Risk decomposition

Risk decomposition for portfolio weights: marginal risk (marginal_risk), risk contribution (risk_contribution), and causal rolling risk contributions (roll_risk_contribution).

marginal_risk(w, sigma)	Marginal contribution of each asset to portfolio volatility.
risk_contribution(w, sigma[, pct])	Risk contribution of each asset to portfolio variance.
roll_risk_contribution(W, X[, n, cov, pct])	Causal rolling risk contributions over a time series.