I want to generate multi class classification data in R. Suppose, I want to create 4 classes and $X|Y=y \sim \mathcal{N}(\mu_y,\Sigma_y)$. I know that we will use mvrnorm
function in R to create multivariate data. But how do I create classes and write it as a dataset with features and response Y.
Generate classes separately but how? I am stuck.