GianlucaMastrantonio/SparseBartlettPackage: V0.9

The package implements the hierarchical distribution on precision matrices with an arbitrary, user-specified sparsity pattern proposed in Mastrantonio, Alaimo Di Loro and Mingione, “A new hierarchical distribution on arbitrary sparse precision matrices” (arXiv:2506.09607, 2025). The distribution is built through a sparse Bartlett-type decomposition, allowing direct sampling and Bayesian posterior inference via MCMC for models with sparse Gaussian graphical structures. The source code is archived on Zenodo.