nag_correg_robustm_corr_user (g02hmc) Example Program Results nag_correg_robustm_corr_user (g02hmc) required 34 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