Add README.md

README.md

+The two-dimensional data X ∈ R2 in each class is generated from
+a mixture of 10 different bivariate Gaussian distributions with uncorrelated
+components and different means
+
+The code generates a training sample of size 200 and a test sample of size 10,000, and
+calculates the training and test errors (the averaged 0/1 error)
+for the following four procedures:
+• Linear regression with cut-off value 0.5,
+• quadratic regression with cut-off value 0.5,
+• kNN classification with k chosen by 10-fold cross-validation, and
+• the Bayes rule
+
+Files:
+Self_data_generating_classfier - R code that generates data, calculates the error for the four procedures and creates a box plot
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