R package: RcppDist
RcppDist provides header-only C++ library with functions for additional statistical distributions that can be called from C++ when writing code using Rcpp or RcppArmadillo. I had occasion to draw up the C++ code for these distributions on various projects, and rolled them all together into an R package and got it up on CRAN so no one else would have to.
You can find it on CRAN, and you can find the development version on my GitHub.