There is no need to cite this package when used. You may want to (read and) cite the article on Amelia, the software whose model this software adopts and adapts.

James Honaker, Gary King, Matthew Blackwell (2011). Amelia II: A Program for Missing Data. Journal of Statistical Software, 45(7), 1-47. URL http://www.jstatsoft.org/v45/i07/.

Karim Lounici (2012). High-dimensional covariance matrix estimation with missing observations. URL http://arxiv.org/abs/1201.2577

Corresponding BibTeX entries:

  @Article{,
    title = {{Amelia II}: A Program for Missing Data},
    author = {James Honaker and Gary King and Matthew Blackwell},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {45},
    number = {7},
    pages = {1--47},
    url = {http://www.jstatsoft.org/v45/i07/},
  }
  @Misc{,
    title = {High-dimensional covariance matrix estimation with missing
      observations},
    author = {Karim Lounici},
    year = {2012},
    pages = {1--23},
    url = {http://arxiv.org/abs/1201.2577},
  }