Follow these steps to build the documentation.

1. Clone the directory in an appropriate location git clone https://github.com/apache/datasketches-python.git
2. Make a new branch and switch to that branch.

cd datasketches-python
git branch new-branch
git checkout new-branch

3. In project root, make a new virtual environment with the appropriate packages. Depending on how python is aliased in your environment, you may need python or python3, as indicated by python(3).

python -m venv venv # create a new virtual env named venv using system python
source venv/bin/activate
python(3) -m pip install sphinx # now using venv python
python(3) -m pip install sphinx-rtd-theme

4. In project root run python(3) -m pip install . to build the python bindings.
5. Build and open the documentation:

cd python/docs
make html
open build/html/index.html

Problems

The density_sketch and tuple_sketch are not yet included.
I have not included the file to avoid cluttering the PR with things that may not work. You can easily include them by making a density_sketch.rst file in the same location as all of the other X.rst files for the sketches and copying in the following:

Density Sketch
--------------

.. autoclass:: datasketches.density_sketch
    :members:
    :undoc-members:

.. autoclass:: datasketches.GaussianKernel
    :members:

Additionally, you will need to add the below to index.rst

Density Estimation
##################

.. toctree::
   :maxdepth: 1 

   density_sketch