To cite package 'COBRA' please use:

G. Biau, A. Fischer, B. Guedj and J. D. Malley (2013). COBRA: A Nonlinear Aggregation Strategy, Submitted.
B. Guedj (2013). COBRA: Nonlinear Aggregation of Predictors. R package version 0.99.4 , http://cran.r-project.org/web/packages/COBRA/index.html

Corresponding BibTeX entries:

  @Unpublished{,
    author = {Gerard Biau and Aurelie Fischer and Benjamin Guedj and
      James D. Malley},
    title = {COBRA: A Nonlinear Aggregation Strategy},
    year = {2013},
    url = {http://arxiv.org/abs/1303.2236},
    note = {Submitted},
  }
  @Manual{,
    author = {Benjamin Guedj},
    title = {COBRA: Nonlinear Aggregation of Predictors},
    year = {2013},
    note = {R package version 0.99.4},
    url = {http://cran.r-project.org/web/packages/COBRA/index.html},
  }