[WIP]: Correlating by process type
Created by: RosalynLP
We want to be able to correlate between arbitrary datasets. At the moment I am trying to correlate by process type, then we can think about introducing a way for users to override the default grouping.
So far I have a dictionary of process types with corresponding arrays of (Theory_1, Theory_2, Theory_3) for all data in the process type.
I am working on building a block diagonal covariance matrix out of this.
Just thought I'd do a PR so it's all in one place.