def download(source, sink=None):
    """
    Download a file.

    Parameters
    ----------
    source : str
        Where the file comes from. Some URL.
    sink : str or None (default: same filename in current directory)
        Where the file gets stored. Some filepath in the local file system.
    """
    try:
        from urllib.request import urlretrieve  # Python 3
    except ImportError:
        from urllib import urlretrieve  # Python 2
    if sink is None:
        sink = os.path.abspath(os.path.split(source)[1])
    urlretrieve(source, sink)
    return sink