code: def LCM(input_dim, num_outputs, kernels_list, W_rank=1,name='ICM'):
      
      Nk = len(kernels_list)
      K = ICM(input_dim,num_outputs,kernels_list[0],W_rank,name='%s%s' %(name,0))
      j = 1
      for kernel in kernels_list[1:]:
          K += ICM(input_dim,num_outputs,kernel,W_rank,name='%s%s' %(name,j))
          j += 1
      return K
docs: Builds a kernel for an Linear Coregionalization Model
  
      :input_dim: Input dimensionality (does not include dimension of indices)
      :num_outputs: Number of outputs
      :param kernel: kernel that will be multiplied by the coregionalize kernel (matrix B).
      :type kernel: a GPy kernel
      :param W_rank: number tuples of the corregionalization parameters 'W'
      :type W_rank: integer