GitHub repository: katherineloor/relliptical
Primary language: C++
Description: It offers random numbers generation from members of the truncated multivariate elliptical family of distribution such as the truncated versions of the Normal, Student-t, Pearson VII, Slash, Logistic, among others. Particular distributions can be provided by specifying the density generating function. It also computes the first two moments (covariance matrix as well) for some particular distributions.