nag_robust_corr_estim (g02hkc) Example Program Results ** Iteration Monitoring ** Iteration 1 Max Delta = 2.62947e+00 I theta(I) 1 6.02072e+00 2 3.27481e+00 3 1.53918e+01 Matrix A 5.17053e-01 7.58801e-01 5.16157e-01 -3.45725e-01 4.25003e-01 2.86687e-01 Iteration 2 Max Delta = 1.62947e+00 I theta(I) 1 5.76604e+00 2 3.65572e+00 3 1.50902e+01 Matrix A 5.82402e-01 7.79144e-01 6.97613e-01 3.74744e-01 5.78797e-01 2.78112e-01 Iteration 3 Max Delta = 1.37053e-01 I theta(I) 1 5.80050e+00 2 3.72754e+00 3 1.51386e+01 Matrix A 5.61198e-01 8.09363e-01 8.37438e-01 3.49166e-02 5.22524e-01 3.60428e-01 Iteration 4 Max Delta = 7.59814e-02 I theta(I) 1 5.85724e+00 2 3.65115e+00 3 1.51047e+01 Matrix A 5.68250e-01 8.71962e-01 8.52451e-01 3.55609e-02 5.25305e-01 4.01279e-01 Iteration 5 Max Delta = 6.26102e-02 I theta(I) 1 5.84245e+00 2 3.66594e+00 3 1.50632e+01 Matrix A 5.70689e-01 9.03118e-01 8.71233e-01 6.50776e-03 5.20480e-01 4.10236e-01 Iteration 6 Max Delta = 5.10803e-02 I theta(I) 1 5.83395e+00 2 3.67132e+00 3 1.50568e+01 Matrix A 5.73314e-01 9.20487e-01 8.79812e-01 -1.23337e-02 5.13193e-01 4.17368e-01 Iteration 7 Max Delta = 3.43340e-02 I theta(I) 1 5.82823e+00 2 3.67478e+00 3 1.50500e+01 Matrix A 5.74727e-01 9.32164e-01 8.85888e-01 -2.52769e-02 5.09680e-01 4.22320e-01 Iteration 8 Max Delta = 2.27767e-02 I theta(I) 1 5.82460e+00 2 3.67710e+00 3 1.50455e+01 Matrix A 5.75689e-01 9.39782e-01 8.89795e-01 -3.39284e-02 5.07095e-01 4.25703e-01 Iteration 9 Max Delta = 1.51098e-02 I theta(I) 1 5.82222e+00 2 3.67857e+00 3 1.50426e+01 Matrix A 5.76292e-01 9.44737e-01 8.92349e-01 -3.96758e-02 5.05480e-01 4.27991e-01 Iteration 10 Max Delta = 9.95773e-03 I theta(I) 1 5.82068e+00 2 3.67953e+00 3 1.50406e+01 Matrix A 5.76684e-01 9.47973e-01 8.94014e-01 -4.34683e-02 5.04418e-01 4.29517e-01 Iteration 11 Max Delta = 6.54817e-03 I theta(I) 1 5.81968e+00 2 3.68014e+00 3 1.50393e+01 Matrix A 5.76938e-01 9.50083e-01 8.95100e-01 -4.59634e-02 5.03729e-01 4.30528e-01 Iteration 12 Max Delta = 4.29611e-03 I theta(I) 1 5.81903e+00 2 3.68055e+00 3 1.50385e+01 Matrix A 5.77102e-01 9.51461e-01 8.95809e-01 -4.76008e-02 5.03280e-01 4.31196e-01 Iteration 13 Max Delta = 2.81507e-03 I theta(I) 1 5.81861e+00 2 3.68081e+00 3 1.50380e+01 Matrix A 5.77209e-01 9.52361e-01 8.96272e-01 -4.86739e-02 5.02988e-01 4.31634e-01 Iteration 14 Max Delta = 1.84282e-03 I theta(I) 1 5.81833e+00 2 3.68098e+00 3 1.50376e+01 Matrix A 5.77279e-01 9.52949e-01 8.96575e-01 -4.93765e-02 5.02796e-01 4.31922e-01 Iteration 15 Max Delta = 1.20569e-03 I theta(I) 1 5.81815e+00 2 3.68109e+00 3 1.50374e+01 Matrix A 5.77325e-01 9.53333e-01 8.96772e-01 -4.98362e-02 5.02672e-01 4.32111e-01 Iteration 16 Max Delta = 7.88514e-04 I theta(I) 1 5.81803e+00 2 3.68116e+00 3 1.50372e+01 Matrix A 5.77355e-01 9.53584e-01 8.96901e-01 -5.01368e-02 5.02590e-01 4.32234e-01 Iteration 17 Max Delta = 5.15563e-04 I theta(I) 1 5.81795e+00 2 3.68121e+00 3 1.50371e+01 Matrix A 5.77374e-01 9.53748e-01 8.96986e-01 -5.03334e-02 5.02537e-01 4.32315e-01 Iteration 18 Max Delta = 3.37039e-04 I theta(I) 1 5.81790e+00 2 3.68124e+00 3 1.50370e+01 Matrix A 5.77387e-01 9.53855e-01 8.97041e-01 -5.04620e-02 5.02502e-01 4.32368e-01 Iteration 19 Max Delta = 2.20311e-04 I theta(I) 1 5.81787e+00 2 3.68126e+00 3 1.50370e+01 Matrix A 5.77395e-01 9.53925e-01 8.97077e-01 -5.05460e-02 5.02479e-01 4.32402e-01 Iteration 20 Max Delta = 1.44000e-04 I theta(I) 1 5.81785e+00 2 3.68127e+00 3 1.50370e+01 Matrix A 5.77400e-01 9.53971e-01 8.97101e-01 -5.06009e-02 5.02465e-01 4.32425e-01 Iteration 21 Max Delta = 9.41173e-05 I theta(I) 1 5.81784e+00 2 3.68128e+00 3 1.50369e+01 Matrix A 5.77404e-01 9.54001e-01 8.97116e-01 -5.06368e-02 5.02455e-01 4.32440e-01 Iteration 22 Max Delta = 6.15127e-05 I theta(I) 1 5.81783e+00 2 3.68129e+00 3 1.50369e+01 Matrix A 5.77406e-01 9.54020e-01 8.97126e-01 -5.06603e-02 5.02448e-01 4.32449e-01 nag_robust_corr_estim (g02hkc) required 23 iterations to converge Covariance matrix 3.461 -3.681 5.348 4.682 -6.645 14.439 theta 5.818 3.681 15.037