To cite package 'NHMM' in publications use:

Holsclaw T, Robertson AW, Greene AM, Smyth P (2017). “Bayesian non-homogeneous Markov models via Polya-Gamma data augmentation with applications to rainfall modeling.” Annals of Applied Statistics. Most recent version: 2017, http://www.iamrandom.com/sites/default/files/AOAS1009.pdf.

Corresponding BibTeX entry:

  @Article{,
    title = {Bayesian non-homogeneous Markov models via Polya-Gamma
      data augmentation with applications to rainfall modeling},
    author = {Tracy Holsclaw and Andrew W. Robertson and Arthur M.
      Greene and Padhraic Smyth},
    journal = {Annals of Applied Statistics},
    year = {2017},
    url = {http://www.iamrandom.com/sites/default/files/AOAS1009.pdf},
    note = {Most recent version: 2017},
  }