To cite hdi in publications use:

Ruben Dezeure, Peter Buehlmann, Lukas Meier and Nicolai Meinshausen (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},
    doi = {10.1214/15-STS527},
  }