'Returns the differential entropy evaluated at the support
Notes
Will not work if fit has not been called. 1e-12 is added to each
probability to ensure that log(0) is not called.'

@cache_readonly
def entropy(self):

    _checkisfit(self)
    def entr(x, s):
        pdf = kern.density(s, x)
        return (pdf * np.log((pdf + 1e-12)))
    pdf = self.density
    kern = self.kernel
    if (kern.domain is not None):
        (a, b) = self.domain
    else:
        (a, b) = ((- np.inf), np.inf)
    endog = self.endog
    return (- integrate.quad(entr, a, b, args=(endog,))[0])
