=nlstate+ndeath; j++)
         big=dum;          ps[i][j]= exp(ps[i][j])*ps[i][i];
         imax=i;        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       }      } /* end i */
     }      
     if (j != imax) {      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for (k=1;k<=n;k++) {        for(jj=1; jj<= nlstate+ndeath; jj++){
         dum=a[imax][k];          ps[ii][jj]=0;
         a[imax][k]=a[j][k];          ps[ii][ii]=1;
         a[j][k]=dum;        }
       }      }
       *d = -(*d);      
       vv[imax]=vv[j];  
     }  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
     indx[j]=imax;  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
     if (a[j][j] == 0.0) a[j][j]=TINY;  /*         printf("ddd %lf ",ps[ii][jj]); */
     if (j != n) {  /*       } */
       dum=1.0/(a[j][j]);  /*       printf("\n "); */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  /*        } */
     }  /*        printf("\n ");printf("%lf ",cov[2]); */
   }         /*
   free_vector(vv,1,n);  /* Doesn't work */        for(i=1; i<= npar; i++) printf("%f ",x[i]);
 ;        goto end;*/
 }      return ps;
   }
 void lubksb(double **a, int n, int *indx, double b[])  
 {  /**************** Product of 2 matrices ******************/
   int i,ii=0,ip,j;  
   double sum;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
    {
   for (i=1;i<=n;i++) {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     ip=indx[i];       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     sum=b[ip];    /* in, b, out are matrice of pointers which should have been initialized 
     b[ip]=b[i];       before: only the contents of out is modified. The function returns
     if (ii)       a pointer to pointers identical to out */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    long i, j, k;
     else if (sum) ii=i;    for(i=nrl; i<= nrh; i++)
     b[i]=sum;      for(k=ncolol; k<=ncoloh; k++)
   }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   for (i=n;i>=1;i--) {          out[i][k] +=in[i][j]*b[j][k];
     sum=b[i];  
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    return out;
     b[i]=sum/a[i][i];  }
   }  
 }  
   /************* Higher Matrix Product ***************/
 /************ Frequencies ********************/  
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 {  /* Some frequencies */  {
      /* Computes the transition matrix starting at age 'age' over 
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;       'nhstepm*hstepm*stepm' months (i.e. until
   double ***freq; /* Frequencies */       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   double *pp;       nhstepm*hstepm matrices. 
   double pos;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   FILE *ficresp;       (typically every 2 years instead of every month which is too big 
   char fileresp[FILENAMELENGTH];       for the memory).
        Model is determined by parameters x and covariates have to be 
   pp=vector(1,nlstate);       included manually here. 
   
   strcpy(fileresp,"p");       */
   strcat(fileresp,fileres);  
   if((ficresp=fopen(fileresp,"w"))==NULL) {    int i, j, d, h, k;
     printf("Problem with prevalence resultfile: %s\n", fileresp);    double **out, cov[NCOVMAX];
     exit(0);    double **newm;
   }  
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    /* Hstepm could be zero and should return the unit matrix */
   j1=0;    for (i=1;i<=nlstate+ndeath;i++)
       for (j=1;j<=nlstate+ndeath;j++){
   j=cptcoveff;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   for(k1=1; k1<=j;k1++){    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
    for(i1=1; i1<=ncodemax[k1];i1++){    for(h=1; h <=nhstepm; h++){
        j1++;      for(d=1; d <=hstepm; d++){
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        newm=savm;
          scanf("%d", i);*/        /* Covariates have to be included here again */
         for (i=-1; i<=nlstate+ndeath; i++)          cov[1]=1.;
          for (jk=-1; jk<=nlstate+ndeath; jk++)          cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
            for(m=agemin; m <= agemax+3; m++)        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
              freq[i][jk][m]=0;        for (k=1; k<=cptcovage;k++)
                  cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
        for (i=1; i<=imx; i++) {        for (k=1; k<=cptcovprod;k++)
          bool=1;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
          if  (cptcovn>0) {  
            for (z1=1; z1<=cptcoveff; z1++)  
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
                bool=0;        /*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, 
           if (bool==1) {                     pmij(pmmij,cov,ncovmodel,x,nlstate));
            for(m=firstpass; m<=lastpass-1; m++){        savm=oldm;
              if(agev[m][i]==0) agev[m][i]=agemax+1;        oldm=newm;
              if(agev[m][i]==1) agev[m][i]=agemax+2;      }
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      for(i=1; i<=nlstate+ndeath; i++)
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        for(j=1;j<=nlstate+ndeath;j++) {
            }          po[i][j][h]=newm[i][j];
          }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
        }           */
         if  (cptcovn>0) {        }
          fprintf(ficresp, "\n#********** Variable ");    } /* end h */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    return po;
        fprintf(ficresp, "**********\n#");  }
         }  
        for(i=1; i<=nlstate;i++)  
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);  /*************** log-likelihood *************/
        fprintf(ficresp, "\n");  double func( double *x)
          {
   for(i=(int)agemin; i <= (int)agemax+3; i++){    int i, ii, j, k, mi, d, kk;
     if(i==(int)agemax+3)    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       printf("Total");    double **out;
     else    double sw; /* Sum of weights */
       printf("Age %d", i);    double lli; /* Individual log likelihood */
     for(jk=1; jk <=nlstate ; jk++){    int s1, s2;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    double bbh, survp;
         pp[jk] += freq[jk][m][i];    long ipmx;
     }    /*extern weight */
     for(jk=1; jk <=nlstate ; jk++){    /* We are differentiating ll according to initial status */
       for(m=-1, pos=0; m <=0 ; m++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         pos += freq[jk][m][i];    /*for(i=1;i<imx;i++) 
       if(pp[jk]>=1.e-10)      printf(" %d\n",s[4][i]);
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    */
       else    cov[1]=1.;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);  
     }    for(k=1; k<=nlstate; k++) ll[k]=0.;
     for(jk=1; jk <=nlstate ; jk++){  
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)    if(mle==1){
         pp[jk] += freq[jk][m][i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for(jk=1,pos=0; jk <=nlstate ; jk++)        for(mi=1; mi<= wav[i]-1; mi++){
       pos += pp[jk];          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(jk=1; jk <=nlstate ; jk++){            for (j=1;j<=nlstate+ndeath;j++){
       if(pos>=1.e-5)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       else            }
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          for(d=0; d<dh[mi][i]; d++){
       if( i <= (int) agemax){            newm=savm;
         if(pos>=1.e-5)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            for (kk=1; kk<=cptcovage;kk++) {
       else              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            }
       }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(jk=-1; jk <=nlstate+ndeath; jk++)            savm=oldm;
       for(m=-1; m <=nlstate+ndeath; m++)            oldm=newm;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          } /* end mult */
     if(i <= (int) agemax)        
       fprintf(ficresp,"\n");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     printf("\n");          /* But now since version 0.9 we anticipate for bias at large stepm.
     }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (in months) between two waves is not a multiple of stepm, we rounded to 
  }           * the nearest (and in case of equal distance, to the lowest) interval but now
             * we keep into memory the bias bh[mi][i] and also the previous matrix product
   fclose(ficresp);           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);           * probability in order to take into account the bias as a fraction of the way
   free_vector(pp,1,nlstate);           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
 }  /* End of Freq */           * 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. 
 /************* Waves Concatenation ***************/           */
           s1=s[mw[mi][i]][i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          s2=s[mw[mi+1][i]][i];
 {          bbh=(double)bh[mi][i]/(double)stepm; 
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          /* bias bh is positive if real duration
      Death is a valid wave (if date is known).           * is higher than the multiple of stepm and negative otherwise.
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i           */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
      and mw[mi+1][i]. dh depends on stepm.          if( s2 > nlstate){ 
      */            /* 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, mi, m;               step unit time, which is also equal to probability to die before dh 
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;               minus probability to die before dh-stepm . 
      double sum=0., jmean=0.;*/               In version up to 0.92 likelihood was computed
           as if date of death was unknown. Death was treated as any other
 int j, k=0,jk, ju, jl;          health state: the date of the interview describes the actual state
      double sum=0.;          and not the date of a change in health state. The former idea was
 jmin=1e+5;          to consider that at each interview the state was recorded
  jmax=-1;          (healthy, disable or death) and IMaCh was corrected; but when we
 jmean=0.;          introduced the exact date of death then we should have modified
   for(i=1; i<=imx; i++){          the contribution of an exact death to the likelihood. This new
     mi=0;          contribution is smaller and very dependent of the step unit
     m=firstpass;          stepm. It is no more the probability to die between last interview
     while(s[m][i] <= nlstate){          and month of death but the probability to survive from last
       if(s[m][i]>=1)          interview up to one month before death multiplied by the
         mw[++mi][i]=m;          probability to die within a month. Thanks to Chris
       if(m >=lastpass)          Jackson for correcting this bug.  Former versions increased
         break;          mortality artificially. The bad side is that we add another loop
       else          which slows down the processing. The difference can be up to 10%
         m++;          lower mortality.
     }/* end while */            */
     if (s[m][i] > nlstate){            lli=log(out[s1][s2] - savm[s1][s2]);
       mi++;     /* Death is another wave */          }else{
       /* if(mi==0)  never been interviewed correctly before death */            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
          /* Only death is a correct wave */            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
       mw[mi][i]=m;          } 
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
     wav[i]=mi;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     if(mi==0)          ipmx +=1;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   for(i=1; i<=imx; i++){      } /* end of individual */
     for(mi=1; mi<wav[i];mi++){    }  else if(mle==2){
       if (stepm <=0)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         dh[mi][i]=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       else{        for(mi=1; mi<= wav[i]-1; mi++){
         if (s[mw[mi+1][i]][i] > nlstate) {          for (ii=1;ii<=nlstate+ndeath;ii++)
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            for (j=1;j<=nlstate+ndeath;j++){
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if(j==0) j=1;  /* Survives at least one month after exam */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           k=k+1;            }
           if (j >= jmax) jmax=j;          for(d=0; d<=dh[mi][i]; d++){
           else if (j <= jmin)jmin=j;            newm=savm;
           sum=sum+j;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         }            for (kk=1; kk<=cptcovage;kk++) {
         else{              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            }
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           k=k+1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           if (j >= jmax) jmax=j;            savm=oldm;
           else if (j <= jmin)jmin=j;            oldm=newm;
           sum=sum+j;          } /* end mult */
         }        
         jk= j/stepm;          s1=s[mw[mi][i]][i];
         jl= j -jk*stepm;          s2=s[mw[mi+1][i]][i];
         ju= j -(jk+1)*stepm;          bbh=(double)bh[mi][i]/(double)stepm; 
         if(jl <= -ju)          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 */
           dh[mi][i]=jk;          ipmx +=1;
         else          sw += weight[i];
           dh[mi][i]=jk+1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if(dh[mi][i]==0)        } /* end of wave */
           dh[mi][i]=1; /* At least one step */      } /* end of individual */
       }    }  else if(mle==3){  /* exponential inter-extrapolation */
     }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   jmean=sum/k;        for(mi=1; mi<= wav[i]-1; mi++){
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          for (ii=1;ii<=nlstate+ndeath;ii++)
 }            for (j=1;j<=nlstate+ndeath;j++){
 /*********** Tricode ****************************/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void tricode(int *Tvar, int **nbcode, int imx)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {            }
   int Ndum[20],ij=1, k, j, i;          for(d=0; d<dh[mi][i]; d++){
   int cptcode=0;            newm=savm;
   cptcoveff=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
   for (k=0; k<19; k++) Ndum[k]=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (k=1; k<=7; k++) ncodemax[k]=0;            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1; i<=imx; i++) {            savm=oldm;
       ij=(int)(covar[Tvar[j]][i]);            oldm=newm;
       Ndum[ij]++;          } /* end mult */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/        
       if (ij > cptcode) cptcode=ij;          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
     for (i=0; i<=cptcode; i++) {          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       if(Ndum[i]!=0) ncodemax[j]++;          ipmx +=1;
     }          sw += weight[i];
     ij=1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
       } /* end of individual */
     for (i=1; i<=ncodemax[j]; i++) {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       for (k=0; k<=19; k++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if (Ndum[k] != 0) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           nbcode[Tvar[j]][ij]=k;        for(mi=1; mi<= wav[i]-1; mi++){
           ij++;          for (ii=1;ii<=nlstate+ndeath;ii++)
         }            for (j=1;j<=nlstate+ndeath;j++){
         if (ij > ncodemax[j]) break;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }                savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
   }            for(d=0; d<dh[mi][i]; d++){
             newm=savm;
  for (k=0; k<19; k++) Ndum[k]=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
  for (i=1; i<=ncovmodel; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       ij=Tvar[i];            }
       Ndum[ij]++;          
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  ij=1;            savm=oldm;
  for (i=1; i<=10; i++) {            oldm=newm;
    if((Ndum[i]!=0) && (i<=ncov)){          } /* end mult */
      Tvaraff[ij]=i;        
      ij++;          s1=s[mw[mi][i]][i];
    }          s2=s[mw[mi+1][i]][i];
  }          if( s2 > nlstate){ 
              lli=log(out[s1][s2] - savm[s1][s2]);
     cptcoveff=ij-1;          }else{
 }            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           }
 /*********** Health Expectancies ****************/          ipmx +=1;
           sw += weight[i];
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          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]); */
   /* Health expectancies */        } /* end of wave */
   int i, j, nhstepm, hstepm, h;      } /* end of individual */
   double age, agelim,hf;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
   double ***p3mat;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fprintf(ficreseij,"# Health expectancies\n");        for(mi=1; mi<= wav[i]-1; mi++){
   fprintf(ficreseij,"# Age");          for (ii=1;ii<=nlstate+ndeath;ii++)
   for(i=1; i<=nlstate;i++)            for (j=1;j<=nlstate+ndeath;j++){
     for(j=1; j<=nlstate;j++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficreseij," %1d-%1d",i,j);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"\n");            }
           for(d=0; d<dh[mi][i]; d++){
   hstepm=1*YEARM; /*  Every j years of age (in month) */            newm=savm;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
   agelim=AGESUP;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            }
     /* nhstepm age range expressed in number of stepm */          
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     /* Typically if 20 years = 20*12/6=40 stepm */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if (stepm >= YEARM) hstepm=1;            savm=oldm;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */            oldm=newm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          } /* end mult */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          s1=s[mw[mi][i]][i];
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           ipmx +=1;
     for(i=1; i<=nlstate;i++)          sw += weight[i];
       for(j=1; j<=nlstate;j++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          /*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]);*/
           eij[i][j][(int)age] +=p3mat[i][j][h];        } /* end of wave */
         }      } /* end of individual */
        } /* End of if */
     hf=1;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     if (stepm >= YEARM) hf=stepm/YEARM;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     fprintf(ficreseij,"%.0f",age );    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for(i=1; i<=nlstate;i++)    return -l;
       for(j=1; j<=nlstate;j++){  }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }  /*************** log-likelihood *************/
     fprintf(ficreseij,"\n");  double funcone( double *x)
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  {
   }    /* Same as likeli but slower because of a lot of printf and if */
 }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
 /************ Variance ******************/    double **out;
 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)    double lli; /* Individual log likelihood */
 {    double llt;
   /* Variance of health expectancies */    int s1, s2;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double bbh, survp;
   double **newm;    /*extern weight */
   double **dnewm,**doldm;    /* We are differentiating ll according to initial status */
   int i, j, nhstepm, hstepm, h;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int k, cptcode;    /*for(i=1;i<imx;i++) 
    double *xp;      printf(" %d\n",s[4][i]);
   double **gp, **gm;    */
   double ***gradg, ***trgradg;    cov[1]=1.;
   double ***p3mat;  
   double age,agelim;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   int theta;  
     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
    fprintf(ficresvij,"# Covariances of life expectancies\n");      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fprintf(ficresvij,"# Age");      for(mi=1; mi<= wav[i]-1; mi++){
   for(i=1; i<=nlstate;i++)        for (ii=1;ii<=nlstate+ndeath;ii++)
     for(j=1; j<=nlstate;j++)          for (j=1;j<=nlstate+ndeath;j++){
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficresvij,"\n");            savm[ii][j]=(ii==j ? 1.0 : 0.0);
           }
   xp=vector(1,npar);        for(d=0; d<dh[mi][i]; d++){
   dnewm=matrix(1,nlstate,1,npar);          newm=savm;
   doldm=matrix(1,nlstate,1,nlstate);          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for (kk=1; kk<=cptcovage;kk++) {
   hstepm=1*YEARM; /* Every year of age */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          }
   agelim = AGESUP;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          savm=oldm;
     if (stepm >= YEARM) hstepm=1;          oldm=newm;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        } /* end mult */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        s1=s[mw[mi][i]][i];
     gp=matrix(0,nhstepm,1,nlstate);        s2=s[mw[mi+1][i]][i];
     gm=matrix(0,nhstepm,1,nlstate);        bbh=(double)bh[mi][i]/(double)stepm; 
         /* bias is positive if real duration
     for(theta=1; theta <=npar; theta++){         * is higher than the multiple of stepm and negative otherwise.
       for(i=1; i<=npar; i++){ /* Computes gradient */         */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
       }          lli=log(out[s1][s2] - savm[s1][s2]);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          } else if (mle==1){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       for(j=1; j<= nlstate; j++){        } else if(mle==2){
         for(h=0; h<=nhstepm; h++){          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        } else if(mle==3){  /* exponential inter-extrapolation */
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
         }        } else if (mle==4){  /* mle=4 no inter-extrapolation */
       }          lli=log(out[s1][s2]); /* Original formula */
            } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
       for(i=1; i<=npar; i++) /* Computes gradient */          lli=log(out[s1][s2]); /* Original formula */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        } /* End of if */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          ipmx +=1;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        sw += weight[i];
       for(j=1; j<= nlstate; j++){        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for(h=0; h<=nhstepm; h++){  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        if(globpr){
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         }   %10.6f %10.6f %10.6f ", \
       }                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
       for(j=1; j<= nlstate; j++)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         for(h=0; h<=nhstepm; h++){          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];            llt +=ll[k]*gipmx/gsw;
         }            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     } /* End theta */          }
           fprintf(ficresilk," %10.6f\n", -llt);
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        }
       } /* end of wave */
     for(h=0; h<=nhstepm; h++)    } /* end of individual */
       for(j=1; j<=nlstate;j++)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         for(theta=1; theta <=npar; theta++)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           trgradg[h][j][theta]=gradg[h][theta][j];    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     if(globpr==0){ /* First time we count the contributions and weights */
     for(i=1;i<=nlstate;i++)      gipmx=ipmx;
       for(j=1;j<=nlstate;j++)      gsw=sw;
         vareij[i][j][(int)age] =0.;    }
     for(h=0;h<=nhstepm;h++){    return -l;
       for(k=0;k<=nhstepm;k++){  }
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  
         for(i=1;i<=nlstate;i++)  /*************** function likelione ***********/
           for(j=1;j<=nlstate;j++)  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
             vareij[i][j][(int)age] += doldm[i][j];  {
       }    /* This routine should help understanding what is done with 
     }       the selection of individuals/waves and
     h=1;       to check the exact contribution to the likelihood.
     if (stepm >= YEARM) h=stepm/YEARM;       Plotting could be done.
     fprintf(ficresvij,"%.0f ",age );     */
     for(i=1; i<=nlstate;i++)    int k;
       for(j=1; j<=nlstate;j++){  
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    if(*globpri !=0){ /* Just counts and sums, no printings */
       }      strcpy(fileresilk,"ilk"); 
     fprintf(ficresvij,"\n");      strcat(fileresilk,fileres);
     free_matrix(gp,0,nhstepm,1,nlstate);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     free_matrix(gm,0,nhstepm,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
   } /* End age */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
        /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   free_vector(xp,1,npar);      for(k=1; k<=nlstate; k++) 
   free_matrix(doldm,1,nlstate,1,npar);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
   free_matrix(dnewm,1,nlstate,1,nlstate);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     }
 }  
     *fretone=(*funcone)(p);
 /************ Variance of prevlim ******************/    if(*globpri !=0){
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)      fclose(ficresilk);
 {      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   /* Variance of prevalence limit */      fflush(fichtm); 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    } 
   double **newm;    return;
   double **dnewm,**doldm;  }
   int i, j, nhstepm, hstepm;  
   int k, cptcode;  
   double *xp;  /*********** Maximum Likelihood Estimation ***************/
   double *gp, *gm;  
   double **gradg, **trgradg;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   double age,agelim;  {
   int theta;    int i,j, iter;
        double **xi;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    double fret;
   fprintf(ficresvpl,"# Age");    double fretone; /* Only one call to likelihood */
   for(i=1; i<=nlstate;i++)    /*  char filerespow[FILENAMELENGTH];*/
       fprintf(ficresvpl," %1d-%1d",i,i);    xi=matrix(1,npar,1,npar);
   fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
   xp=vector(1,npar);        xi[i][j]=(i==j ? 1.0 : 0.0);
   dnewm=matrix(1,nlstate,1,npar);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   doldm=matrix(1,nlstate,1,nlstate);    strcpy(filerespow,"pow"); 
      strcat(filerespow,fileres);
   hstepm=1*YEARM; /* Every year of age */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      printf("Problem with resultfile: %s\n", filerespow);
   agelim = AGESUP;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     if (stepm >= YEARM) hstepm=1;    for (i=1;i<=nlstate;i++)
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for(j=1;j<=nlstate+ndeath;j++)
     gradg=matrix(1,npar,1,nlstate);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     gp=vector(1,nlstate);    fprintf(ficrespow,"\n");
     gm=vector(1,nlstate);  
     powell(p,xi,npar,ftol,&iter,&fret,func);
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */    fclose(ficrespow);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       }    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       for(i=1;i<=nlstate;i++)  
         gp[i] = prlim[i][i];  }
      
       for(i=1; i<=npar; i++) /* Computes gradient */  /**** Computes Hessian and covariance matrix ***/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  {
       for(i=1;i<=nlstate;i++)    double  **a,**y,*x,pd;
         gm[i] = prlim[i][i];    double **hess;
     int i, j,jk;
       for(i=1;i<=nlstate;i++)    int *indx;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
     trgradg =matrix(1,nlstate,1,npar);    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
     for(j=1; j<=nlstate;j++)    double gompertz(double p[]);
       for(theta=1; theta <=npar; theta++)    hess=matrix(1,npar,1,npar);
         trgradg[j][theta]=gradg[theta][j];  
     printf("\nCalculation of the hessian matrix. Wait...\n");
     for(i=1;i<=nlstate;i++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       varpl[i][(int)age] =0.;    for (i=1;i<=npar;i++){
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      printf("%d",i);fflush(stdout);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      fprintf(ficlog,"%d",i);fflush(ficlog);
     for(i=1;i<=nlstate;i++)     
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
       
     fprintf(ficresvpl,"%.0f ",age );      /*  printf(" %f ",p[i]);
     for(i=1; i<=nlstate;i++)          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    }
     fprintf(ficresvpl,"\n");    
     free_vector(gp,1,nlstate);    for (i=1;i<=npar;i++) {
     free_vector(gm,1,nlstate);      for (j=1;j<=npar;j++)  {
     free_matrix(gradg,1,npar,1,nlstate);        if (j>i) { 
     free_matrix(trgradg,1,nlstate,1,npar);          printf(".%d%d",i,j);fflush(stdout);
   } /* End age */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j,func,npar);
   free_vector(xp,1,npar);          
   free_matrix(doldm,1,nlstate,1,npar);          hess[j][i]=hess[i][j];    
   free_matrix(dnewm,1,nlstate,1,nlstate);          /*printf(" %lf ",hess[i][j]);*/
         }
 }      }
     }
     printf("\n");
     fprintf(ficlog,"\n");
 /***********************************************/  
 /**************** Main Program *****************/    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 /***********************************************/    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     
 /*int main(int argc, char *argv[])*/    a=matrix(1,npar,1,npar);
 int main()    y=matrix(1,npar,1,npar);
 {    x=vector(1,npar);
     indx=ivector(1,npar);
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    for (i=1;i<=npar;i++)
   double agedeb, agefin,hf;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   double agemin=1.e20, agemax=-1.e20;    ludcmp(a,npar,indx,&pd);
   
   double fret;    for (j=1;j<=npar;j++) {
   double **xi,tmp,delta;      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
   double dum; /* Dummy variable */      lubksb(a,npar,indx,x);
   double ***p3mat;      for (i=1;i<=npar;i++){ 
   int *indx;        matcov[i][j]=x[i];
   char line[MAXLINE], linepar[MAXLINE];      }
   char title[MAXLINE];    }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    printf("\n#Hessian matrix#\n");
   char filerest[FILENAMELENGTH];    fprintf(ficlog,"\n#Hessian matrix#\n");
   char fileregp[FILENAMELENGTH];    for (i=1;i<=npar;i++) { 
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      for (j=1;j<=npar;j++) { 
   int firstobs=1, lastobs=10;        printf("%.3e ",hess[i][j]);
   int sdeb, sfin; /* Status at beginning and end */        fprintf(ficlog,"%.3e ",hess[i][j]);
   int c,  h , cpt,l;      }
   int ju,jl, mi;      printf("\n");
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      fprintf(ficlog,"\n");
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    }
    
   int hstepm, nhstepm;    /* Recompute Inverse */
   double bage, fage, age, agelim, agebase;    for (i=1;i<=npar;i++)
   double ftolpl=FTOL;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double **prlim;    ludcmp(a,npar,indx,&pd);
   double *severity;  
   double ***param; /* Matrix of parameters */    /*  printf("\n#Hessian matrix recomputed#\n");
   double  *p;  
   double **matcov; /* Matrix of covariance */    for (j=1;j<=npar;j++) {
   double ***delti3; /* Scale */      for (i=1;i<=npar;i++) x[i]=0;
   double *delti; /* Scale */      x[j]=1;
   double ***eij, ***vareij;      lubksb(a,npar,indx,x);
   double **varpl; /* Variances of prevalence limits by age */      for (i=1;i<=npar;i++){ 
   double *epj, vepp;        y[i][j]=x[i];
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";        printf("%.3e ",y[i][j]);
   char *alph[]={"a","a","b","c","d","e"}, str[4];        fprintf(ficlog,"%.3e ",y[i][j]);
       }
   char z[1]="c", occ;      printf("\n");
 #include <sys/time.h>      fprintf(ficlog,"\n");
 #include <time.h>    }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    */
   /* long total_usecs;  
   struct timeval start_time, end_time;    free_matrix(a,1,npar,1,npar);
      free_matrix(y,1,npar,1,npar);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    free_vector(x,1,npar);
     free_ivector(indx,1,npar);
     free_matrix(hess,1,npar,1,npar);
   printf("\nIMACH, Version 0.64b");  
   printf("\nEnter the parameter file name: ");  
   }
 #ifdef windows  
   scanf("%s",pathtot);  /*************** hessian matrix ****************/
   getcwd(pathcd, size);  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   /*cygwin_split_path(pathtot,path,optionfile);  {
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    int i;
   /* cutv(path,optionfile,pathtot,'\\');*/    int l=1, lmax=20;
     double k1,k2;
 split(pathtot, path,optionfile);    double p2[NPARMAX+1];
   chdir(path);    double res;
   replace(pathc,path);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 #endif    double fx;
 #ifdef unix    int k=0,kmax=10;
   scanf("%s",optionfile);    double l1;
 #endif  
     fx=func(x);
 /*-------- arguments in the command line --------*/    for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
   strcpy(fileres,"r");      l1=pow(10,l);
   strcat(fileres, optionfile);      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
   /*---------arguments file --------*/        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        k1=func(p2)-fx;
     printf("Problem with optionfile %s\n",optionfile);        p2[theta]=x[theta]-delt;
     goto end;        k2=func(p2)-fx;
   }        /*res= (k1-2.0*fx+k2)/delt/delt; */
         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   strcpy(filereso,"o");        
   strcat(filereso,fileres);  #ifdef DEBUG
   if((ficparo=fopen(filereso,"w"))==NULL) {        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);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   }  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   /* Reads comments: lines beginning with '#' */        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   while((c=getc(ficpar))=='#' && c!= EOF){          k=kmax;
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     puts(line);          k=kmax; l=lmax*10.;
     fputs(line,ficparo);        }
   }        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   ungetc(c,ficpar);          delts=delt;
         }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);      }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);    }
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);    delti[theta]=delts;
     return res; 
   covar=matrix(0,NCOVMAX,1,n);    
   cptcovn=0;  }
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;  
   double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
   ncovmodel=2+cptcovn;  {
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    int i;
      int l=1, l1, lmax=20;
   /* Read guess parameters */    double k1,k2,k3,k4,res,fx;
   /* Reads comments: lines beginning with '#' */    double p2[NPARMAX+1];
   while((c=getc(ficpar))=='#' && c!= EOF){    int k;
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    fx=func(x);
     puts(line);    for (k=1; k<=2; k++) {
     fputs(line,ficparo);      for (i=1;i<=npar;i++) p2[i]=x[i];
   }      p2[thetai]=x[thetai]+delti[thetai]/k;
   ungetc(c,ficpar);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        k1=func(p2)-fx;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    
     for(i=1; i <=nlstate; i++)      p2[thetai]=x[thetai]+delti[thetai]/k;
     for(j=1; j <=nlstate+ndeath-1; j++){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       fscanf(ficpar,"%1d%1d",&i1,&j1);      k2=func(p2)-fx;
       fprintf(ficparo,"%1d%1d",i1,j1);    
       printf("%1d%1d",i,j);      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(k=1; k<=ncovmodel;k++){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         fscanf(ficpar," %lf",&param[i][j][k]);      k3=func(p2)-fx;
         printf(" %lf",param[i][j][k]);    
         fprintf(ficparo," %lf",param[i][j][k]);      p2[thetai]=x[thetai]-delti[thetai]/k;
       }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       fscanf(ficpar,"\n");      k4=func(p2)-fx;
       printf("\n");      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       fprintf(ficparo,"\n");  #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(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);
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  #endif
   p=param[1][1];    }
      return res;
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  /************** Inverse of matrix **************/
     fgets(line, MAXLINE, ficpar);  void ludcmp(double **a, int n, int *indx, double *d) 
     puts(line);  { 
     fputs(line,ficparo);    int i,imax,j,k; 
   }    double big,dum,sum,temp; 
   ungetc(c,ficpar);    double *vv; 
    
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    vv=vector(1,n); 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    *d=1.0; 
   for(i=1; i <=nlstate; i++){    for (i=1;i<=n;i++) { 
     for(j=1; j <=nlstate+ndeath-1; j++){      big=0.0; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);      for (j=1;j<=n;j++) 
       printf("%1d%1d",i,j);        if ((temp=fabs(a[i][j])) > big) big=temp; 
       fprintf(ficparo,"%1d%1d",i1,j1);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       for(k=1; k<=ncovmodel;k++){      vv[i]=1.0/big; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);    } 
         printf(" %le",delti3[i][j][k]);    for (j=1;j<=n;j++) { 
         fprintf(ficparo," %le",delti3[i][j][k]);      for (i=1;i<j;i++) { 
       }        sum=a[i][j]; 
       fscanf(ficpar,"\n");        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       printf("\n");        a[i][j]=sum; 
       fprintf(ficparo,"\n");      } 
     }      big=0.0; 
   }      for (i=j;i<=n;i++) { 
   delti=delti3[1][1];        sum=a[i][j]; 
          for (k=1;k<j;k++) 
   /* Reads comments: lines beginning with '#' */          sum -= a[i][k]*a[k][j]; 
   while((c=getc(ficpar))=='#' && c!= EOF){        a[i][j]=sum; 
     ungetc(c,ficpar);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     fgets(line, MAXLINE, ficpar);          big=dum; 
     puts(line);          imax=i; 
     fputs(line,ficparo);        } 
   }      } 
   ungetc(c,ficpar);      if (j != imax) { 
          for (k=1;k<=n;k++) { 
   matcov=matrix(1,npar,1,npar);          dum=a[imax][k]; 
   for(i=1; i <=npar; i++){          a[imax][k]=a[j][k]; 
     fscanf(ficpar,"%s",&str);          a[j][k]=dum; 
     printf("%s",str);        } 
     fprintf(ficparo,"%s",str);        *d = -(*d); 
     for(j=1; j <=i; j++){        vv[imax]=vv[j]; 
       fscanf(ficpar," %le",&matcov[i][j]);      } 
       printf(" %.5le",matcov[i][j]);      indx[j]=imax; 
       fprintf(ficparo," %.5le",matcov[i][j]);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     }      if (j != n) { 
     fscanf(ficpar,"\n");        dum=1.0/(a[j][j]); 
     printf("\n");        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     fprintf(ficparo,"\n");      } 
   }    } 
   for(i=1; i <=npar; i++)    free_vector(vv,1,n);  /* Doesn't work */
     for(j=i+1;j<=npar;j++)  ;
       matcov[i][j]=matcov[j][i];  } 
      
   printf("\n");  void lubksb(double **a, int n, int *indx, double b[]) 
   { 
     int i,ii=0,ip,j; 
     /*-------- data file ----------*/    double sum; 
     if((ficres =fopen(fileres,"w"))==NULL) {   
       printf("Problem with resultfile: %s\n", fileres);goto end;    for (i=1;i<=n;i++) { 
     }      ip=indx[i]; 
     fprintf(ficres,"#%s\n",version);      sum=b[ip]; 
          b[ip]=b[i]; 
     if((fic=fopen(datafile,"r"))==NULL)    {      if (ii) 
       printf("Problem with datafile: %s\n", datafile);goto end;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     }      else if (sum) ii=i; 
       b[i]=sum; 
     n= lastobs;    } 
     severity = vector(1,maxwav);    for (i=n;i>=1;i--) { 
     outcome=imatrix(1,maxwav+1,1,n);      sum=b[i]; 
     num=ivector(1,n);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     moisnais=vector(1,n);      b[i]=sum/a[i][i]; 
     annais=vector(1,n);    } 
     moisdc=vector(1,n);  } 
     andc=vector(1,n);  
     agedc=vector(1,n);  /************ Frequencies ********************/
     cod=ivector(1,n);  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)
     weight=vector(1,n);  {  /* Some frequencies */
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    
     mint=matrix(1,maxwav,1,n);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     anint=matrix(1,maxwav,1,n);    int first;
     s=imatrix(1,maxwav+1,1,n);    double ***freq; /* Frequencies */
     adl=imatrix(1,maxwav+1,1,n);        double *pp, **prop;
     tab=ivector(1,NCOVMAX);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     ncodemax=ivector(1,8);    FILE *ficresp;
     char fileresp[FILENAMELENGTH];
     i=1;    
     while (fgets(line, MAXLINE, fic) != NULL)    {    pp=vector(1,nlstate);
       if ((i >= firstobs) && (i <=lastobs)) {    prop=matrix(1,nlstate,iagemin,iagemax+3);
            strcpy(fileresp,"p");
         for (j=maxwav;j>=1;j--){    strcat(fileresp,fileres);
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    if((ficresp=fopen(fileresp,"w"))==NULL) {
           strcpy(line,stra);      printf("Problem with prevalence resultfile: %s\n", fileresp);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      exit(0);
         }    }
            freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    j1=0;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    
     j=cptcoveff;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);  
     first=1;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  
         for (j=ncov;j>=1;j--){    for(k1=1; k1<=j;k1++){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);      for(i1=1; i1<=ncodemax[k1];i1++){
         }        j1++;
         num[i]=atol(stra);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/        for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
         i=i+1;            for(m=iagemin; m <= iagemax+3; m++)
       }              freq[i][jk][m]=0;
     }  
       for (i=1; i<=nlstate; i++)  
     /*scanf("%d",i);*/        for(m=iagemin; m <= iagemax+3; m++)
   imx=i-1; /* Number of individuals */          prop[i][m]=0;
         
   /* Calculation of the number of parameter from char model*/        dateintsum=0;
   Tvar=ivector(1,15);        k2cpt=0;
   Tprod=ivector(1,15);        for (i=1; i<=imx; i++) {
   Tvaraff=ivector(1,15);          bool=1;
   Tvard=imatrix(1,15,1,2);          if  (cptcovn>0) {
   Tage=ivector(1,15);                  for (z1=1; z1<=cptcoveff; z1++) 
                  if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   if (strlen(model) >1){                bool=0;
     j=0, j1=0, k1=1, k2=1;          }
     j=nbocc(model,'+');          if (bool==1){
     j1=nbocc(model,'*');            for(m=firstpass; m<=lastpass; m++){
     cptcovn=j+1;              k2=anint[m][i]+(mint[m][i]/12.);
     cptcovprod=j1;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
                    if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
     strcpy(modelsav,model);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){                if (m<lastpass) {
       printf("Error. Non available option model=%s ",model);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       goto end;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     }                }
                    
     for(i=(j+1); i>=1;i--){                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
       cutv(stra,strb,modelsav,'+');                  dateintsum=dateintsum+k2;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);                  k2cpt++;
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/                }
       /*scanf("%d",i);*/                /*}*/
       if (strchr(strb,'*')) {            }
         cutv(strd,strc,strb,'*');          }
         if (strcmp(strc,"age")==0) {        }
           cptcovprod--;         
           cutv(strb,stre,strd,'V');        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
           Tvar[i]=atoi(stre);  
           cptcovage++;        if  (cptcovn>0) {
             Tage[cptcovage]=i;          fprintf(ficresp, "\n#********** Variable "); 
             /*printf("stre=%s ", stre);*/          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         }          fprintf(ficresp, "**********\n#");
         else if (strcmp(strd,"age")==0) {        }
           cptcovprod--;        for(i=1; i<=nlstate;i++) 
           cutv(strb,stre,strc,'V');          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           Tvar[i]=atoi(stre);        fprintf(ficresp, "\n");
           cptcovage++;        
           Tage[cptcovage]=i;        for(i=iagemin; i <= iagemax+3; i++){
         }          if(i==iagemax+3){
         else {            fprintf(ficlog,"Total");
           cutv(strb,stre,strc,'V');          }else{
           Tvar[i]=ncov+k1;            if(first==1){
           cutv(strb,strc,strd,'V');              first=0;
           Tprod[k1]=i;              printf("See log file for details...\n");
           Tvard[k1][1]=atoi(strc);            }
           Tvard[k1][2]=atoi(stre);            fprintf(ficlog,"Age %d", i);
           Tvar[cptcovn+k2]=Tvard[k1][1];          }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          for(jk=1; jk <=nlstate ; jk++){
           for (k=1; k<=lastobs;k++)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              pp[jk] += freq[jk][m][i]; 
           k1++;          }
           k2=k2+2;          for(jk=1; jk <=nlstate ; jk++){
         }            for(m=-1, pos=0; m <=0 ; m++)
       }              pos += freq[jk][m][i];
       else {            if(pp[jk]>=1.e-10){
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/              if(first==1){
        /*  scanf("%d",i);*/              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       cutv(strd,strc,strb,'V');              }
       Tvar[i]=atoi(strc);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       }            }else{
       strcpy(modelsav,stra);                if(first==1)
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
         scanf("%d",i);*/              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     }            }
 }          }
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);          for(jk=1; jk <=nlstate ; jk++){
   printf("cptcovprod=%d ", cptcovprod);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   scanf("%d ",i);*/              pp[jk] += freq[jk][m][i];
     fclose(fic);          }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     /*  if(mle==1){*/            pos += pp[jk];
     if (weightopt != 1) { /* Maximisation without weights*/            posprop += prop[jk][i];
       for(i=1;i<=n;i++) weight[i]=1.0;          }
     }          for(jk=1; jk <=nlstate ; jk++){
     /*-calculation of age at interview from date of interview and age at death -*/            if(pos>=1.e-5){
     agev=matrix(1,maxwav,1,imx);              if(first==1)
                    printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     for (i=1; i<=imx; i++)  {              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            }else{
       for(m=1; (m<= maxwav); m++){              if(first==1)
         if(s[m][i] >0){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           if (s[m][i] == nlstate+1) {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
             if(agedc[i]>0)            }
               if(moisdc[i]!=99 && andc[i]!=9999)            if( i <= iagemax){
               agev[m][i]=agedc[i];              if(pos>=1.e-5){
             else {                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
               if (andc[i]!=9999){                /*probs[i][jk][j1]= pp[jk]/pos;*/
               printf("Warning negative age at death: %d line:%d\n",num[i],i);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               agev[m][i]=-1;              }
               }              else
             }                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
           }            }
           else if(s[m][i] !=9){ /* Should no more exist */          }
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          
             if(mint[m][i]==99 || anint[m][i]==9999)          for(jk=-1; jk <=nlstate+ndeath; jk++)
               agev[m][i]=1;            for(m=-1; m <=nlstate+ndeath; m++)
             else if(agev[m][i] <agemin){              if(freq[jk][m][i] !=0 ) {
               agemin=agev[m][i];              if(first==1)
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
             }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
             else if(agev[m][i] >agemax){              }
               agemax=agev[m][i];          if(i <= iagemax)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/            fprintf(ficresp,"\n");
             }          if(first==1)
             /*agev[m][i]=anint[m][i]-annais[i];*/            printf("Others in log...\n");
             /*   agev[m][i] = age[i]+2*m;*/          fprintf(ficlog,"\n");
           }        }
           else { /* =9 */      }
             agev[m][i]=1;    }
             s[m][i]=-1;    dateintmean=dateintsum/k2cpt; 
           }   
         }    fclose(ficresp);
         else /*= 0 Unknown */    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
           agev[m][i]=1;    free_vector(pp,1,nlstate);
       }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
        /* End of Freq */
     }  }
     for (i=1; i<=imx; i++)  {  
       for(m=1; (m<= maxwav); m++){  /************ Prevalence ********************/
         if (s[m][i] > (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)
           printf("Error: Wrong value in nlstate or ndeath\n");    {  
           goto end;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         }       in each health status at the date of interview (if between dateprev1 and dateprev2).
       }       We still use firstpass and lastpass as another selection.
     }    */
    
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
     free_vector(severity,1,maxwav);    double *pp, **prop;
     free_imatrix(outcome,1,maxwav+1,1,n);    double pos,posprop; 
     free_vector(moisnais,1,n);    double  y2; /* in fractional years */
     free_vector(annais,1,n);    int iagemin, iagemax;
     free_matrix(mint,1,maxwav,1,n);  
     free_matrix(anint,1,maxwav,1,n);    iagemin= (int) agemin;
     free_vector(moisdc,1,n);    iagemax= (int) agemax;
     free_vector(andc,1,n);    /*pp=vector(1,nlstate);*/
     prop=matrix(1,nlstate,iagemin,iagemax+3); 
        /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     wav=ivector(1,imx);    j1=0;
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    j=cptcoveff;
        if (cptcovn<1) {j=1;ncodemax[1]=1;}
     /* Concatenates waves */    
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
       Tcode=ivector(1,100);        
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);        for (i=1; i<=nlstate; i++)  
       ncodemax[1]=1;          for(m=iagemin; m <= iagemax+3; m++)
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);            prop[i][m]=0.0;
             
    codtab=imatrix(1,100,1,10);        for (i=1; i<=imx; i++) { /* Each individual */
    h=0;          bool=1;
    m=pow(2,cptcoveff);          if  (cptcovn>0) {
              for (z1=1; z1<=cptcoveff; z1++) 
    for(k=1;k<=cptcoveff; k++){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
      for(i=1; i <=(m/pow(2,k));i++){                bool=0;
        for(j=1; j <= ncodemax[k]; j++){          } 
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){          if (bool==1) { 
            h++;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
            if (h>m) h=1;codtab[h][k]=j;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
          }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
        }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
      }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
    }                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
                 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]]);*/
    /*for(i=1; i <=m ;i++){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
      for(k=1; k <=cptcovn; k++){                  prop[s[m][i]][iagemax+3] += weight[i]; 
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);                } 
      }              }
      printf("\n");            } /* end selection of waves */
    }          }
    scanf("%d",i);*/        }
            for(i=iagemin; i <= iagemax+3; i++){  
    /* Calculates basic frequencies. Computes observed prevalence at single age          
        and prints on file fileres'p'. */          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);            posprop += prop[jk][i]; 
           } 
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(jk=1; jk <=nlstate ; jk++){     
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if( i <=  iagemax){ 
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              if(posprop>=1.e-5){ 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */                probs[i][jk][j1]= prop[jk][i]/posprop;
                  } 
     /* 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] */          }/* end jk */ 
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        }/* end i */ 
       } /* end i1 */
     if(mle==1){    } /* end k1 */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    
     }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
        /*free_vector(pp,1,nlstate);*/
     /*--------- results files --------------*/    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);  }  /* End of prevalence */
      
    jk=1;  /************* Waves Concatenation ***************/
    fprintf(ficres,"# Parameters\n");  
    printf("# Parameters\n");  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)
    for(i=1,jk=1; i <=nlstate; i++){  {
      for(k=1; k <=(nlstate+ndeath); k++){    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        if (k != i)       Death is a valid wave (if date is known).
          {       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
            printf("%d%d ",i,k);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
            fprintf(ficres,"%1d%1d ",i,k);       and mw[mi+1][i]. dh depends on stepm.
            for(j=1; j <=ncovmodel; j++){       */
              printf("%f ",p[jk]);  
              fprintf(ficres,"%f ",p[jk]);    int i, mi, m;
              jk++;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
            }       double sum=0., jmean=0.;*/
            printf("\n");    int first;
            fprintf(ficres,"\n");    int j, k=0,jk, ju, jl;
          }    double sum=0.;
      }    first=0;
    }    jmin=1e+5;
  if(mle==1){    jmax=-1;
     /* Computing hessian and covariance matrix */    jmean=0.;
     ftolhess=ftol; /* Usually correct */    for(i=1; i<=imx; i++){
     hesscov(matcov, p, npar, delti, ftolhess, func);      mi=0;
  }      m=firstpass;
     fprintf(ficres,"# Scales\n");      while(s[m][i] <= nlstate){
     printf("# Scales\n");        if(s[m][i]>=1)
      for(i=1,jk=1; i <=nlstate; i++){          mw[++mi][i]=m;
       for(j=1; j <=nlstate+ndeath; j++){        if(m >=lastpass)
         if (j!=i) {          break;
           fprintf(ficres,"%1d%1d",i,j);        else
           printf("%1d%1d",i,j);          m++;
           for(k=1; k<=ncovmodel;k++){      }/* end while */
             printf(" %.5e",delti[jk]);      if (s[m][i] > nlstate){
             fprintf(ficres," %.5e",delti[jk]);        mi++;     /* Death is another wave */
             jk++;        /* if(mi==0)  never been interviewed correctly before death */
           }           /* Only death is a correct wave */
           printf("\n");        mw[mi][i]=m;
           fprintf(ficres,"\n");      }
         }  
       }      wav[i]=mi;
       }      if(mi==0){
            nbwarn++;
     k=1;        if(first==0){
     fprintf(ficres,"# Covariance\n");          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     printf("# Covariance\n");          first=1;
     for(i=1;i<=npar;i++){        }
       /*  if (k>nlstate) k=1;        if(first==1){
       i1=(i-1)/(ncovmodel*nlstate)+1;          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        }
       printf("%s%d%d",alph[k],i1,tab[i]);*/      } /* end mi==0 */
       fprintf(ficres,"%3d",i);    } /* End individuals */
       printf("%3d",i);  
       for(j=1; j<=i;j++){    for(i=1; i<=imx; i++){
         fprintf(ficres," %.5e",matcov[i][j]);      for(mi=1; mi<wav[i];mi++){
         printf(" %.5e",matcov[i][j]);        if (stepm <=0)
       }          dh[mi][i]=1;
       fprintf(ficres,"\n");        else{
       printf("\n");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       k++;            if (agedc[i] < 2*AGESUP) {
     }              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                  if(j==0) j=1;  /* Survives at least one month after exam */
     while((c=getc(ficpar))=='#' && c!= EOF){              else if(j<0){
       ungetc(c,ficpar);                nberr++;
       fgets(line, MAXLINE, ficpar);                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]);
       puts(line);                j=1; /* Temporary Dangerous patch */
       fputs(line,ficparo);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     }                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     ungetc(c,ficpar);                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);
                }
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              k=k+1;
                  if (j >= jmax) jmax=j;
     if (fage <= 2) {              if (j <= jmin) jmin=j;
       bage = agemin;              sum=sum+j;
       fage = agemax;              /*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);*/
             }
     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\n",agemin,agemax,bage,fage);          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
                /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 /*------------ gnuplot -------------*/            k=k+1;
 chdir(pathcd);            if (j >= jmax) jmax=j;
   if((ficgp=fopen("graph.plt","w"))==NULL) {            else if (j <= jmin)jmin=j;
     printf("Problem with file graph.gp");goto end;            /*        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]);*/
 #ifdef windows            if(j<0){
   fprintf(ficgp,"cd \"%s\" \n",pathc);              nberr++;
 #endif              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]);
 m=pow(2,cptcoveff);              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]);
              }
  /* 1eme*/            sum=sum+j;
   for (cpt=1; cpt<= nlstate ; cpt ++) {          }
    for (k1=1; k1<= m ; k1 ++) {          jk= j/stepm;
           jl= j -jk*stepm;
 #ifdef windows          ju= j -(jk+1)*stepm;
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 #endif            if(jl==0){
 #ifdef unix              dh[mi][i]=jk;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              bh[mi][i]=0;
 #endif            }else{ /* We want a negative bias in order to only have interpolation ie
                     * at the price of an extra matrix product in likelihood */
 for (i=1; i<= nlstate ; i ++) {              dh[mi][i]=jk+1;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              bh[mi][i]=ju;
   else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }          }else{
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);            if(jl <= -ju){
     for (i=1; i<= nlstate ; i ++) {              dh[mi][i]=jk;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              bh[mi][i]=jl;       /* bias is positive if real duration
   else fprintf(ficgp," \%%*lf (\%%*lf)");                                   * is higher than the multiple of stepm and negative otherwise.
 }                                   */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            }
      for (i=1; i<= nlstate ; i ++) {            else{
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              dh[mi][i]=jk+1;
   else fprintf(ficgp," \%%*lf (\%%*lf)");              bh[mi][i]=ju;
 }              }
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));            if(dh[mi][i]==0){
 #ifdef unix              dh[mi][i]=1; /* At least one step */
 fprintf(ficgp,"\nset ter gif small size 400,300");              bh[mi][i]=ju; /* At least one step */
 #endif              /*  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,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            }
    }          } /* end if mle */
   }        }
   /*2 eme*/      } /* end wave */
     }
   for (k1=1; k1<= m ; k1 ++) {    jmean=sum/k;
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
        fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     for (i=1; i<= nlstate+1 ; i ++) {   }
       k=2*i;  
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  /*********** Tricode ****************************/
       for (j=1; j<= nlstate+1 ; j ++) {  void tricode(int *Tvar, int **nbcode, int imx)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  {
   else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }      int Ndum[20],ij=1, k, j, i, maxncov=19;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    int cptcode=0;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    cptcoveff=0; 
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);   
       for (j=1; j<= nlstate+1 ; j ++) {    for (k=0; k<maxncov; k++) Ndum[k]=0;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    for (k=1; k<=7; k++) ncodemax[k]=0;
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       fprintf(ficgp,"\" t\"\" w l 0,");      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);                                 modality*/ 
       for (j=1; j<= nlstate+1 ; j ++) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        Ndum[ij]++; /*store the modality */
   else fprintf(ficgp," \%%*lf (\%%*lf)");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 }          if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");                                         Tvar[j]. If V=sex and male is 0 and 
       else fprintf(ficgp,"\" t\"\" w l 0,");                                         female is 1, then  cptcode=1.*/
     }      }
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }      for (i=0; i<=cptcode; i++) {
          if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
   /*3eme*/      }
   
   for (k1=1; k1<= m ; k1 ++) {      ij=1; 
     for (cpt=1; cpt<= nlstate ; cpt ++) {      for (i=1; i<=ncodemax[j]; i++) {
       k=2+nlstate*(cpt-1);        for (k=0; k<= maxncov; k++) {
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);          if (Ndum[k] != 0) {
       for (i=1; i< nlstate ; i ++) {            nbcode[Tvar[j]][ij]=k; 
         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);            /* 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; */
       }            
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            ij++;
     }          }
   }          if (ij > ncodemax[j]) break; 
          }  
   /* CV preval stat */      } 
   for (k1=1; k1<= m ; k1 ++) {    }  
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;   for (k=0; k< maxncov; k++) Ndum[k]=0;
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  
       for (i=1; i< nlstate ; i ++)   for (i=1; i<=ncovmodel-2; i++) { 
         fprintf(ficgp,"+$%d",k+i+1);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);     ij=Tvar[i];
           Ndum[ij]++;
       l=3+(nlstate+ndeath)*cpt;   }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {   ij=1;
         l=3+(nlstate+ndeath)*cpt;   for (i=1; i<= maxncov; i++) {
         fprintf(ficgp,"+$%d",l+i+1);     if((Ndum[i]!=0) && (i<=ncovcol)){
       }       Tvaraff[ij]=i; /*For printing */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);         ij++;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);     }
     }   }
   }   
    cptcoveff=ij-1; /*Number of simple covariates*/
   /* proba elementaires */  }
    for(i=1,jk=1; i <=nlstate; i++){  
     for(k=1; k <=(nlstate+ndeath); k++){  /*********** Health Expectancies ****************/
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){  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 )
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/  {
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    /* Health expectancies */
           jk++;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
           fprintf(ficgp,"\n");    double age, agelim, hf;
         }    double ***p3mat,***varhe;
       }    double **dnewm,**doldm;
     }    double *xp;
     }    double **gp, **gm;
     double ***gradg, ***trgradg;
   for(jk=1; jk <=m; jk++) {    int theta;
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);  
    i=1;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
    for(k2=1; k2<=nlstate; k2++) {    xp=vector(1,npar);
      k3=i;    dnewm=matrix(1,nlstate*nlstate,1,npar);
      for(k=1; k<=(nlstate+ndeath); k++) {    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
        if (k != k2){    
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    fprintf(ficreseij,"# Health expectancies\n");
 ij=1;    fprintf(ficreseij,"# Age");
         for(j=3; j <=ncovmodel; j++) {    for(i=1; i<=nlstate;i++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      for(j=1; j<=nlstate;j++)
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
             ij++;    fprintf(ficreseij,"\n");
           }  
           else    if(estepm < stepm){
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      printf ("Problem %d lower than %d\n",estepm, stepm);
         }    }
           fprintf(ficgp,")/(1");    else  hstepm=estepm;   
            /* We compute the life expectancy from trapezoids spaced every estepm months
         for(k1=1; k1 <=nlstate; k1++){       * This is mainly to measure the difference between two models: for example
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);     * if stepm=24 months pijx are given only every 2 years and by summing them
 ij=1;     * we are calculating an estimate of the Life Expectancy assuming a linear 
           for(j=3; j <=ncovmodel; j++){     * progression in between and thus overestimating or underestimating according
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {     * to the curvature of the survival function. If, for the same date, we 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
             ij++;     * to compare the new estimate of Life expectancy with the same linear 
           }     * hypothesis. A more precise result, taking into account a more precise
           else     * curvature will be obtained if estepm is as small as stepm. */
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
           }    /* For example we decided to compute the life expectancy with the smallest unit */
           fprintf(ficgp,")");    /* 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,") t \"p%d%d\" ", k2,k);       nstepm is the number of stepm from age to agelin. 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       Look at hpijx to understand the reason of that which relies in memory size
         i=i+ncovmodel;       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
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);       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.
        */
   fclose(ficgp);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      
 chdir(path);    agelim=AGESUP;
     free_matrix(agev,1,maxwav,1,imx);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     free_ivector(wav,1,imx);      /* nhstepm age range expressed in number of stepm */
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
          /* if (stepm >= YEARM) hstepm=1;*/
     free_imatrix(s,1,maxwav+1,1,n);      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);
     free_ivector(num,1,n);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     free_vector(agedc,1,n);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
     free_vector(weight,1,n);  
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     fclose(ficparo);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     fclose(ficres);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     /*  }*/   
      
    /*________fin mle=1_________*/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      
       /* Computing  Variances of health expectancies */
    
     /* No more information from the sample is required now */       for(theta=1; theta <=npar; theta++){
   /* Reads comments: lines beginning with '#' */        for(i=1; i<=npar; i++){ 
   while((c=getc(ficpar))=='#' && c!= EOF){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     puts(line);    
     fputs(line,ficparo);        cptj=0;
   }        for(j=1; j<= nlstate; j++){
   ungetc(c,ficpar);          for(i=1; i<=nlstate; i++){
              cptj=cptj+1;
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            }
 /*--------- index.htm --------*/          }
         }
   strcpy(optionfilehtm,optionfile);       
   strcat(optionfilehtm,".htm");       
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {        for(i=1; i<=npar; i++) 
     printf("Problem with %s \n",optionfilehtm);goto end;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">        cptj=0;
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>        for(j=1; j<= nlstate; j++){
 Total number of observations=%d <br>          for(i=1;i<=nlstate;i++){
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>            cptj=cptj+1;
 <hr  size=\"2\" color=\"#EC5E5E\">            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 <li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            }
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>          }
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        }
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<= nlstate*nlstate; j++)
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          for(h=0; h<=nhstepm-1; h++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>          }
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);       } 
      
  fprintf(fichtm," <li>Graphs</li><p>");  /* End theta */
   
  m=cptcoveff;       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}  
        for(h=0; h<=nhstepm-1; h++)
  j1=0;        for(j=1; j<=nlstate*nlstate;j++)
  for(k1=1; k1<=m;k1++){          for(theta=1; theta <=npar; theta++)
    for(i1=1; i1<=ncodemax[k1];i1++){            trgradg[h][j][theta]=gradg[h][theta][j];
        j1++;       
        if (cptcovn > 0) {  
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");       for(i=1;i<=nlstate*nlstate;i++)
          for (cpt=1; cpt<=cptcoveff;cpt++)        for(j=1;j<=nlstate*nlstate;j++)
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);          varhe[i][j][(int)age] =0.;
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  
        }       printf("%d|",(int)age);fflush(stdout);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);           for(h=0;h<=nhstepm-1;h++){
        for(cpt=1; cpt<nlstate;cpt++){        for(k=0;k<=nhstepm-1;k++){
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
        }          for(i=1;i<=nlstate*nlstate;i++)
     for(cpt=1; cpt<=nlstate;cpt++) {            for(j=1;j<=nlstate*nlstate;j++)
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 interval) in state (%d): v%s%d%d.gif <br>        }
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        }
      }      /* Computing expectancies */
      for(cpt=1; cpt<=nlstate;cpt++) {      for(i=1; i<=nlstate;i++)
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        for(j=1; j<=nlstate;j++)
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          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;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            
 health expectancies in states (1) and (2): e%s%d.gif<br>  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);  
 fprintf(fichtm,"\n</body>");          }
    }  
  }      fprintf(ficreseij,"%3.0f",age );
 fclose(fichtm);      cptj=0;
       for(i=1; i<=nlstate;i++)
   /*--------------- Prevalence limit --------------*/        for(j=1; j<=nlstate;j++){
            cptj++;
   strcpy(filerespl,"pl");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   strcat(filerespl,fileres);        }
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      fprintf(ficreseij,"\n");
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;     
   }      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
   fprintf(ficrespl,"#Prevalence limit\n");      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   fprintf(ficrespl,"#Age ");      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fprintf(ficrespl,"\n");    }
      printf("\n");
   prlim=matrix(1,nlstate,1,nlstate);    fprintf(ficlog,"\n");
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_vector(xp,1,npar);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   k=0;  }
   agebase=agemin;  
   agelim=agemax;  /************ Variance ******************/
   ftolpl=1.e-10;  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)
   i1=cptcoveff;  {
   if (cptcovn < 1){i1=1;}    /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   for(cptcov=1;cptcov<=i1;cptcov++){    /* double **newm;*/
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double **dnewm,**doldm;
         k=k+1;    double **dnewmp,**doldmp;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    int i, j, nhstepm, hstepm, h, nstepm ;
         fprintf(ficrespl,"\n#******");    int k, cptcode;
         for(j=1;j<=cptcoveff;j++)    double *xp;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double **gp, **gm;  /* for var eij */
         fprintf(ficrespl,"******\n");    double ***gradg, ***trgradg; /*for var eij */
            double **gradgp, **trgradgp; /* for var p point j */
         for (age=agebase; age<=agelim; age++){    double *gpp, *gmp; /* for var p point j */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
           fprintf(ficrespl,"%.0f",age );    double ***p3mat;
           for(i=1; i<=nlstate;i++)    double age,agelim, hf;
           fprintf(ficrespl," %.5f", prlim[i][i]);    double ***mobaverage;
           fprintf(ficrespl,"\n");    int theta;
         }    char digit[4];
       }    char digitp[25];
     }  
   fclose(ficrespl);    char fileresprobmorprev[FILENAMELENGTH];
   /*------------- h Pij x at various ages ------------*/  
      if(popbased==1){
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      if(mobilav!=0)
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        strcpy(digitp,"-populbased-mobilav-");
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      else strcpy(digitp,"-populbased-nomobil-");
   }    }
   printf("Computing pij: result on file '%s' \n", filerespij);    else 
        strcpy(digitp,"-stablbased-");
   stepsize=(int) (stepm+YEARM-1)/YEARM;  
   if (stepm<=24) stepsize=2;    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   agelim=AGESUP;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   hstepm=stepsize*YEARM; /* Every year of age */        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        printf(" Error in movingaverage mobilav=%d\n",mobilav);
        }
   k=0;    }
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    strcpy(fileresprobmorprev,"prmorprev"); 
       k=k+1;    sprintf(digit,"%-d",ij);
         fprintf(ficrespij,"\n#****** ");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         for(j=1;j<=cptcoveff;j++)    strcat(fileresprobmorprev,digit); /* Tvar to be done */
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         fprintf(ficrespij,"******\n");    strcat(fileresprobmorprev,fileres);
            if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           oldm=oldms;savm=savms;    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
           fprintf(ficrespij,"# Age");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           for(i=1; i<=nlstate;i++)    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
             for(j=1; j<=nlstate+ndeath;j++)      fprintf(ficresprobmorprev," p.%-d SE",j);
               fprintf(ficrespij," %1d-%1d",i,j);      for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"\n");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
           for (h=0; h<=nhstepm; h++){    }  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    fprintf(ficresprobmorprev,"\n");
             for(i=1; i<=nlstate;i++)    fprintf(ficgp,"\n# Routine varevsij");
               for(j=1; j<=nlstate+ndeath;j++)    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
             fprintf(ficrespij,"\n");  /*   } */
           }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           fprintf(ficrespij,"\n");    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
         }    fprintf(ficresvij,"# Age");
     }    for(i=1; i<=nlstate;i++)
   }      for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   fclose(ficrespij);    fprintf(ficresvij,"\n");
   
   /*---------- Health expectancies and variances ------------*/    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   strcpy(filerest,"t");    doldm=matrix(1,nlstate,1,nlstate);
   strcat(filerest,fileres);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   if((ficrest=fopen(filerest,"w"))==NULL) {    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;  
   }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   strcpy(filerese,"e");    
   strcat(filerese,fileres);    if(estepm < stepm){
   if((ficreseij=fopen(filerese,"w"))==NULL) {      printf ("Problem %d lower than %d\n",estepm, stepm);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    }
   }    else  hstepm=estepm;   
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    /* 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. 
  strcpy(fileresv,"v");       nhstepm is the number of hstepm from age to agelim 
   strcat(fileresv,fileres);       nstepm is the number of stepm from age to agelin. 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {       Look at hpijx to understand the reason of that which relies in memory size
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);       and note for a fixed period like k years */
   }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
   k=0;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   for(cptcov=1;cptcov<=i1;cptcov++){       results. So we changed our mind and took the option of the best precision.
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    */
       k=k+1;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       fprintf(ficrest,"\n#****** ");    agelim = AGESUP;
       for(j=1;j<=cptcoveff;j++)    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       fprintf(ficrest,"******\n");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       fprintf(ficreseij,"\n#****** ");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       for(j=1;j<=cptcoveff;j++)      gp=matrix(0,nhstepm,1,nlstate);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      gm=matrix(0,nhstepm,1,nlstate);
       fprintf(ficreseij,"******\n");  
   
       fprintf(ficresvij,"\n#****** ");      for(theta=1; theta <=npar; theta++){
       for(j=1;j<=cptcoveff;j++)        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       fprintf(ficresvij,"******\n");        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       oldm=oldms;savm=savms;  
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          if (popbased==1) {
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          if(mobilav ==0){
       oldm=oldms;savm=savms;            for(i=1; i<=nlstate;i++)
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);              prlim[i][i]=probs[(int)age][i][ij];
                }else{ /* mobilav */ 
       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);              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficrest,"\n");          }
                }
       hf=1;    
       if (stepm >= YEARM) hf=stepm/YEARM;        for(j=1; j<= nlstate; j++){
       epj=vector(1,nlstate+1);          for(h=0; h<=nhstepm; h++){
       for(age=bage; age <=fage ;age++){            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
         fprintf(ficrest," %.0f",age);          }
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){        }
           for(i=1, epj[j]=0.;i <=nlstate;i++) {        /* This for computing probability of death (h=1 means
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];           computed over hstepm matrices product = hstepm*stepm months) 
           }           as a weighted average of prlim.
           epj[nlstate+1] +=epj[j];        */
         }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1, vepp=0.;i <=nlstate;i++)          for(i=1,gpp[j]=0.; i<= nlstate; i++)
           for(j=1;j <=nlstate;j++)            gpp[j] += prlim[i][i]*p3mat[i][j][1];
             vepp += vareij[i][j][(int)age];        }    
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        /* end probability of death */
         for(j=1;j <=nlstate;j++){  
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
         }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficrest,"\n");        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){
  fclose(ficreseij);            for(i=1; i<=nlstate;i++)
  fclose(ficresvij);              prlim[i][i]=probs[(int)age][i][ij];
   fclose(ficrest);          }else{ /* mobilav */ 
   fclose(ficpar);            for(i=1; i<=nlstate;i++)
   free_vector(epj,1,nlstate+1);              prlim[i][i]=mobaverage[(int)age][i][ij];
   /*  scanf("%d ",i); */          }
         }
   /*------- Variance limit prevalence------*/    
         for(j=1; j<= nlstate; j++){
 strcpy(fileresvpl,"vpl");          for(h=0; h<=nhstepm; h++){
   strcat(fileresvpl,fileres);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          }
     exit(0);        }
   }        /* This for computing probability of death (h=1 means
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);           computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
  k=0;        */
  for(cptcov=1;cptcov<=i1;cptcov++){        for(j=nlstate+1;j<=nlstate+ndeath;j++){
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for(i=1,gmp[j]=0.; i<= nlstate; i++)
      k=k+1;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
      fprintf(ficresvpl,"\n#****** ");        }    
      for(j=1;j<=cptcoveff;j++)        /* end probability of death */
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
      fprintf(ficresvpl,"******\n");        for(j=1; j<= nlstate; j++) /* vareij */
                for(h=0; h<=nhstepm; h++){
      varpl=matrix(1,nlstate,(int) bage, (int) fage);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
      oldm=oldms;savm=savms;          }
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
    }        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
  }          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   fclose(ficresvpl);  
       } /* End theta */
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      for(h=0; h<=nhstepm; h++) /* veij */
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=1; j<=nlstate;j++)
            for(theta=1; theta <=npar; theta++)
              trgradg[h][j][theta]=gradg[h][theta][j];
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(theta=1; theta <=npar; theta++)
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          trgradgp[j][theta]=gradgp[theta][j];
      
   free_matrix(matcov,1,npar,1,npar);  
   free_vector(delti,1,npar);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        for(i=1;i<=nlstate;i++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);        for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   printf("End of Imach\n");  
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      for(h=0;h<=nhstepm;h++){
          for(k=0;k<=nhstepm;k++){
   /* 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);*/          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   /*printf("Total time was %d uSec.\n", total_usecs);*/          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   /*------ End -----------*/          for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
  end:              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 #ifdef windows        }
  chdir(pathcd);      }
 #endif    
  /*system("wgnuplot graph.plt");*/      /* pptj */
  system("../gp37mgw/wgnuplot graph.plt");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 #ifdef windows      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   while (z[0] != 'q') {        for(i=nlstate+1;i<=nlstate+ndeath;i++)
     chdir(pathcd);          varppt[j][i]=doldmp[j][i];
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      /* end ppptj */
     scanf("%s",z);      /*  x centered again */
     if (z[0] == 'c') system("./imach");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     else if (z[0] == 'e') {      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
       chdir(path);   
       system("index.htm");      if (popbased==1) {
     }        if(mobilav ==0){
     else if (z[0] == 'q') exit(0);          for(i=1; i<=nlstate;i++)
   }            prlim[i][i]=probs[(int)age][i][ij];
 #endif        }else{ /* mobilav */ 
 }          for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i]==1 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i]==0 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         if (wav[i]>1 & agecens[i]>15) {
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov){
     int i;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathimach=%s, pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           fprintf(ficparo,"%1d%1d",i1,j1);
           if(mle==1)
             printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             if(mle==1){
               printf(" %lf",param[i][j][k]);
               fprintf(ficlog," %lf",param[i][j][k]);
             }
             else
               fprintf(ficlog," %lf",param[i][j][k]);
             fprintf(ficparo," %lf",param[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar,"%le",&delti3[i][j][k]);
             printf(" %le",delti3[i][j][k]);
             fprintf(ficparo," %le",delti3[i][j][k]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       delti=delti3[1][1];
   
   
       /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
     
       matcov=matrix(1,npar,1,npar);
       for(i=1; i <=npar; i++){
         fscanf(ficpar,"%s",&str);
         if(mle==1)
           printf("%s",str);
         fprintf(ficlog,"%s",str);
         fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
           fscanf(ficpar," %le",&matcov[i][j]);
           if(mle==1){
             printf(" %.5le",matcov[i][j]);
           }
           fprintf(ficlog," %.5le",matcov[i][j]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
       for(i=1; i <=npar; i++)
         for(j=i+1;j<=npar;j++)
           matcov[i][j]=matcov[j][i];
       
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter file ----------*/
       strcpy(rfileres,"r");    /* "Rparameterfile */
       strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
       strcat(rfileres,".");    /* */
       strcat(rfileres,optionfilext);    /* Other files have txt extension */
       if((ficres =fopen(rfileres,"w"))==NULL) {
         printf("Problem writing new parameter file: %s\n", fileres);goto end;
         fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
       }
       fprintf(ficres,"#%s\n",version);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
         for(j=0; line[j] != '\n';j++){  /* Untabifies line */
           if(line[j] == '\t')
             line[j] = ' ';
         }
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (j=1; j<=lastpass; j++)
           if (s[j][i]>nlstate) {
             dcwave[i]=j;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];agecens[i]=1.; 
           if (ageexmed[i]>1 & wav[i]>0) agecens[i]=agev[mw[j][i]][i];
           cens[i]=1;
           
           if (ageexmed[i]<1) cens[i]=-1;
           if (agedc[i]< AGESUP & agedc[i]>1 & dcwave[i]>firstpass & dcwave[i]<=lastpass) cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
   
       p[1]=0.1; p[2]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow-mort"); 
     strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     /*  for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     */
     fprintf(ficrespow,"\n");
   
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM,delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov);
     } /* Endof if mle==-3 */
   
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                    model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                    jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
         
      /*------------ free_vector  -------------*/
      /*  chdir(path); */
    
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
       free_lvector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,0,NCOVMAX,1,n);*/
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
   
   
       /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficrespl,"#Stable prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       prlim=matrix(1,nlstate,1,nlstate);
   
       agebase=ageminpar;
       agelim=agemaxpar;
       ftolpl=1.e-10;
       i1=cptcoveff;
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
           
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
       fclose(ficrespl);
   
       /*------------- h Pij x at various ages ------------*/
     
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
   
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         }
       }
   
       varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total LEs with variances: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficreseij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
           vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
           if(popbased==1){
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
           }
   
    
           fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
           for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
           fprintf(ficrest,"\n");
   
           epj=vector(1,nlstate+1);
           for(age=bage; age <=fage ;age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             if (popbased==1) {
               if(mobilav ==0){
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=probs[(int)age][i][k];
               }else{ /* mobilav */ 
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=mobaverage[(int)age][i][k];
               }
             }
           
             fprintf(ficrest," %4.0f",age);
             for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
               for(i=1, epj[j]=0.;i <=nlstate;i++) {
                 epj[j] += prlim[i][i]*eij[i][j][(int)age];
                 /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
               }
               epj[nlstate+1] +=epj[j];
             }
   
             for(i=1, vepp=0.;i <=nlstate;i++)
               for(j=1;j <=nlstate;j++)
                 vepp += vareij[i][j][(int)age];
             fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
             for(j=1;j <=nlstate;j++){
               fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
             }
             fprintf(ficrest,"\n");
           }
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_vector(epj,1,nlstate+1);
         }
       }
       free_vector(weight,1,n);
       free_imatrix(Tvard,1,15,1,2);
       free_imatrix(s,1,maxwav+1,1,n);
       free_matrix(anint,1,maxwav,1,n); 
       free_matrix(mint,1,maxwav,1,n);
       free_ivector(cod,1,n);
       free_ivector(tab,1,NCOVMAX);
       fclose(ficreseij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of stable prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficresvpl,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvpl,"******\n");
         
           varpl=matrix(1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
       free_matrix(covar,0,NCOVMAX,1,n);
       free_matrix(matcov,1,npar,1,npar);
       /*free_vector(delti,1,npar);*/
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       free_matrix(agev,1,maxwav,1,imx);
       free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,"\"");
     strcat(plotcmd,pathimach);
     strcat(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd,"\"");
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         system(optionfilehtm);
       }
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

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changed lines
  Added in v.1.103


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