'approximate pointwise variance for kernel density
not verified
Parameters
density : array_lie
pdf of the kernel density
nobs : int
number of observations used in the KDE estimation
Returns
kde_var : ndarray
estimated variance of the density estimate
Notes
This uses the asymptotic normal approximation to the distribution of
the density estimate.'

def density_var(self, density, nobs):

    return (((np.asarray(density) * self.L2Norm) / self.h) / nobs)
