How to format the name of an R package in thesis? In a thesis, when referring to an R package (a statistical software), how should I write it?

Should it be italicized/treated like a title?

Or just like any other word. The package name is not a "normal word" so it seems out of place to just write it like 

"...using the R package XYZ."
You can do this by adding the following to your preamble. Something like this:

\newcommand{\pkg}[1]{{\normalfont\fontseries{b}\selectfont #1}}
\let\proglang=\textsf \let\code=\texttt
\begin{document}
Then you can refer to R as \proglang{R}, to a package
\pkg{packagename}, and to a function as \code{functionname}.
\end{document}