NAG Library Manual, Mark 29.3
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NAG CL Interface Introduction
Example description

nag_correg_lars (g02mac) Example Program Results

Parameter Estimates from nag_correg_lars (g02mac)
  Step                      Parameter Estimate
 -----------------------------------------------------------------
    1     0.000     0.000     3.125     0.000     0.000     0.000
    2     0.000     0.000     3.792     0.000     0.000    -0.713
    3    -0.446     0.000     3.998     0.000     0.000    -1.151
    4    -0.628    -0.295     4.098     0.000     0.000    -1.466
    5    -1.060    -1.056     4.110    -0.864     0.000    -1.948
    6    -1.073    -1.132     4.118    -0.935    -0.059    -1.981

Additional Parameter Estimates from nag_correg_lars_param (g02mcc)
   nk                       Parameter Estimate
 -----------------------------------------------------------------
  0.2     0.000     0.000     0.625     0.000     0.000     0.000
  1.2     0.000     0.000     3.258     0.000     0.000    -0.143
  3.2    -0.483    -0.059     4.018     0.000     0.000    -1.214
  4.5    -0.844    -0.676     4.104    -0.432     0.000    -1.707
  5.2    -1.062    -1.071     4.112    -0.878    -0.012    -1.955