Reproduce results for the supplementary materials
===
check_assumption_plot.R: produces two plots for Figure 1 (a,b) of the supplementary,
in the Section "2.1.2. Misspecified location model"
gandk.checkassumption.R: produces 5 plots for Figure 2 (a,b,c,d) and Figure 3
of the supplementary, in the Section "2.3 Checking Assumption 5 for the g-and-k example"
multivariate.transportdistancecomparison.R: computes different transport distances
between samples generated from multivariate Normal distributions, with different
parameters and different dimensions.
multivariate.transportdistancecomparison.plots.R: loads results of above script
to create Figure 4 of the supplementary, in the Section "4. Approximation of the Wasserstein distance
".
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