To cite the R package 'dlnm' in publications use:

Gasparrini A. Distributed lag linear and non-linear models in R: the package dlnm. Journal of Statistical Software. 2011; 43(8):1-20. URL http://www.jstatsoft.org/v43/i08/.
Gasparrini A., Armstrong, B., Kenward M. G. Distributed lag non-linear models. Statistics in Medicine. 2010; 29(21):2224-2234
Armstrong B. Models for the relationship between ambient temperature and daily mortality. Epidemiology. 2010, 17(6):624-631.

A BibTeX entry for LaTeX users is returned by: toBibtex(citation('dlnm'))

Corresponding BibTeX entries:

  @Article{,
    title = {Distributed lag linear and non-linear models in {R}: the
      package {dlnm}},
    author = {Gasparrini A.},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {43},
    number = {8},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v43/i08/},
  }
  @Article{,
    author = {Gasparrini A. and Armstrong B. and Kenward M. G.},
    title = {Distributed lag non-linear models},
    journal = {Statistics in Medicine},
    volume = {29},
    number = {21},
    pages = {2224--2234},
    year = {2010},
  }
  @Article{,
    author = {Armstrong B.},
    title = {Models for the relationship between ambient temperature
      and daily mortality},
    journal = {Epidemiology},
    volume = {17},
    number = {6},
    pages = {624--631},
    year = {2006},
  }