Return and risk estimates

Toolset pfopt_estimates: 4 tools.

Tool	What it does	Notes
`pfopt_expected_returns`	Annual expected return of each asset from a price (or returns) history: mean historical return (geometric CAGR with compounding, else arithmetic), exponentially weighted mean (recent periods weigh more) or CAPM (risk-free rate plus beta times the market premium, the market being the benchmark series or the equal-weighted assets).
`pfopt_risk_model`	Annual covariance matrix of the assets from a price (or returns) history by the chosen risk model, with the correlation matrix, each asset’s annual volatility and, for shrinkage estimators, the shrinkage intensity.
`pfopt_returns_prices`	Periodic simple or log returns from a price history, or pseudo-prices (growth of one unit, first row = 1) from a returns history.
`pfopt_matrix_transform`	Converts a covariance matrix to correlations, a correlation matrix plus standard deviations to a covariance, or repairs a matrix that is not positive semidefinite (spectral clipping or a diagonal shift).

Inputs, limits and outputs are described in Fincept Portfolio Optimizer. Full schemas: fincept_describe_tool.