Multivariate Matern covariance penalties

[ericbair-sciome]

To help with parameter identification and estimation due to the high number of potential parameters, should we include estimated or fixed penalties on the covariance parameters?

[kyle-messier]

@ericbair-sciome @brian-bk22 perhaps worth exploring for version 1.0. Does the penalty value, if fixed, need to be scale dependent?