DRAYL

We offer an implementation of the series representation put forth in "A series representation for multidimensional Rayleigh distributions" by Wiegand and Nadarajah doi:10.1002/dac.3510. Furthermore we have implemented an integration approach proposed by Beaulieu et al. for 3 and 4-dimensional Rayleigh densities (Beaulieu, Zhang, "New simplest exact forms for the 3D and 4D multivariate Rayleigh PDFs with applications to antenna array geometrics", doi:10.1109/TCOMM.2017.2709307).