To cite DiffusionRjgqd in publications use:

Etienne A. D. Pienaar, Melvin M. Varughese (2015). DiffusionRjgqd: An R Package for Performing Inference and Analysis on Time-Inhomogeneous Quadratic Jump Diffusions with State-Dependent Intensity. R package version 0.1.1. https://CRAN.R-project.org/package=DiffusionRjgqd.

Corresponding BibTeX entry:

  @Manual{,
    title = {Diffusion{R}jgqd: An {R} Package for Performing Inference
      and Analysis on Time-Inhomogeneous Quadratic Jump Diffusions with
      State-Dependent Intensity},
    author = {Etienne A D Pienaar and Melvin M Varughese},
    year = {2015},
    note = {R package version 0.1.1},
    url = {https://CRAN.R-project.org/package=DiffusionRjgqd},
  }