To cite EntropyMCMC in publications use:

Chauveau D, Alrachid H (2019). EntropyMCMC: An R Package for MCMC Simulation and Convergence Evaluation using Entropy and Kullback Divergence Estimation. https://CRAN.R-project.org/package=EntropyMCMC.

Corresponding BibTeX entry:

  @Manual{,
    title = {{EntropyMCMC}: An {R} Package for MCMC Simulation and
      Convergence Evaluation using Entropy and Kullback Divergence
      Estimation},
    author = {Didier Chauveau and Houssam Alrachid},
    year = {2019},
    url = {https://CRAN.R-project.org/package=EntropyMCMC},
  }