[Fix] Remove mutables as default argument and fix smaller issues

[fjosw]

In this PR I remove all mutables from default arguments (see for example this article).

I also corrected smaller stilistic issues and added missing docstrings.

[s-kuberski]

Hi! Thanks a lot for these changes - I was not aware of the issue...
We would have to modify the call to covariance in the fit function. I think that we intended to have the possibility to pass **kwargs because it was possible to make choices regarding what method is used to compute the covariance matrix. In principle, a matrix that differs from the standard one, could now be passed directly to the routine.
One could also think to explicitly check the **kwargs of the fit function for entries that are relevant for the covariance matrix. With the current implementation the parameter smooth cannot be passed on... What do you think?