I was looking into using either the skew normal distribution or Owen’s T function with TF1 and I found your page https://sft.its.cern.ch/jira/browse/ROOT-5106. From the page it looks like it should now be supported in ROOT’s TMath? If so, I am using ROOT v6.18/00 but I am having difficulty finding documentation on using these functions. Installing the Boost library and imitating steps found here, I was able to
#include "boost/math/special_functions/owens_t.hpp"
using namespace boost::math;
TF2 owensT("owenst","owens_t(x,y)",-5,5,-5,5);
owensT.Draw("CONTZ");
As far you include the correct files that can be parsed by Cling you can use any external functions.
In some cases if the implementation is in a library, you might need to load that library