Simmulated data for the high-5-sized scenario and low-sized. It contains a list
with the who cases, each of them with the following fields:
x X matrix for training set
y Y vector for training set
xval X matrix for validation set
yval Y vector for validation set
beta true beta array
Hastie, Trevor, Robert Tibshirani, and Ryan J. Tibshirani. "Extended comparisons of best subset selection, forward stepwise selection, and the lasso." arXiv preprint arXiv:1707.08692 (2017).
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