BSL update penalty to shrinkage conversion

[uremes]

Summary:

updated how the parameter penalty is converted to the shrinkage parameter used in cov_warton and corr_warton in synthetic likelihood calculation. in the previous version when shrinkage=’warton’, penalty=1 corresponded to using the sample covariance matrix without shrinkage and penalty=0 corresponded to maximum shrinkage. now the shrinkage parameter is calculated as 1-penalty so that penalty=0 corresponds to no shrinkage. this means that both penalised covariance matrix estimation methods (’warton’and ’glasso’) now return the sample covariance matrix when penalty=0 and a more shrunk or sparse solution when penalty increases.

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