To cite the mvnfast package in publications use:

  Fasiolo, M. (2016), An introduction to mvnfast (2016). R package
  version 0.2.8.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {An introduction to mvnfast. R package version 0.2.8.},
    author = {Matteo Fasiolo},
    organization = {University of Bristol},
    year = {2014},
    url = {https://CRAN.R-project.org/package=mvnfast},
  }

As mvnfast is often updated, you may want to cite its version number.
Find it with 'help(package=mvnfast)'.