This is an implementation of Leo Breiman's ringnorm example[1]. It is a 20 dimensional, 2 class classification example. Each class is drawn from a multivariate normal distribution.
Class 1 has mean zero and covariance 4 times the identity.
Class 2 has mean (a,a,..a) and unit covariance. a = 2/sqrt(20).
Breiman reports the theoretical expected misclassification rate as 1.3%. He used 300 training examples with CART and found an error of 21.4%.
