NAG Library Manual, Mark 28.6
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02BYF Example Program Results

 Correlation matrix
          1       2       3
 1   1.0000  0.7560  0.8309
 2           1.0000  0.9876
 3                   1.0000

 Partial Correlation matrix
          1       2
 1   1.0000 -0.7381
 2           1.0000