To cite gdpc in publications use:

  Peña D, Smucler E, Yohai VJ (2020). “gdpc: An R Package for
  Generalized Dynamic Principal Components.” _Journal of Statistical
  Software, Code Snippets_, *92*(2), 1-23. doi:10.18637/jss.v092.c02
  <https://doi.org/10.18637/jss.v092.c02>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {{gdpc}: An {R} Package for Generalized Dynamic Principal Components},
    author = {Daniel Pe\~na and Ezequiel Smucler and Victor J. Yohai},
    journal = {Journal of Statistical Software, Code Snippets},
    year = {2020},
    volume = {92},
    number = {2},
    pages = {1--23},
    doi = {10.18637/jss.v092.c02},
  }