nag_correg_robustm_corr_huber (g02hkc) Example Program Results

nag_correg_robustm_corr_huber (g02hkc) required 23 iterations to converge

Covariance matrix
     3.461
    -3.681     5.348
     4.682    -6.645    14.439

theta
     5.818
     3.681
    15.037