Tetrachoric

Vasicek

Novel series

accelerated

accelerated

atanExt

no

yes

no

yes

no

yes

h is a vector

Max abs. error

9.42e−16

1.13e−16

9.37e−14

1.68e−16

9.68e−17

1.43e−16

Average iter. 1

123.2

47.2

3,575.4

65.3

66.9

22.8

r is a vector

Max abs. error

4.77e−15

1.13e−16

9.37e−14

1.68e−16

9.68e−17

1.43e−16

Average iter. 1

1,601.3

65.2

188,834.8

66.6

75.5

36.4

for both

Average iter. 2

84.2

29.8

3,355.8

31.2

38.5

18.6

Maximum iter.

2,447

113

199,790

141

125

50