Shrinkage Covariance Incorporating Prior Knowledge R package SHIP version 2.0.3 Implements estimation methods for shrinkage covariance matrices using user-specified covariance targets. The covariance target is a structured matrix towards which the unbiased sample covariance is shrunk, optionally incorporating prior knowledge. Shrinkage intensity is computed analytically. The method is described and applied to microarray gene expression data in Jelizarow et al. (2010) <doi:10.1093/bioinformatics/btq323>. Software Imports: stats Vincent Guillemot <vincent.guillemot@pasteur.fr> Comprehensive R Archive Network (CRAN) Vincent Guillemot [aut, cre], Monika Jelizarow [aut] GPL (>= 2) 2025-03-22 application/tgz https://CRAN.R-project.org/package=SHIP doi:10.32614/CRAN.package.SHIP