added kernel density wrapper

added general kld solution
fixed minor bugs
added tests

math/distribution/KernelDensity.h

@@ -0,0 +1,35 @@
+#ifndef KERNELDENSITY_H
+#define KERNELDENSITY_H
+
+#include <cmath>
+#include <random>
+#include <functional>
+
+#include <eigen3/Eigen/Dense>
+
+#include "../../Assertions.h"
+#include "../Random.h"
+
+
+namespace Distribution {
+
+    template <typename T, typename Sample> class KernelDensity{
+
+    private:
+        const std::function<T(Sample)> probabilityFunction;
+
+
+    public:
+        KernelDensity(const std::function<T(Sample)> probabilityFunction) : probabilityFunction(probabilityFunction){
+
+        }
+
+        T getProbability(Sample sample){
+            return probabilityFunction(sample);
+        }
+
+    };
+
+}
+
+#endif // KERNELDENSITY_H