SAS/IML Software and Matrix Computations

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GehadElsayed123
Calcite | Level 5

 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 

 

2 REPLIES 2
Rick_SAS
SAS Super FREQ

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);

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