To cite hdi in publications use:

Ruben Dezeure, Peter Bühlmann, Lukas Meier, Nicolai Meinshausen (2015). “High-Dimensional Inference: Confidence Intervals, p-values and R-Software hdi.” Statistical Science, 30(4), 533–558. doi:10.1214/15-STS527.

Corresponding BibTeX entry:

  @Article{,
    title = {High-Dimensional Inference: Confidence Intervals, p-values
      and {R}-Software {hdi}},
    author = {{Ruben Dezeure} and {Peter B\"uhlmann} and {Lukas Meier}
      and {Nicolai Meinshausen}},
    journal = {Statistical Science},
    year = {2015},
    volume = {30},
    number = {4},
    pages = {533--558},
    doi = {10.1214/15-STS527},
  }