To cite package ‘FinCovRegularization’ in publications use:

Yan Y, Lin F (2016). FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance. R package version 1.1.0, https://github.com/yanyachen/fincovregularization.

Corresponding BibTeX entry:

  @Manual{,
    title = {FinCovRegularization: Covariance Matrix Estimation and
      Regularization for Finance},
    author = {YaChen Yan and FangZhu Lin},
    year = {2016},
    note = {R package version 1.1.0},
    url = {https://github.com/yanyachen/fincovregularization},
  }