We are now moving to a stage when custom covariance matrices and weighting schemes will start to play a bigger part in our analyses. We should make sure that:

• Our handling of covariances etc. is correct (e.g. in averaging functions)
• The interface to specify and apply different covariance matrices is intuitive to use
• Performance is reasonable when calculating and storing quantities that depend on more complicated covariances
  This includes correctly treating window functions as well.