To cite the R package copula in publications use:

Jun Yan (2007). Enjoy the Joy of Copulas: With a Package copula. Journal of Statistical Software, 21(4), 1-21. URL http://www.jstatsoft.org/v21/i04/.

Ivan Kojadinovic, Jun Yan (2010). Modeling Multivariate Distributions with Continuous Margins Using the copula R Package. Journal of Statistical Software, 34(9), 1-20. URL http://www.jstatsoft.org/v34/i09/.

Marius Hofert, Martin Maechler (2011). Nested Archimedean Copulas Meet R: The nacopula Package. Journal of Statistical Software, 39(9), 1-20. URL http://www.jstatsoft.org/v39/i09/.

Corresponding BibTeX entries:

  @Article{,
    title = {Enjoy the Joy of Copulas: With a Package {copula}},
    author = {Jun Yan},
    journal = {Journal of Statistical Software},
    year = {2007},
    volume = {21},
    number = {4},
    pages = {1--21},
    url = {http://www.jstatsoft.org/v21/i04/},
  }

  @Article{,
    title = {Modeling Multivariate Distributions with Continuous
      Margins Using the {copula} {R} Package},
    author = {Ivan Kojadinovic and Jun Yan},
    journal = {Journal of Statistical Software},
    year = {2010},
    volume = {34},
    number = {9},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v34/i09/},
  }

  @Article{,
    title = {Nested Archimedean Copulas Meet {R}: The {nacopula}
      Package},
    author = {Marius Hofert and Martin M\"achler},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {39},
    number = {9},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v39/i09/},
  }