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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def check_shapes(self):
 """ Check all dimensions are correct. """

        assert self.covX.shape == (self.dx, self.dx), error_msg
        assert self.covY.shape == (self.dy, self.dy), error_msg
        assert self.F.shape == (self.dx, self.dx), error_msg
        assert self.G.shape == (self.dy, self.dx), error_msg
        assert self.mu0.shape == (self.dx,), error_msg
        assert self.cov0.shape == (self.dx, self.dx), error_msg