To cite package ‘mmcmcBayes’ in publications use:

  Mahmoudi, E., Jafari, H., and Meshkat, R. (2019). Alpha-skew
  generalized normal distribution and its applications. Applications
  and Applied Mathematics: An International Journal (AAM), 14, 784-804.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Alpha-skew generalized normal distribution and its applications},
    author = {Eisa Mahmoudi and Hamideh Jafari and RahmatSadat Meshkat},
    journal = {Applications and Applied Mathematics: An International Journal (AAM)},
    year = {2019},
    volume = {14},
    pages = {784-804},
  }