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Add to docstring
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Signed-off-by: Adam Li <adam2392@gmail.com>
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adam2392 committed Feb 23, 2024
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6 changes: 6 additions & 0 deletions sktree/datasets/hyppo.py
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Expand Up @@ -81,6 +81,12 @@ def make_marron_wand_classification(
):
"""Generate Marron-Wand binary classification dataset.
The simulation is similar to that of :func:`sktree.datasets.make_trunk_classification`
where the first class is generated from a multivariate-Gaussians with mean vector of
0's. The second class is generated from a mixture of Gaussians with mean vectors
specified by the Marron-Wand simulations, but as the dimensionality increases, the second
class distribution approaches the first class distribution by a factor of :math:`1 / sqrt(d)`.
Full details for the Marron-Wand simulations can be found in :footcite:`marron1992exact`.
Instead of the identity covariance matrix, one can implement a banded covariance matrix
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