To cite package ‘BigVAR’ in publications use:

  Nicholson W, Matteson D, Bien J, Wilms I (2023). _BigVAR: Dimension
  Reduction Methods for Multivariate Time Series_. R package version
  1.1.2, <https://CRAN.R-project.org/package=BigVAR>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {BigVAR: Dimension Reduction Methods for Multivariate Time Series},
    author = {Will Nicholson and David Matteson and Jacob Bien and Ines Wilms},
    year = {2023},
    note = {R package version 1.1.2},
    url = {https://CRAN.R-project.org/package=BigVAR},
  }