Further note: could you split cdf.rs please? E.g.:

• tests/ks/mod.rs provides the pub fns
• tests/cdf.rs for most of the tests
• tests/skew_normal.rs which is the only user of fn owen_t

(Optionally more segregation of tests.)

Part of the rationale is to make it easier to use this for additional tests — I'd like to add some for weighted sampling (for which we have several variants, so better to use a separate file).

Thanks.

I'm not sure about depending on spfunc; that appears not to have been touched in three years and has one open issue noting an inaccuracy.

I see the point, but before we just copy pasted their zeta implementation