dat = msaenet.sim.gaussian(n = 150, p = 500, rho = 0.6,
coef = rep(1, 5), snr = 2, p.train = 0.7,
seed = 1001)
msaenet.fit = msaenet(dat$x.tr, dat$y.tr,
alphas = seq(0.2, 0.8, 0.2),
nsteps = 3L, seed = 1003)
msaenet.pred = predict(msaenet.fit, dat$x.te)
msaenet.rmse(dat$y.te, msaenet.pred)
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