NAG Library Manual, Mark 28.5
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NAG CL Interface Introduction
Example description

nag_correg_robustm_user_varmat (g02hfc) Example Program Data

    5    3             : N  M

  1.0 -1.0 -1.0        : X1  X2  X3
  1.0 -1.0  1.0
  1.0  1.0 -1.0
  1.0  1.0  1.0
  1.0  0.0  3.0        : End of X1 X2 and X3 values

    20.7783            : SIGMA

    0.4039    0.5643   : Weights and residuals, WGT and RS
    0.5012   -1.1286
    0.4039    0.5643
    0.5012   -1.1286
    0.3862    1.1286   : End of weights and residuals