To cite package ‘INFOSET’ in publications use:

Polinesi G, Mariani F, Recchioni M (2026). INFOSET: Computing a New Informative Distribution Set of Asset Returns. R package version 4.1.1, https://CRAN.R-project.org/package=INFOSET.

Corresponding BibTeX entry:

  @Manual{,
    title = {INFOSET: Computing a New Informative Distribution Set of
      Asset Returns},
    author = {Gloria Polinesi and Francesca Mariani and Maria Cristina
      Recchioni},
    year = {2026},
    note = {R package version 4.1.1},
    url = {https://CRAN.R-project.org/package=INFOSET},
  }