topic Re: Simulation using SAS in SAS/IML Software and Matrix Computations

Simulation using SAS

GehadElsayed123 — Sat, 31 Mar 2018 01:18:24 GMT

i want to simulate and compute the T- square multivariate control chart by using SAS/STAT

and i start write the code but i can't finish it

Re: Simulation using SAS

PeterClemmensen — Tue, 03 Apr 2018 06:37:34 GMT

This may be of help

http://sas-and-r.blogspot.dk/2010/05/example-737-calculation-of-hotellings.html

Re: Simulation using SAS

Rick_SAS — Tue, 03 Apr 2018 09:54:27 GMT

Tsquared is the squared Mahalanobis distance (with estimated covariance) between the observed mean and the null hypothesis mean. So use the following (untested):

S = cov(X); /* observed covariance */

xbar = mean(X); /* observed mean */

T2 = m*(xbar - mean)`*inv(S)*(xbar - mean);