To cite package 'shrink' in publications use:

Daniela Dunkler, Georg Heinze (2014). shrink: Global, Parameterwise, and Joint Post-Estimation Shrinkage. R package version 1.2.0.

Corresponding BibTeX entry:

  @Manual{,
    title = {shrink: Global, Parameterwise, and Joint Post-Estimation
      Shrinkage},
    author = {Daniela Dunkler and Georg Heinze},
    year = {2014},
    note = {R package version 1.2.0},
  }