Generation of Trunk's classification problem of 2 Gaussian classes
A = GENTRUNK(N,K)
Generation of a K-dimensional 2-class dataset A of N objects. Both classes are Gaussian distributed with the idenity matrix as covariance matrix. The means of the first class are defined by ua(j) = 1/sqrt(j). The means for the second class are ub = -ua. These means are such that the Nearest Mean Classifier always shows peaking for a finite training set.
1. G.V. Trunk, A Problem of Dimensionality: A Simple Example, IEEE Trans. Pattern Analysis and Machine Intelligence, vol. 1, pp. 306-307, 1979
a = gentrunk([1000 1000],200);