support sample weights

[babaq]

it would be nice to support the sample weights in the KDE, for many data are collected with various confidence. Scipy and scikit learn have already add weights, and maybe a good reference.

[sethaxen]

This is already supported with the weights keyword.

[henry2004y]

However, the weights keyword is currently a hidden argument for kde. It would be nice to mention it in the README/doc.

[philippeller]

This should really be mentioned in the docs. I had the same issue looking for weights, but could only find it after inspecting the source code.