To cite pgdraw in publications use:

Makalic E, Schmidt D (????). “High-Dimensional Bayesian Regularised Regression with the BayesReg Package.” arXiv:1611.06649v3.

Corresponding BibTeX entry:

  @Unpublished{,
    title = {High-Dimensional {B}ayesian Regularised Regression with
      the BayesReg Package},
    author = {Enes Makalic and Daniel Schmidt},
    note = {arXiv:1611.06649v3},
  }