Riskfolio-lib

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- Implements the Relativistic Value at Risk and Relativistic Drawdown at Risk portfolio models.
- Implements the Higher L-moments portfolio model function as an special case of OWA portfolio.
- Adds functions to calculate L-moments.
- Adds a function to calculate risk contribution constraints on asset classes.
- Repairs some bugs.

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- Implements Kurtosis and Semi Kurtosis portfolio models based on parametric approach.
- Implements new c++ based functions to speed up kurtosis model calculations.
- Repairs some bugs.

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- Adds Kendall Tau and Gerber statistic as options for codependence matrix in HCPortfolio object.
- Adds Gerber statistic as an option for covariance matrix estimator in Portfolio and HCPortfolio objects.

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- Implements reformulations of portfolio models based on drawdowns to speed up calculations.
- Adds some tests for portfolio object and hcportfolio object.

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- Implements a reformulation of OWA portfolio optimization to speed up calculations.

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- Implements 5 additional risk measures for mean risk model: Gini Mean Difference, Tail Gini, Range, CVaR range and Tail Gini range.
- Implements 4 additional risk measures for risk parity model: Gini Mean Difference, Tail Gini, CVaR range and Tail Gini range.
- Implements the OWA Portfolio Optimization model for custom vector of weights and a module to build OWA weights for some special cases.
- Implements a function to plot range risk measures.
- Adds the option to use Graphical Lasso, j-Logo, denoising and detoning covariance estimates.