To cite sgmcmc in publications use:

Baker J, Nemeth C, Fearnhead P, Fox EB (2019). “sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo.” Journal of Statistical Software, 91(3), 1–27. doi: 10.18637/jss.v091.i03.

Corresponding BibTeX entry:

    title = {{sgmcmc}: An {R} Package for Stochastic Gradient {M}arkov
      Chain {M}onte {C}arlo},
    author = {Jack Baker and Christopher Nemeth and Paul Fearnhead and
      Emily B. Fox},
    journal = {Journal of Statistical Software},
    year = {2019},
    volume = {91},
    number = {3},
    pages = {1--27},
    doi = {10.18637/jss.v091.i03},