To cite the 'SharpeR' package in publications use:

Steven E. Pav (2016). SharpeR: Statistical Significance of the Sharpe Ratio. R package version 1.1.0.

Corresponding BibTeX entry:

  @Manual{SharpeR-Manual,
    title = {{SharpeR}: Statistical Significance of the {S}harpe
      Ratio},
    author = {Steven E. Pav},
    year = {2016},
    note = {R package version 1.1.0},
    url = {https://github.com/shabbychef/SharpeR},
  }