diff --git a/sktree/datasets/hyppo.py b/sktree/datasets/hyppo.py index aab4f9502..629178dbd 100644 --- a/sktree/datasets/hyppo.py +++ b/sktree/datasets/hyppo.py @@ -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