'Should have' is used to talk about things it would have been better to do in the past.
"I should have worn a jacket."
"You should have left earlier."
"They should have asked me to come."
"You should have told me."
Should have can be contracted to should’ve.
"I should’ve worn a jacket."
The negative is shouldn’t.
"I shouldn’t have said that. I’m sorry."
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How to use 'should have', 'could have' and 'ought to'