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

nag_correg_robustm (g02hac) Example Program Results

** Iteration monitoring for weights **

Iteration      1  max(abs(s(i,j))) =   1.93661e-01
       A
Row
  1  1.04e+00
  2  0.00e+00   8.05e-01
  3  0.00e+00   0.00e+00   8.05e-01
Iteration      2  max(abs(s(i,j))) =   9.25129e-02
       A
Row
  1  1.08e+00
  2  0.00e+00   8.80e-01
  3  0.00e+00   0.00e+00   8.80e-01
Iteration      3  max(abs(s(i,j))) =   3.56059e-02
       A
Row
  1  1.10e+00
  2  0.00e+00   9.11e-01
  3  0.00e+00   0.00e+00   9.11e-01
Iteration      4  max(abs(s(i,j))) =   1.29404e-02
       A
Row
  1  1.11e+00
  2  0.00e+00   9.23e-01
  3  0.00e+00   0.00e+00   9.23e-01
Iteration      5  max(abs(s(i,j))) =   4.81557e-03
       A
Row
  1  1.12e+00
  2  0.00e+00   9.27e-01
  3  0.00e+00   0.00e+00   9.27e-01
Iteration      6  max(abs(s(i,j))) =   1.81167e-03
       A
Row
  1  1.12e+00
  2  0.00e+00   9.29e-01
  3  0.00e+00   0.00e+00   9.29e-01
Iteration      7  max(abs(s(i,j))) =   6.81356e-04
       A
Row
  1  1.12e+00
  2  0.00e+00   9.29e-01
  3  0.00e+00   0.00e+00   9.29e-01
Iteration      8  max(abs(s(i,j))) =   2.56005e-04
       A
Row
  1  1.12e+00
  2  0.00e+00   9.30e-01
  3  0.00e+00   0.00e+00   9.30e-01
Iteration      9  max(abs(s(i,j))) =   9.61466e-05
       A
Row
  1  1.12e+00
  2  0.00e+00   9.30e-01
  3  0.00e+00   0.00e+00   9.30e-01
Iteration     10  max(abs(s(i,j))) =   3.61034e-05
       A
Row
  1  1.12e+00
  2  0.00e+00   9.30e-01
  3  0.00e+00   0.00e+00   9.30e-01
                 ** Iteration monitoring for theta **

 iteration       sigma       j       theta        rs

       1     1.63136e+00     1    3.93035e+00   -3.93035e+00
                             2    1.24942e+00   -1.24942e+00
                             3    9.19080e-01   -9.19080e-01
       2     4.48276e-01     1    3.96250e+00   -3.21549e-02
                             2    1.30833e+00   -5.89084e-02
                             3    8.58333e-01    6.07465e-02
       3     3.70260e-01     1    3.97530e+00   -1.28013e-02
                             2    1.30833e+00   -4.44089e-16
                             3    8.41265e-01    1.70684e-02
       4     3.23188e-01     1    3.98577e+00   -1.04731e-02
                             2    1.30833e+00   -2.22045e-16
                             3    8.27301e-01    1.39642e-02
       5     2.91377e-01     1    3.99829e+00   -1.25129e-02
                             2    1.30833e+00    2.22045e-16
                             3    8.10617e-01    1.66839e-02
       6     2.62746e-01     1    4.02376e+00   -2.54714e-02
                             2    1.30833e+00    2.22045e-16
                             3    7.76655e-01    3.39618e-02
       7     2.26353e-01     1    4.04231e+00   -1.85490e-02
                             2    1.30833e+00   -4.44089e-16
                             3    7.51923e-01    2.47320e-02
       8     2.09006e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
       9     2.04291e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
      10     2.03057e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
      11     2.02737e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
      12     2.02654e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
      13     2.02633e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
      14     2.02627e-01     1    4.04231e+00    0.00000e+00
                             2    1.30833e+00    0.00000e+00
                             3    7.51923e-01    0.00000e+00
Sigma =     0.2026

       Theta      Standard errors

      4.0423        0.0384
      1.3083        0.0272
      0.7519        0.0311

     Weights      Residuals

      0.5783        0.1179
      0.5783        0.1141
      0.5783       -0.0987
      0.5783       -0.0026
      0.4603       -0.1256
      0.4603       -0.6385
      0.4603        0.0410
      0.4603       -0.0462