To cite msm in publications use:

Jackson CH (2011). “Multi-State Models for Panel Data: The msm Package for R.” Journal of Statistical Software, 38(8), 1–29. http://www.jstatsoft.org/v38/i08/.

Corresponding BibTeX entry:

  @Article{,
    title = {Multi-State Models for Panel Data: The {msm} Package for
      {R}},
    author = {Christopher H. Jackson},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {38},
    number = {8},
    pages = {1--29},
    url = {http://www.jstatsoft.org/v38/i08/},
  }