To cite Bayesreg in publications use:

Makalic E, Schmidt D (????). “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  @Unpublished{,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},
  }