To cite package ‘SVDNF’ in publications use:

  Arsenault-Mahjoubi L, Bégin J, Boudreault M (2024). _SVDNF: Discrete
  Nonlinear Filtering for Stochastic Volatility Models_. R package
  version 0.1.11, <https://CRAN.R-project.org/package=SVDNF>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {SVDNF: Discrete Nonlinear Filtering for Stochastic Volatility Models},
    author = {Louis Arsenault-Mahjoubi and Jean-François Bégin and Mathieu Boudreault},
    year = {2024},
    note = {R package version 0.1.11},
    url = {https://CRAN.R-project.org/package=SVDNF},
  }