NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_correg_ssqmat_update (g02btc) Example Program Results

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Observation:    3      Weight =        0.3700

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Means
        1.3299         0.3334         0.9874

 Sums of squares and cross-products
            1          2          3
 1      8.7569     3.6978     4.0707
 2                 1.5905     1.6861
 3                            1.9297

 Variance matrix
            1          2          3
 1     10.8512     4.5822     5.0443
 2                 1.9709     2.0893
 3                            2.3912