A matrix with rows corresponding to genes
and colums corresponding to observations (arrays).
The first row contains the class labels (1 and 2),
the following 2000 rows the gene expressions.
The gene expressions were drawn from a multivariate
normal distribution of dimension 2000 with mean
vector zero and an unstructured simulated covariance
matrix drawn from an inverse Wishart distribution.
The first 40 genes are differentially expressed,
the differences in the mean for the first class
were drawn from a normal distribution.