To cite GJRM.data in publications use:

  Marra, G. and Radice, R. (2025) Copula Additive Distributional
  Regression Using R

A BibTeX entry for LaTeX users is

  @Book{,
    title = {Copula Additive Distributional Regression Using R},
    author = {Giampiero Marra and Rosalba Radice},
    publisher = {CRC Press},
    edition = {1st},
    address = {Boca Raton, FL},
    year = {2025},
  }