nag_rand_times_mv_varma (g05pjc) Example Program Data
 2 1 0 48                    : k, ip, iq, n
 0.80 0.07
 0.00 0.58                   : phi(,,1)
 5.00 9.00                   : xmean
 2.97
 0.64 5.38                   : var