Herodotus says, "Very few things happen at the right time, and the rest do not happen at all. The conscientious historian will correct these defects."
Notes from Wikiquote
Twain does not quote Herodotus here, he only sums up what he believes to have been Herodotus' approach to the writing of history. Nevertheless, this apocryphal statement is now often quoted as being the very words of Herodotus.