test_that("glasso returns valid structure", { set.seed(10) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) expect_s3_class(fit, "huge") expect_equal(fit$method, "glasso") expect_equal(length(fit$path), length(fit$lambda)) expect_equal(length(fit$icov), length(fit$lambda)) expect_equal(length(fit$sparsity), length(fit$lambda)) expect_equal(length(fit$loglik), length(fit$lambda)) expect_equal(length(fit$df), length(fit$lambda)) }) test_that("glasso lambda path is decreasing and sparsity is non-decreasing", { set.seed(11) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) expect_true(all(diff(fit$lambda) < 0)) expect_true(all(diff(fit$sparsity) >= -1e-10)) expect_true(all(diff(fit$df) >= 0)) }) test_that("glasso loglik values are finite", { set.seed(12) L <- huge.generator(n = 80, d = 30, graph = "band", verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) expect_true(all(is.finite(fit$loglik))) }) test_that("glasso path matrices are symmetric", { set.seed(13) L <- huge.generator(n = 80, d = 30, graph = "cluster", verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) for (k in seq_along(fit$path)) { p <- as.matrix(fit$path[[k]]) expect_equal(p, t(p), info = paste("path asymmetric at k =", k)) expect_true(all(diag(p) == 0)) } }) test_that("glasso icov matrices are symmetric", { set.seed(14) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) for (k in seq_along(fit$icov)) { ic <- fit$icov[[k]] expect_equal(ic, t(ic), tolerance = 1e-4, info = paste("icov asymmetric at k =", k)) } }) test_that("glasso with scr=TRUE produces valid results", { set.seed(15) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) fit <- huge(L$data, method = "glasso", scr = TRUE, verbose = FALSE) expect_true(all(diff(fit$sparsity) >= -1e-10)) expect_true(all(is.finite(fit$loglik))) }) test_that("glasso cov.output works", { set.seed(16) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) fit <- huge(L$data, method = "glasso", cov.output = TRUE, verbose = FALSE) expect_true(!is.null(fit$cov)) expect_equal(length(fit$cov), length(fit$lambda)) for (k in seq_along(fit$cov)) { co <- fit$cov[[k]] expect_equal(dim(co), c(30, 30)) expect_equal(co, t(co), tolerance = 1e-10) } }) test_that("glasso accepts covariance matrix input", { set.seed(17) L <- huge.generator(n = 80, d = 30, graph = "hub", verbose = FALSE) S <- cor(L$data) fit <- huge(S, method = "glasso", verbose = FALSE) expect_s3_class(fit, "huge") expect_true(fit$cov.input) expect_true(all(diff(fit$sparsity) >= -1e-10)) }) test_that("glasso works across graph types", { set.seed(18) for (g in c("hub", "band", "cluster", "random")) { L <- huge.generator(n = 60, d = 20, graph = g, verbose = FALSE) fit <- huge(L$data, method = "glasso", verbose = FALSE) expect_true(all(diff(fit$sparsity) >= -1e-10), info = paste("non-monotone sparsity for graph =", g)) } })