To cite the mvnfast package in publications use:

Matteo Fasiolo. An introduction to mvnfast (2016). R package version 0.1.6.

As mvnfast is often updated, you may want to cite its version number. Find it with 'help(package=mvnfast)'.

Corresponding BibTeX entry:

  @Manual{,
    title = {An introduction to mvnfast. R package version 0.1.6.},
    author = {Matteo Fasiolo},
    year = {2016},
    url = {https://CRAN.R-project.org/package=mvnfast},
  }