Add comment in gtsam.i

gtsam/gtsam.i

@@ -2170,6 +2170,21 @@ virtual class NoiseModelFactor: gtsam::NonlinearFactor {
 virtual class CustomFactor: gtsam::NoiseModelFactor {
   // Note CustomFactor will not be wrapped for MATLAB, as there is no supporting machinery there.
   CustomFactor();
+  /*
+   * Example:
+   * ```
+   * def error_func(this: CustomFactor, v: gtsam.Values, H: List[np.ndarray]):
+   *    <calculated error>
+   *    if not H is None:
+   *        <calculate the Jacobian>
+   *        H[0] = J1 # 2-d numpy array for a Jacobian block
+   *        H[1] = J2
+   *        ...
+   *    return error # 1-d numpy array
+   *
+   * cf = CustomFactor(noise_model, keys, error_func)
+   * ```
+   */
   CustomFactor(const gtsam::SharedNoiseModel& noiseModel, const gtsam::KeyVector& keys, const gtsam::CustomErrorFunction& errorFunction);
 };