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To cite the pensim package in publications use the following. You should also cite the penalized package, as recommended by citation(penalized).

Waldron, Levi, Pintilie, Melania, Tsao, Ming-Sound, Shepherd, Frances A, Huttenhower, Curtis, Jurisica, Igor (2011). “Optimized application of penalized regression methods to diverse genomic data.” Bioinformatics, 27(24), 3399–3406. doi:10.1093/bioinformatics/btr591, PMID: 22156367.

Corresponding BibTeX entry: 

  @Article{,
    title = {Optimized application of penalized regression methods to
      diverse genomic data},
    author = {{Waldron, Levi} and {Pintilie, Melania} and {Tsao,
      {Ming-Sound}} and {Shepherd, Frances A} and {Huttenhower, Curtis}
      and {Jurisica, Igor}},
    year = {2011},
    journal = {Bioinformatics},
    volume = {27},
    number = {24},
    doi = {10.1093/bioinformatics/btr591},
    note = {PMID: 22156367},
    pages = {3399--3406},
  }

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.