Some example data
A list including: data: The 600 x 20 matrix, the design matrix. L0: The subgroup to which each sample truly belongs. Mu0: The true mean parameters of 3 subgroups. Theta0: The true precision matrices of 3 subgroups. n_all: The total sample size. K0: The true number of subgroups 3.
Simulated data (see examples in the function tuning.lambda.FGGM)
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