 <p>There is a flexible data generator in <a href="http://elki.dbs.ifi.lmu.de/" rel="nofollow">ELKI</a> that can generate various distributions in arbitrary dimensionality. It also can generate Gamma distributed variables, for example.</p> <p>There is documentation on the Wiki: <a href="http://elki.dbs.ifi.lmu.de/wiki/DataSetGenerator" rel="nofollow">http://elki.dbs.ifi.lmu.de/wiki/DataSetGenerator</a></p>