Cosmetics: could you align the style of the docstrings to the format used in the rest of the library? PEP257: http://www.python.org/dev/peps/pep-0257/ 

In this case, that would be:

```python
    def _remove_highandlow(self, cscmatrix, feature_to_position, high, low):
        """Remove too rare or too common features

        Prune features that are non zero in more samples than high or less
        documents than low.

        This does not prune samples with zero features.

        """
```