NAG Library Manual, Mark 30.3
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NAG CL Interface Introduction
Example description

nag_univar_estim_genpareto (g07bfc) Example Program Results

 Parameter estimates
 xi          5.404394e-01
 beta        1.040549e+00

 Observed distribution
 Var(xi)             7.993204e-02
 Var(beta)           1.198720e-01
 Covar(xi,beta)      -4.550923e-02

 Final log-likelihood: -3.634433e+01