Added optional parameter to scale the data before shrinkage

As discussed in #3508,  I implemented an option to scale the data before shrinkage estimation.
If this feature is justified (waiting for confirmation), then it may be better to phrase it positively, since this way it implies that scaling is absolutely necessary and should been either done beforehand or dealt with in the function. If it turns out to be optional (and wanted) then it may be better to call it `scale_features=False`. Independently of this, probably not all parameter combinations of `(assume_scaled, scale_features)` would make sense, so maybe there is a better way of combining these.