Consolidate trunk and Marron and Wand simulations error checks

[sampan501]

Looks good! For simplicity, there is a lot of error checks that are common for all 3 functions. Maybe we can wrap those up into a private method?

Good idea. Rn tho there's only a few. We could migrate the covariance matrix stuff to a _default_covariance(...) which handles the check and setting of covariance possibly. But maybe we can leave for later depending on any future added complexity. Otw over-engineering maybe :p

Originally posted by @adam2392 in #227 (comment)