To cite multMDM package in publications use:

Drachal K (2018). ”multMDM”: Multivariate version of the Diebold-Mariano test. https://CRAN.R-project.org/package=multDM.

Corresponding BibTeX entry:

  @Manual{,
    title = {{''multMDM''}: {M}ultivariate version of the
      {D}iebold-{M}ariano test},
    author = {Krzysztof Drachal},
    year = {2018},
    url = {https://CRAN.R-project.org/package=multDM},
  }