Thanks @purnachandramansingh.
LGTM!

If you want to improve the documentation a little bit more (in my opinion ^^), we can change this too:

"""
    Notes
    -----
    The regularized (shrunk) covariance is given by::

        (1 - shrinkage) * cov + shrinkage * mu * np.identity(n_features)

    where `mu = trace(cov) / n_features`.
"""

These changes will make the documentation look like this:

Thanks for your suggestions @jmloyola.
Let me do the necessary changes and push it again.

Great!. Now, let's wait for more reviewers.
If everything is OK, they can merge this. 😃

These changes will make the documentation look like this:

Thanks, @jmloyola I just wanted to know how did you generate this document as shown in the above image.

I built the documentation following the Contributing page

I built the documentation following the Contributing page

Thanks, @jmloyola, I will follow the same.

Hi @jmloyola, could you please guide me on how to resolve these conflicts.

You probably have to merge the new commits done to the main branch.

ok got it, Thanks

my bad!!, initially I removed this line but I think during my last sync It get replaced.
Let me check and commit again.

Thanks for the PR @purnachandramansingh !

Can you remove the line here:

scikit-learn/sklearn/tests/test_docstrings.py

Line 20 in 26e1930

"sklearn.covariance._shrunk_covariance.shrunk_covariance",

to make sure the test pass?

(Also you may need to sync with main to make sure the test runs correctly)

done @thomasjpfan, please have a look.

LGTM