nag_correg_robustm_user_varmat (g02hfc) Example Program Results

(User-supplied callback psp, first invocation.)
(User-supplied callback psi, first invocation.)
Covariance matrix
    0.2070     0.0000    -0.0478
    0.0000     0.2229     0.0000
   -0.0478     0.0000     0.0796