• testOTM is an R package that computes multivariate ranks and quantiles defined through the theory of optimal transportation … [Read More]
An interactive optimal transport map between $U[0,1]^3$ and a (scaled) trivariate Gaussian sample of size $10$ (blue points). The cube (representing the support of $U[0,1]^3$) is partitioned into $10$ convex polyhedra, where every point within each polyhedron is transported to the corresponding sample point. The orange points are the centroids of the polyhedra and indicate the correspondence between sample points and the partitions.