To cite the R package copula in publications use:

Hofert M, Kojadinovic I, Maechler M, Yan J (2020). copula: Multivariate Dependence with Copulas. R package version 1.0-0, https://CRAN.R-project.org/package=copula.

Jun Yan (2007). “Enjoy the Joy of Copulas: With a Package copula.” Journal of Statistical Software, 21(4), 1–21. http://www.jstatsoft.org/v21/i04/.

Ivan Kojadinovic, Jun Yan (2010). “Modeling Multivariate Distributions with Continuous Margins Using the copula R Package.” Journal of Statistical Software, 34(9), 1–20. http://www.jstatsoft.org/v34/i09/.

Marius Hofert, Martin M├Ąchler (2011). “Nested Archimedean Copulas Meet R: The nacopula Package.” Journal of Statistical Software, 39(9), 1–20. http://www.jstatsoft.org/v39/i09/.

Corresponding BibTeX entries:

  @Manual{,
    title = {copula: Multivariate Dependence with Copulas},
    author = {Marius Hofert and Ivan Kojadinovic and Martin Maechler
      and Jun Yan},
    year = {2020},
    note = {R package version 1.0-0},
    url = {https://CRAN.R-project.org/package=copula},
  }
  @Article{,
    title = {Enjoy the Joy of Copulas: With a Package {copula}},
    author = {{Jun Yan}},
    journal = {Journal of Statistical Software},
    year = {2007},
    volume = {21},
    number = {4},
    pages = {1--21},
    url = {http://www.jstatsoft.org/v21/i04/},
  }
  @Article{,
    title = {Modeling Multivariate Distributions with Continuous
      Margins Using the {copula} {R} Package},
    author = {{Ivan Kojadinovic} and {Jun Yan}},
    journal = {Journal of Statistical Software},
    year = {2010},
    volume = {34},
    number = {9},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v34/i09/},
  }
  @Article{,
    title = {Nested Archimedean Copulas Meet {R}: The {nacopula}
      Package},
    author = {{Marius Hofert} and {Martin M\"achler}},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {39},
    number = {9},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v39/i09/},
  }