I am not sure if it is possible but I want to change dnx version when dnx . run from Visual Studio Code.
Even if my current dnx version is 1.0.0-beta5-11682 core
dnvm use VERSION -p
where -p is persistent, you can use without it to set version just for the current session.
example
dnvm use 1.0.0-beta4
or
dnvm use 1.0.0-beta4 -p