To cite the sm package in publications use:

Bowman, A. W. and Azzalini, A. (2007). R package 'sm': nonparametric smoothing methods (version 2.2) URL http://www.stats.gla.ac.uk/~adrian/sm, http://azzalini.stat.unipd.it/Book_sm

Corresponding BibTeX entry:

  @manual{,
    title = {{R} package \texttt{sm}: nonparametric smoothing methods
      (version 2.2)},
    author = {A. W. Bowman and A. Azzalini},
    address = {University of Glasgow, UK and Universit\`a di Padova,
      Italia},
    year = {2007},
    url = {URL http://www.stats.gla.ac.uk/~adrian/sm,
      http://azzalini.stat.unipd.it/Book_sm},
  }