[Linshrink] check correctness (more matlab files)

[tlienart]

• http://www.econ.uzh.ch/dam/jcr:ffffffff-935a-b0d6-0000-00007f64e5b9/cov1para.m.zip
• http://www.econ.uzh.ch/dam/jcr:ffffffff-935a-b0d6-0000-0000648dfc98/covMarket.m.zip
• http://www.econ.uzh.ch/dam/jcr:ffffffff-935a-b0d6-ffff-ffffde5e2d4e/covCor.m.zip
• http://ledoit.net/cov2para.m
• http://ledoit.net/shrinkDiag.m