NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02HFF Example Program Results

 Covariance matrix
          1       2       3
 1   0.2070  0.0000 -0.0478
 2   0.0000  0.2229  0.0000
 3  -0.0478  0.0000  0.0796