To cite package ‘ldhmm’ in publications use:

Lihn SH (2023). ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution. R package version 0.6.1, https://CRAN.R-project.org/package=ldhmm.

Corresponding BibTeX entry:

  @Manual{,
    title = {ldhmm: Hidden Markov Model for Financial Time-Series Based
      on Lambda Distribution},
    author = {Stephen H-T. Lihn},
    year = {2023},
    note = {R package version 0.6.1},
    url = {https://CRAN.R-project.org/package=ldhmm},
  }