nag_correg_robustm_corr_user_deriv (g02hlc) Example Program Results

nag_correg_robustm_corr_user_deriv (g02hlc) required   25 iterations to converge

Robust covariance matrix
     3.278
    -3.692      5.284
     4.739     -6.409     11.837

Robust estimates of theta
      5.700
      3.864
     14.704