Riskfolio-lib

=============

- Implements standarized silhouette score to determine the optimal number of clusters.
- Fix plot_clusters function to plot clusters and heatmap in same order of codependence matrix. Originally it plots the codependece matrix with axis x inverted.

=============

- Implements risk parity optimization based on explicit risk factors and principal components.
- Implements new formulations of Gini Mean Difference, Tail Gini, Range, CVaR Range and Tail Gini Range that improves speed compared to formulations based on the owa portfolio model.
- Improves the calculation of elliptical uncertainty sets for worst case optimization.
- Add new functions that allow us to calculate the risk contribution per explicit risk factors and principal components.
- Add new functions that allow us to plot the risk contribution per explicit risk factors and principal components.

=============

- Implements new kind of constraints that incorporates the information from networks like the Minimum Spanning Tree and Maximally Filtered Graph into the portfolio optimization models: return-risk portfolio, owa portfolio and worst case portfolio.
- Implements new kind of constraints that incorporates the information from dendrograms into the portfolio optimization models: return-risk portfolio, owa portfolio and worst case portfolio.
- Improves the speed of several functions using the c++ linear algebra library Eigen and c++ eigenvalues library Spectra.
- Add new functions that allow us to plot the relationship between graphs and asset allocation.
- Add new functions that allow us to create constraints based on graphs information.
- Add a new example about applications of networks and dendrograms constraints in portfolio optimization problems.
- Fixed some errors related to HCPortfolio with constraints.
- Fixed some errors in some plots.

=============

- Implements the approximate Kurtosis model through sum of squared quadratic forms for large scale kurtosis optimization.
- Add the block vectorization operator.

=============

- Implements custom constraints for the Relaxed Risk Parity portfolio model.
- Add three new methods to estimate the mean vector: James-Stein, Bayes-Stein and BOP.

=============

- Implements constraints for the Hierarchical Equal Risk Contribution (HERC) and Nested Clustered Optimization (NCO) portfolio models.
- Add the option to show risk contributions as a percentage of total risk in risk contribution plot.
- Repairs some bugs.