averaging over corr_dim instead of first index

[pdevis]

In general, when using corr_dims, the correlation coefficients are calculated using only the first index along all dimensions other than corr_dims.
corr_dims should only be used when the error correlation matrices do not vary along the other dimension(s).
A warning is raised if any element of the correlation matrix varies by more than 0.05 between using only the first index along
all dimensions other than corr_dims or using only the last index along all dimensions other than corr_dims.

However it is also possible to instead average over the other dimensions (instead of taking first index). An option could be added to do this.