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/.

Corresponding BibTeX entry:

  @Article{,
    title = {Distributed lag linear and non-linear models in {R}: the
      package {dlnm}},
    author = {A. Gasparrini},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {43},
    number = {8},
    pages = {1--20},
    url = {http://www.jstatsoft.org/v43/i08/},
  }