To cite hdi in publications use:

Dezeure R, B├╝hlmann P, Meier L, Meinshausen N (2015). “High-Dimensional Inference: Confidence Intervals, p-values and R-Software hdi.” Statistical Science, 30(4), 533–558.

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},
  }