Add inline example for select

Addresses #1686

pygmt/src/select.py

@@ -147,6 +147,16 @@ def select(data=None, outfile=None, **kwargs):
         - :class:`pandas.DataFrame` table if ``outfile`` is not set.
         - None if ``outfile`` is set (filtered output will be stored in file
           set by ``outfile``).
+           
+    Example
+    -------
+    >>> import pygmt  # doctest: +SKIP
+    >>> # Load a table of ship observations of bathymetry off Baja California
+    >>> data = pygmt.datasets.load_sample_data(name="bathymetry")
+    >>> # Only return the data points that lie within the region between 
+    ... longitudes 246 and 247 and latitudes 20 and 21
+    >>> pygmt.select(data=ship_data, region=[246,247,20,21])
+    ... )  # doctest: +SKIP          
     """
 
     with GMTTempFile(suffix=".csv") as tmpfile: