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Special functions

Error function: C++, Python, C#
Phi (standard normal CDF): C++, Python, C#
Phi inverse: C++, Python, C#
Gamma: C++, C#
Log Gamma: C++, C#
log(1 + x) for small x: C++, Python, C#
exp(x) - 1 for small x: C++, Python, C#
log( n! ): C++, C#

 
Random number generation

Beta: C++, Python, C#
Cauchy: C++, Python, C#
Chi-square: C++, C#
Exponential: C++, Python, C#
Gamma: C++, Python, C#
Inverse gamma: C++, C#
Laplace: C++, C#
Log normal: C++, C#
Normal: C++, Python, C#
Student-t: C++, Python, C#
Uniform: C++, C#
Weibull: C++, C#