nag_robust_m_corr_user_fn (g02hlc) Example Program Results nag_robust_m_corr_user_fn (g02hlc) required 25 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