Changes in version 2.1.0 (2025-10-06) MINOR CHANGES o Simplified examples. Changes in version 2.0.0 NEW FEATURES o Added function shrinkcovmat to obtain the shrinkage estimates. o Added vignette. MINOR CHANGES o Created NEWS.Rd. o Compressed dataset to its optimal value. o Fixed ORCID in DESCRIPTION. o Improved package code coverage. o Mitigating from Travis CI to GitHub Actions. o Removed C++11 dependency. o Updated CITATION. o Updated documentation. Changes in version 1.4.0 (2019-07-30) MINOR CHANGES o Complied with CRAN Solaris requirements. o Re-submitted to CRAN. Changes in version 1.3.0 (2019-07-25) NEW FEATURES o Added code coverage. o Added Rcpp functionality. o Created an S3 class for target selection. o Introduced unit testing. MAJOR CHANGES o Fixed a bug thanks to Oyvind Bleka. MINOR CHANGES o Updated documentation. o Updated examples. o Updated README. o Updated .travis.yml. Changes in version 1.2.0 (2017-07-11) NEW FEATURES o Added README. MINOR CHANGES o Updated DESCRIPTION. Changes in version 1.1.2 (2016-05-22) MAJOR CHANGES o Fixed a bug in shrinkcovmat.unequal reported by Prof. Thomas A. Severini. MINOR CHANGES o Updated CITATION. o Updated documentation. o Updated R files. Changes in version 1.1.1 (2015-09-08) MINOR CHANGES o Updated email address of the maintainer. Changes in version 1.1.0 (2015-01-08) MINOR CHANGES o Updated CITATION. Changes in version 1.0.3 (2014-11-03) MINOR CHANGES o Created CITATION. o Updated documentation. Changes in version 1.0.2 (2014-10-20) NEW FEATURES o Added function targetselection. MINOR CHANGES o Created CITATION. o Updated documentation. Changes in version 1.0.1 (2014-08-12) MINOR CHANGES o Created CITATION. o Updated documentation. Changes in version 1.0.0 (2014-04-17) o The first version of the R package ShrinkCovMat is released on CRAN.