To cite MCMCpack in publications use:

Martin AD, Quinn KM, Park JH (2011). “MCMCpack: Markov Chain Monte Carlo in R.” Journal of Statistical Software, 42(9), 22. http://www.jstatsoft.org/v42/i09/.

Corresponding BibTeX entry:

  @Article{,
    title = {{MCMCpack}: Markov Chain Monte Carlo in {R}},
    author = {Andrew D. Martin and Kevin M. Quinn and Jong Hee Park},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {42},
    number = {9},
    pages = {22},
    url = {http://www.jstatsoft.org/v42/i09/},
  }