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/MTEST-COV1       / Covariance matrix equal to given matrix
Comparing the covariance matrix S of a multivariate normal sample to
a given positive definite matrix S0 by an asymptotic test.
This sucro must be activated in the form
/MTEST-COV1 R,MSN,S0
R is the sample correlation matrix and MSN the matrix of means and
standard deviations. These matrices are usually obtained as CORR.M
and MSN.M by the CORR operation.

  M = More information on the /MTEST sucro family