nag_correg_robustm_user (g02hdc) Example Program Results
(User-supplied callback chi, first invocation.)
(User-supplied callback psi, first invocation.)

nag_correg_robustm_user (g02hdc) required    5 iterations to converge
                   k =    3
               Sigma =    2.7783
    Theta
  12.2321
   1.0500
   1.2464

  Weights  Residuals
   0.4039   0.5643
   0.5012  -1.1286
   0.4039   0.5643
   0.5012  -1.1286
   0.3862   1.1286