JuliaStats/Distributions.jl — pull request #12 by andreasnoackjensen (2013-01-18 11:21:53+00:00)
Title: Add tvpack and methods for two and three dimentional gaussian and t distributed variates.

Professor Genz has agreed to my translation use in Julia if a reference to his Fortran original is included in the source (and documentation when it is written).

There are also cdfs for multivariate t distributions but I haven't written types and methods for that yet. I have tested the functions agains the Fortran original through R's mvtnorm.