library(huge) #generate data cat("---------------------------------------------\n") cat("--------------without scr--------------------\n") cat("---------------------------------------------\n") set.seed(123) L = huge.generator(n = 100, d = 200, graph = "hub", g = 10) out_glasso = huge(L$data, method = "mb", verbose = F) out_glasso = huge(L$data, method = "glasso", verbose = F) cat("---------------------------------------------\n") cat("---------------with scr----------------------\n") cat("---------------------------------------------\n") huge(L$data, method = "mb", verbose = F, scr = T) huge(L$data, method = "glasso", verbose = F, scr = T) cat("---------------------------------------------\n") cat("---------------use tiger---------------------\n") cat("---------------------------------------------\n") huge(L$data, method = "tiger", verbose = FALSE) cat("---------------------------------------------\n") cat("---------------inference---------------------\n") cat("---------------------------------------------\n") huge.inference(L$data, tail(out_glasso$icov, 1)[[1]], L$theta)