MU                      Auxiliary function that computes the singular
                        values of the SVD of the operator F_c in
                        Gaillac and Gautier 2018.
MU_fourier              Auxiliary function that computes the singular
                        values of the SVD of the operator F_c in
                        Gaillac and Gautier 2018 using the Fast Fourier
                        transform for the integration.
PSI_mu                  Ausiliary function that evaluates the SVD of
                        F_c on a pre-specified grid divided by the
                        singular values to the square.
PSI_mu_fourier          Auxiliary funciton for the evaluation of the
                        SVD of F_c on a pre-specified grid divided by
                        the singular values to the square.
boot_stat               Auxiliary function for parallel implementation
                        of rc_estim
get_psi_mu              Auxiliary function for the computation of the
                        eigenvalues of the SVD of F_c
get_u                   Computation of the coefficients of the PSWF on
                        the Legendre polynomials basis of L^2(-1,1)
insertEO                Auxiliary function that put together even and
                        odd functions of the SVD in an only one output
                        list.
legendrequad            Auxiliary function that compute the Legendre
                        quadrature of order K
myDiag                  Auxiliary function to form matrices equal to x
                        everywhere except from the upper/lower k
                        diagonal, which values are vec
rc_estim                Adaptive estimation of the joint density of
                        random coefficients model in a linear random
                        coefficient model
repmat                  Auxiliary function that extends the matrix X
