new_DOSPortfolio: Constructor for the DOSPortfolio class
In DOSPortfolio: Dynamic Optimal Shrinkage Portfolio

Constructor for the DOSPortfolio class

new_DOSPortfolio(
  data,
  reallocation_points,
  target_portfolio,
  relative_loss,
  shrinkage_type
)

`data`	an n by p matrix of asset returns. Columns represent different assets rows are observations, where n>p, containing, for instance, log-returns.
`reallocation_points`	a vector of reallocation points. The reallocation points determine when the holding portfolio should be reconstructed and its weights should be recomputed.
`target_portfolio`	a vector which determines the weights of the target portfolio used when the shrinkage estimator of the global minimum variance portfolio is constructed for the first time.
`relative_loss`	possibly a numeric or NULL. The initial value of the relative loss in the variance of the target portfolio. If its NULL, then it will be initialized with the first subsample and the function `r0Strategy`.
`shrinkage_type`	the type of shrinkage estimator to use. The two implemented approaches are "non-overlapping" and "overlapping".