Riskfolio-lib

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

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- 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.

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- 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.

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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.