NAG Library Manual, Mark 30.2
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02HMF Example Program Results

 G02HMF required 34 iterations to converge

 Robust covariance matrix
             1          2          3
 1      3.2779    -3.6918     4.7391
 2                 5.2841    -6.4087
 3                           11.8373

 Robust estimates of THETA
      5.700
      3.864
     14.704