I’ve been fighting for some time to try and get Genz-Bretz’s method for calculating orthant probabilities in multivariate normal distributions imported into Python. I downloaded the fortran code from Alan Genz’s site and was unsuccessful in using f2py to link it with Python. However, I discovered the usefulness of the Python_ ctypes_ module in linking with shared libraries (see here). So, I compiled the fortran code using
gfortran mvtdstpack.f -shared -o libmvt.