```/* nag_robust_m_regsn_param_var (g02hfc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 7, 2002.
* Mark 7b revised, 2004.
*/

#include <math.h>
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>

#ifdef __cplusplus
extern "C" {
#endif
static double NAG_CALL psi(double t, Nag_Comm *comm);
static double NAG_CALL psp(double t, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{

/* Scalars */
double        sigma;
Integer       exit_status, i, j, k, m, n;
Integer       pdc, pdx;
NagError      fail;
Nag_OrderType order;
Nag_Comm      comm;

/* Arrays */
static double ruser[2] = {-1.0, -1.0};
double        *cov = 0, *rs = 0, *wgt = 0, *comm_arr = 0, *x = 0;

#ifdef NAG_COLUMN_MAJOR
#define COV(I, J) cov[(J-1)*pdc + I - 1]
#define X(I, J)   x[(J-1)*pdx + I - 1]
order = Nag_ColMajor;
#else
#define COV(I, J) cov[(I-1)*pdc + J - 1]
#define X(I, J)   x[(I-1)*pdx + J - 1]
order = Nag_RowMajor;
#endif
exit_status = 0;
INIT_FAIL(fail);

printf(
"nag_robust_m_regsn_param_var (g02hfc) Example Program Results\n");

/* For communication with user-supplied functions: */
comm.user = ruser;

/* Skip heading in data file */
scanf("%*[^\n] ");

/* Read in the dimensions of X */
scanf("%ld%ld%*[^\n] ", &n, &m);

/* Allocate memory */
if (!(cov = NAG_ALLOC(m * m, double)) ||
!(rs = NAG_ALLOC(n, double)) ||
!(wgt = NAG_ALLOC(n, double)) ||
!(comm_arr = NAG_ALLOC(m*(n+m+1)+2*n, double)) ||
!(x = NAG_ALLOC(n * m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

#ifdef NAG_COLUMN_MAJOR
pdc = m;
pdx = n;
#else
pdc = m;
pdx = m;
#endif

printf("\n");

/* Read in the X matrix */
for (i = 1; i <= n; ++i)
{
for (j = 1; j <= m; ++j)
{
scanf("%lf", &X(i, j));
}
scanf("%*[^\n] ");
}

scanf("%lf%*[^\n] ", &sigma);

/* Read in weights and residuals */
for (i = 1; i <= n; ++i)
{
scanf("%lf%lf%*[^\n] ", &wgt[i - 1], &rs[i - 1]);
}

/* Set parameters for Schweppe type regression */
/* nag_robust_m_regsn_param_var (g02hfc).
* Robust regression, variance-covariance matrix following
* nag_robust_m_regsn_user_fn (g02hdc)
*/
nag_robust_m_regsn_param_var(order, psi, psp, Nag_SchweppeReg, Nag_CovMatAve,
sigma, n, m, x, pdx,
rs, wgt, cov, pdc, comm_arr, &comm, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_robust_m_regsn_param_var (g02hfc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

printf("Covariance matrix\n");
for (j = 1; j <= m; ++j)
{
for (k = 1; k <= m; ++k)
{
printf("%10.4f%s", COV(j, k), k%6 == 0 || k == m?"\n":" ");
}
}

END:
NAG_FREE(cov);
NAG_FREE(rs);
NAG_FREE(wgt);
NAG_FREE(comm_arr);
NAG_FREE(x);

return exit_status;
}

static double NAG_CALL psi(double t, Nag_Comm *comm)
{
double ret_val;

if (comm->user[0] == -1.0)
{
printf("(User-supplied callback psi, first invocation.)\n");
comm->user[0] = 0.0;
}

if (t <= -1.5)
{
ret_val = -1.5;
}
else if (fabs(t) < 1.5)
{
ret_val = t;
}
else
{
ret_val = 1.5;
}
return ret_val;
}

static double NAG_CALL psp(double t, Nag_Comm *comm)
{
double ret_val;

if (comm->user[1] == -1.0)
{
printf("(User-supplied callback psp, first invocation.)\n");
comm->user[1] = 0.0;
}

ret_val = 0.0;
if (fabs(t) < 1.5)
{
ret_val = 1.0;
}
return ret_val;
}
```