
setting A: well specified, r = w*.x
 pairs   100 (mean cosine of the fitted direction with w*: 0.873)
          N       1       4      16      64     256    1024    4096
    kappa=0   -0.19    2.68    4.56    6.28    7.30    8.27    9.34
    kappa=1   -0.19    2.68    4.69    6.29    7.20    8.21    9.22
    kappa=2   -0.19    2.55    4.45    5.88    6.51    7.36    8.46
 pairs   400 (mean cosine of the fitted direction with w*: 0.968)
          N       1       4      16      64     256    1024    4096
    kappa=0    0.12    2.93    5.06    6.58    7.90    9.30   10.50
    kappa=1    0.12    2.97    5.05    6.59    7.80    9.27   10.47
    kappa=2    0.12    2.97    5.03    6.53    7.76    9.18   10.28
 pairs  1600 (mean cosine of the fitted direction with w*: 0.992)
          N       1       4      16      64     256    1024    4096
    kappa=0    0.16    3.50    5.50    6.92    8.36    9.57   10.88
    kappa=1    0.16    3.49    5.48    6.91    8.36    9.56   10.86
    kappa=2    0.16    3.50    5.49    6.89    8.36    9.54   10.84

setting B: saturating, r = u - 0.1 u^2
 pairs   100 (mean cosine of the fitted direction with w*: 0.867)
          N       1       4      16      64     256    1024    4096
    kappa=0   -0.76    1.37    2.17    2.04    1.52    0.81    0.08
    kappa=1   -0.76    1.33    2.16    2.03    1.54    0.79    0.09
    kappa=2   -0.76    1.15    2.13    2.10    1.71    1.07    0.37
 pairs   400 (mean cosine of the fitted direction with w*: 0.964)
          N       1       4      16      64     256    1024    4096
    kappa=0   -0.61    1.63    2.20    1.87    1.26    0.24   -0.82
    kappa=1   -0.61    1.64    2.18    1.89    1.29    0.26   -0.79
    kappa=2   -0.61    1.61    2.18    1.90    1.32    0.34   -0.67
 pairs  1600 (mean cosine of the fitted direction with w*: 0.991)
          N       1       4      16      64     256    1024    4096
    kappa=0   -0.62    1.69    2.30    1.91    1.09    0.16   -0.90
    kappa=1   -0.62    1.69    2.30    1.92    1.09    0.17   -0.87
    kappa=2   -0.62    1.69    2.30    1.92    1.11    0.18   -0.83
