Maksim Terpilovskii

@comatrion Thank you for suggestion! I will implement it soon.

@mysticaltech This test relies upon multivariate Student's t-distribution function ([pmvt](https://www.rdocumentation.org/packages/mvtnorm/versions/1.1-0/topics/pmvt) in R). AFAIR, I could not find a usable implementation of it in Python a year ago. It would be...

I have looked at the code in `pmvt` R package and even tried to implement bindings to Fortran code, but failed. This is not trivial. No progress so far, unfortunately....

@Ronny-PDT Thank you for your interest! Unfortunately, I do not have enough time to work with it now. You can try to implement it yourself and do a pull request

@Tsuchihashi-ryo Thank you very much!

I have checked the algorithm and found no errors. Dunn suggests ranking all data in the [original paper](https://www.stat.cmu.edu/technometrics/59-69/VOL-06-03/v0603241.pdf).

I have rechecked this with the latest version of `scipy`. Now it is not throwing such an error. No fix is needed.