To cite package ‘msde’ in publications use:

Lysy M, Zhu F, Tong J (2022). msde: Bayesian Inference for Multivariate Stochastic Differential Equations. R package version 1.0.5, https://github.com/mlysy/msde.

Corresponding BibTeX entry:

  @Manual{,
    title = {msde: Bayesian Inference for Multivariate Stochastic
      Differential Equations},
    author = {Martin Lysy and Feiyu Zhu and JunYong Tong},
    year = {2022},
    note = {R package version 1.0.5},
    url = {https://github.com/mlysy/msde},
  }