compute.movi: Compute the mMSE gap value
In LuZhangH/floodgate: Floodgate: inference for model-free variable importance

This function computes the mMSE gap value.

compute.movi(
  beta,
  Xmodel = "gaussian",
  Ydist = "gaussian",
  sigma_X.list = NULL,
  X = NULL,
  nulls.list = NULL
)

`beta`	a p-dimensional vector, true regression coefficients.
`Xmodel`	model of the covaraites (default: "gaussian").
`Ydist`	the type of conditional model.
`sigma_X.list`	a list of length p, with each element being the variance of the conditional distribution.
`X`	a n by p matrix, containing all the covariates.
`nulls.list`	a list of length p, whose element is a (\|i2\|*K)-dimensional vector, which contains K set of null samples.