estimateCorrelatedMean
fun estimateCorrelatedMean(values: Vector, covariance: CholeskyFactor): CorrelatedMeanEstimate(source)
Estimate a common mean using the covariance represented by covariance. Computes (1' C^-1 y) / (1' C^-1 1) and variance 1 / (1' C^-1 1) using solves, without forming an inverse. Observations must be finite and nonempty. The covariance must describe these observations, including observation noise, and have the same order. Its scale is treated as known; estimated covariance uncertainty is not propagated.