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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.