Consistent storage and interfacing of covariances

[wdconinc]

Is your feature request related to a problem? Please describe.
We store Cov2f, Cov3f, Cov4f as a diagonal followed by upper triangular by row. We store Cov6f as full upper triangular by row, with diagonals distributed through the data block. The inconsistency may lead to errors.

Describe the solution you'd like
A consistent covariant treatment would be desirable. Diagonal-first storage is least common and least likely to allow code reuse in Jacobian multiplications.

Describe alternatives you've considered
Diagonal-first has advantages because with default constructor arguments this allows a concise specification of diagonal-only covariance matrices. The indexing logic is more convoluted, though.