 Usage:  out0 = VaRauxdiagcat(a,b,sig,real,g)  
 
 Input:

  a                      scalar, lower limit for the interval. 
                         
  b                      scalar, upper limit for the interval. 
                         
  sig                    nx1 vector of predicted standard deviations 
                         (assume normality) 
                         
  real                   nx1 vector of realizations. 
                         
  g                      scalar, number of grid points. 
                         
 Output:

  out0                   g x 3 matrix, the "contingency table", 
                         1st column contains relative frequencies 
                         of predicted probabilities. 
                         2nd and 3rd column contain relative 
                         frequencies of predicted probabilities 
                         conditioned on the result (whether the observations 
                         fall inside or outside the specified interval) 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
