To cite Bayesreg in publications use:

Enes Makalic and Daniel Schmidt (2016). High-Dimensional Bayesian Regularised Regression with the BayesReg Package arXiv:1611.06649

Corresponding BibTeX entry:

  @Unpublished{,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