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The 100 by 100 rotation matrix used in Model 2 in Cannings and Samworth (2017).
data(R)
A 100 by 100 rotation matrix
Cannings, T. I. and Samworth, R. J. (2017) Random-projection ensemble classification, J. Roy. Statist. Soc., Ser. B. (with discussion), 79, 959–1035
data(R) head(R%*%t(R))