def K(self, X, X2=None):        <EOL>
X,slices = X[:,:-<NUM_LIT:1>],index_to_slices(X[:,-<NUM_LIT:1>])<EOL>if X2 is None:<EOL><INDENT>X2,slices2 = X,slices<EOL>K = np.zeros((X.shape[<NUM_LIT:0>], X.shape[<NUM_LIT:0>]))<EOL><DEDENT>else:<EOL><INDENT>X2,slices2 = X2[:,:-<NUM_LIT:1>],index_to_slices(X2[:,-<NUM_LIT:1>])<EOL>K = np.zeros((X.shape[<NUM_LIT:0>], X2.shape[<NUM_LIT:0>]))<EOL><DEDENT>tdist = (X[:,<NUM_LIT:0>][:,None] - X2[:,<NUM_LIT:0>][None,:])**<NUM_LIT:2><EOL>xdist = (X[:,<NUM_LIT:1>][:,None] - X2[:,<NUM_LIT:1>][None,:])**<NUM_LIT:2><EOL>ttdist = (X[:,<NUM_LIT:0>][:,None] - X2[:,<NUM_LIT:0>][None,:])<EOL>vyt = self.variance_Yt<EOL>vyx = self.variance_Yx<EOL>lyt=<NUM_LIT:1>/(<NUM_LIT:2>*self.lengthscale_Yt)<EOL>lyx=<NUM_LIT:1>/(<NUM_LIT:2>*self.lengthscale_Yx)<EOL>a = self.a <EOL>b = self.b<EOL>c = self.c<EOL>kyy = lambda tdist,xdist: np.exp(-lyt*(tdist) -lyx*(xdist))<EOL>k1 = lambda tdist: (<NUM_LIT:2>*lyt - <NUM_LIT:4>*lyt**<NUM_LIT:2> * (tdist) )<EOL>k2 = lambda xdist: ( <NUM_LIT:4>*lyx**<NUM_LIT:2> * (xdist)  - <NUM_LIT:2>*lyx )<EOL>k3 = lambda xdist: ( <NUM_LIT:3>*<NUM_LIT:4>*lyx**<NUM_LIT:2> - <NUM_LIT:6>*<NUM_LIT:8>*xdist*lyx**<NUM_LIT:3> + <NUM_LIT:16>*xdist**<NUM_LIT:2>*lyx**<NUM_LIT:4> )<EOL>k4 = lambda ttdist: <NUM_LIT:2>*lyt*(ttdist)<EOL>for i, s1 in enumerate(slices):<EOL><INDENT>for j, s2 in enumerate(slices2):<EOL><INDENT>for ss1 in s1:<EOL><INDENT>for ss2 in s2:<EOL><INDENT>if i==<NUM_LIT:0> and j==<NUM_LIT:0>:<EOL><INDENT>K[ss1,ss2] = vyt*vyx*kyy(tdist[ss1,ss2],xdist[ss1,ss2])<EOL><DEDENT>elif i==<NUM_LIT:0> and j==<NUM_LIT:1>:<EOL><INDENT>K[ss1,ss2] = (-a*k2(xdist[ss1,ss2]) + b*k4(ttdist[ss1,ss2]) + c)*vyt*vyx*kyy(tdist[ss1,ss2],xdist[ss1,ss2])<EOL><DEDENT>elif i==<NUM_LIT:1> and j==<NUM_LIT:1>:<EOL><INDENT>K[ss1,ss2] = ( b**<NUM_LIT:2>*k1(tdist[ss1,ss2]) - <NUM_LIT:2>*a*c*k2(xdist[ss1,ss2]) + a**<NUM_LIT:2>*k3(xdist[ss1,ss2]) + c**<NUM_LIT:2> )* vyt*vyx* kyy(tdist[ss1,ss2],xdist[ss1,ss2])<EOL><DEDENT>else:<EOL><INDENT>K[ss1,ss2] = (-a*k2(xdist[ss1,ss2]) - b*k4(ttdist[ss1,ss2]) + c)*vyt*vyx*kyy(tdist[ss1,ss2],xdist[ss1,ss2])<EOL><DEDENT><DEDENT><DEDENT><DEDENT><DEDENT>return K<EOL>
Compute the covariance matrix between X and X2.