# Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure

## Documentation for package ‘gigg’ version 0.2.1

- DESCRIPTION file
- Package README

## Help Pages

chol_solve | Solve function with Cholesky decomposition.
concentrated | Example data set
digamma_inv | Inverse digamma function.
distributed | Example data set
gigg | GIGG regression
gigg_fixed_gibbs_sampler | Gibbs sampler for GIGG regression with fixed hyperparameters.
gigg_mmle_gibbs_sampler | Gibbs sampler for GIGG regression with hyperparameters estimated via MMLE.
quick_solve | Iterative one rank update for matrix inverse.
rgig_cpp | Randomly generate a generalized inverse gaussian random variable.