Use `with` in place of `attach` for unit tests

[gaow]

Currently we have in unit tests

testthat(
   simulate(...)
   ...
)

where for simulate instead of returning an object it calls attach in the end.

I think if we still want to use such "environment" notion we can change it to:

testthat(
   with(simulate(...),
 {
   ...
 })
)

and have simulate return something.

See for example this file for the simulation implementation and this file for the function call.

[gaow]

Resolved in trendfiltering branch, thanks @KaiqianZhang for the work!