nag_robust_m_corr_user_fn_no_derr (g02hmc) Example Program Results
nag_robust_m_corr_user_fn_no_derr (g02hmc) required 34 iterations to converge
Robust covariance matrix
3.278
-3.692 5.284
4.739 -6.409 11.837
Robust estimates of Theta
5.700
3.864
14.704