DRAYL: Computation of Rayleigh Densities of Arbitrary Dimension
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>). 
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