diff --git a/CHANGELOG.md b/CHANGELOG.md
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -5,6 +5,11 @@
 ## Unreleased changes
 
 
+## 0.1.0.1
+
+-   Fix tests, remove debug output.
+
+
 ## 0.1.0.0
 
 -   Shrinkage based estimators.
diff --git a/covariance.cabal b/covariance.cabal
--- a/covariance.cabal
+++ b/covariance.cabal
@@ -1,6 +1,6 @@
 cabal-version:      2.4
 name:               covariance
-version:            0.1.0.0
+version:            0.1.0.1
 synopsis:
     Well-conditioned estimation of large-dimensional covariance matrices
 
diff --git a/src/Statistics/Covariance/OracleApproximatingShrinkage.hs b/src/Statistics/Covariance/OracleApproximatingShrinkage.hs
--- a/src/Statistics/Covariance/OracleApproximatingShrinkage.hs
+++ b/src/Statistics/Covariance/OracleApproximatingShrinkage.hs
@@ -14,7 +14,6 @@
   )
 where
 
-import Debug.Trace hiding (trace)
 import qualified Numeric.LinearAlgebra as L
 import Statistics.Covariance.Internal.Tools
 
@@ -57,7 +56,7 @@
     p' = fromIntegral p
     rhoNominator = tr2S - recip p' * trS2
     rhoDenominator = (n' - 1 / p') * ( trS2 - recip p' * tr2S)
-    rho' = traceShowId $ rhoNominator / rhoDenominator
+    rho' = rhoNominator / rhoDenominator
     rho = min rho' 1.0
     -- Scaling factor of the identity matrix (Equation 3).
     mu = trS / p'
diff --git a/test/Test.hs b/test/Test.hs
--- a/test/Test.hs
+++ b/test/Test.hs
@@ -16,9 +16,7 @@
 
 import Data.Either
 import qualified Numeric.LinearAlgebra as L
-import Statistics.Covariance.LedoitWolf
-import Statistics.Covariance.OracleApproximatingShrinkage
-import Statistics.Covariance.RaoBlackwellLedoitWolf
+import Statistics.Covariance
 import Test.Tasty
 import Test.Tasty.HUnit