Fix R devel notes (#389)

* Enabling the MSEv criterion in the explain function for python wrapper

* Update the examples to upack the `MSEv` criterion from the call to `explain()`.

* Added `MSEv_uniform_comb_weights` as a parameter

* Corrected the documentation.

* Add something and ...

* then remove it to make github check tests again.

* running all examples and adding MSEv to them

* fix R CMD check notes from R-devel

* fix names

* last_epoch -> last_state

* Update R/approach_vaeac_torch_modules.R

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Co-authored-by: LHBO <lholsen@math.uio.no>