To cite MCMCpack in publications use:

Andrew D. Martin, Kevin M. Quinn, Jong Hee Park (2011). MCMCpack: Markov Chain Monte Carlo in R. Journal of Statistical Software. 42(9): 1-21. URL 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/},
  }