To cite package ‘ffp’ in publications use:

Reckziegel B (2022). ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction. R package version 0.2.2.9000, https://github.com/reckziegel/ffp.

Corresponding BibTeX entry:

  @Manual{,
    title = {ffp: Fully Flexible Probabilities for Stress Testing and
      Portfolio Construction},
    author = {Bernardo Reckziegel},
    year = {2022},
    note = {R package version 0.2.2.9000},
    url = {https://github.com/reckziegel/ffp},
  }