To cite ncvreg in publications use:

Breheny P, Huang J (2011). “Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection.” Annals of Applied Statistics, 5(1), 232–253.

Corresponding BibTeX entry:

  @Article{,
    author = {Patrick Breheny and Jian Huang},
    title = {Coordinate descent algorithms for nonconvex penalized
      regression, with applications to biological feature selection},
    journal = {Annals of Applied Statistics},
    year = {2011},
    volume = {5},
    pages = {232--253},
    number = {1},
  }