/*Example 13.7.1 --- A Test for Equality of Covariance */
proc iml;
s1={3.622 3.564 3.415 4.282, 3.564 3.566 3.419 4.312,
    3.415 3.419 3.551 4.994, 4.282 4.312 4.994 8.032};
s2={3.403 3.277 3.543 4.555, 3.277 3.171 3.375 4.379,
    3.543 3.375 4.006 5.346, 4.555 4.379 5.346 7.770};
p=4;f1=5;f2=5;f=f1+f2; k=2;
s=(f1*s1+f2*s2)/f;
lambda=exp(f1/2*log(det(s1)))*exp(f2/2*log(det(s2)))/
       exp(f/2*log(det(s)));
alpha=(f**2-f1*f2)*(2*p**2+3*p-1)/(12*(p+1)*f1*f2);
g=p*(p+1)/2; m=f-2*alpha;
chi0=-2*m*log(lambda)/f;
chia=cinv(1-0.05,g);
print alpha lambda chi0 chia;
if chi0>chia then print "CHI0 > CHIA: reject";
         else print "CHI0 < CHIA: accept";
quit;
           ALPHA        LAMBDA
            2.15     0.0001992
            CHI0          CHIA
       9.7140122     18.307038
            CHI0 < CHIA: accept