testOTM
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testOTM
is an R package that computes multivariate ranks and quantiles defined through the theory of optimal transports. It also provides several applications of these statistics, most notably the two-sample multivariate goodness-of-fit testing. The user can use this package to visualize the optimal transport map between uniform probability measure and any data-set. The following interactive plot showcases an optimal transport map between $U[0,1]^3$ and a trivariate Gaussian sample: