set.seed(1)
n <- 200
p <- 50
s <- 10
beta <- c(rep(1,s),rep(0,p-s))
sdU <- 0.2
X <- matrix(rnorm(n*p),nrow = n,ncol = p)
W <- X + sdU * matrix(rnorm(n * p), nrow = n, ncol = p)
y <- rbinom(n, 1, (1 + exp(-X%*%beta))**(-1))
gmu_lasso <- gmu_lasso(W, y)
plot(gmu_lasso)
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