DOC: Switch to nbshpinx

Simplify setup by using nbsphinx to handle notebooks

.gitignore

@@ -7,4 +7,7 @@ build/
 dist
 .benchmarks/
 .cache/
-README.rst
+README.rst
+doc/**/*.ipynb
+.pytest_cache
+__pycache__

.travis.yml

@@ -80,8 +80,13 @@ before_install:
   - source activate arch-test
   - pip install flake8 nbconvert nbformat pytest coverage coveralls pytest-cov codecov pytest-xdist
   - if [[ ${STATSMODELS_MASTER} = true ]]; then sh ./ci/statsmodels-master.sh; fi;
-  - if [[ ${DOCBUILD} = true ]]; then conda install sphinx ipython doctr numpydoc -c conda-forge; fi;
-  - if [[ ${DOCBUILD} = true ]]; then pip install guzzle_sphinx_theme; fi;
+  - |
+    if [[ ${DOCBUILD} = true ]]; then 
+      conda install sphinx ipython numpydoc jupyter seaborn -c conda-forge
+      pip install doctr nbsphinx guzzle_sphinx_theme -q
+      sudo apt-get install -y enchant
+      pip install sphinxcontrib-spelling
+    fi
   - export SRCDIR=${PWD}
   - conda list
   - export PYTHONHASHSEED=0

doc/source/bootstrap/bootstrap.rst

@@ -13,7 +13,7 @@ parameters and the (internally generated) sampling scheme.
 .. toctree::
     :maxdepth: 1
 
-    Examples <bootstrap_examples>
+    Examples <bootstrap_examples.ipynb>
     Confidence Interval Construction <confidence-intervals>
     Parameter Covariance Estimation <parameter-covariance-estimation>
     Low-level Interface <low-level-interface>

doc/source/conf.py

@@ -14,13 +14,29 @@
 
 import os
 from distutils.version import LooseVersion
+import glob 
+import shutil
+
 import arch
 on_rtd = os.environ.get('READTHEDOCS', None) == 'True'
 # If extensions (or modules to document with autodoc) are in another directory,
 # add these directories to sys.path here. If the directory is relative to the
 # documentation root, use os.path.abspath to make it absolute, like shown here.
 # sys.path.insert(0, os.path.abspath('.'))
 
+##########################################################
+# Copy Examples
+##########################################################
+root  = os.path.split(os.path.abspath(__file__))[0]
+example_path = os.path.join(root, '..','..','examples')
+examples = glob.glob(os.path.join(example_path, '*.ipynb'))
+for example in examples:
+    _, filename = os.path.split(example)
+    mod = filename.split('_')[0]
+    target = os.path.join(root, mod, filename)
+    shutil.copyfile(example, target)
+
+
 # -- General configuration ------------------------------------------------
 
 # If your documentation needs a minimal Sphinx version, state it here.
@@ -41,7 +57,8 @@
     'sphinx.ext.napoleon',
     'sphinx.ext.intersphinx',
     'IPython.sphinxext.ipython_console_highlighting',
-    'IPython.sphinxext.ipython_directive'
+    'IPython.sphinxext.ipython_directive',
+    'nbsphinx'
 ]
 
 # Add any paths that contain templates here, relative to this directory.

doc/source/multiple-comparison/multiple-comparisons.rst

@@ -11,7 +11,7 @@ which is similar to the size of a test.
 .. toctree::
     :maxdepth: 1
 
-    Examples <multiple-comparison_examples>
+    Examples <multiple-comparison_examples.ipynb>
     Module Reference <multiple-comparison-reference>
     Background and References <background>
 

doc/source/unitroot/unitroot.rst

@@ -22,7 +22,7 @@ process with an alternative of a unit root.
     :maxdepth: 1
 
     Introduction <introduction>
-    Examples <unitroot_examples>
+    Examples <unitroot_examples.ipynb>
     Unit Root Tests <tests>
 
 

doc/source/univariate/univariate.rst

@@ -7,11 +7,11 @@ Univariate Volatility Models
     :maxdepth: 1
 
     Introduction <introduction>
-    Examples <univariate_volatility_modeling>
+    Examples <univariate_volatility_modeling.ipynb>
     Forecasting <forecasting>
-    Forecasting Examples <univariate_volatility_forecasting>
+    Forecasting Examples <univariate_volatility_forecasting.ipynb>
     Mean Models <mean>
     Volatility Processes <volatility>
-    Using the Fixed Variance Process <univariate_using_fixed_variance>
+    Using the Fixed Variance Process <univariate_using_fixed_variance.ipynb>
     Distributions <distribution>
     Background and References <background>