Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
These are the python scripts that allow to generate the numerical simulations from paper "Optimal cleaning for singular values of cross-covariance matrices", by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
base_functions.py is imported in all scripts: in their current form, the imports work if base_functions.py is in the same directory as the scripts where it is imported
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