Added shrink_covariance_matrix.shrink_covariance_matrix()

[jasonstrimpel]

Shrinks towards constant correlation matrix If shrink is specified then this const is used for shrinkage

The notation follows Ledoit and Wolf (2004) http://www.ledoit.net/honey_abstract.htm This version: 06/2009

Parameters

x : N x N sample covariance matrix of stock returns shrink : given shrinkage intensity factor; if none, code calculates

Returns

tuple : numpy.ndarray which contains the shrunk covariance matrix : float shrinkage intensity factor