Add examples to docs

CHANGELOG.rst

@@ -49,7 +49,7 @@ Changelog
 0.3.1 - 2024-07-30
 ------------------
 
-** Bug fixes:**
+**Bug fixes:**
 
 - Fixed bug in
   :class:`~ivmodels.tests.conditional_likelihood_ratio.inverse_conditional_likelihood_ratio_test`.

README.md

@@ -1 +1,10 @@
-# IV Models
+# ivmodels
+
+ivmodels is a Python library for instrumental variable estimation.
+It implements
+
+ - K-Class estimators, including the Limited Information Maximum Likelihood (LIML) estimator and the Two-Stage Least Squares (TSLS) estimator.
+ - Tests and confidence sets for the parameters of the model, including the Anderson-Rubin test, the the Lagrange multiplier test, the (conditional) likelihood-ratio test, and the Wald test.
+ - Auxiliary tests such as Anderson's (1951) test of reduced rank (a multivariate extension to the first-stage F-test) and the J-statistic (including its LIML variant).
+
+

docs/.gitignore

@@ -0,0 +1,2 @@
+html
+doctrees

docs/api.rst

@@ -0,0 +1,59 @@
+API
+===
+
+Estimators
+----------
+
+.. autoclass:: ivmodels.KClass
+   :members: fit
+   :noindex:
+
+.. autoclass:: ivmodels.models.AnchorRegression
+   :members: fit
+   :noindex:
+
+.. autoclass:: ivmodels.models.PULSE
+   :members: fit
+   :noindex:
+
+.. autoclass:: ivmodels.models.SpaceIV
+   :members: fit
+   :noindex:
+
+Tests
+-----
+
+.. automodule:: ivmodels.tests
+   :members:
+   :noindex:
+
+Summary
+-------
+
+.. autoclass:: ivmodels.summary.Summary
+   :members:
+   :noindex:
+
+.. autoclass:: ivmodels.summary.CoefficientTable
+   :members:
+   :noindex:
+
+ConfidenceSet
+-------------
+
+.. autoclass:: ivmodels.confidence_set.ConfidenceSet
+   :members:
+   :noindex:
+
+Quadric
+-------
+
+.. autoclass:: ivmodels.quadric.Quadric
+   :members:
+   :noindex:
+
+
+Bibliography
+------------
+
+.. bibliography::

docs/changelog.rst

@@ -0,0 +1 @@
+.. include:: ../CHANGELOG.rst

docs/conf.py

@@ -32,9 +32,11 @@
     "sphinx_rtd_theme",
     "sphinx.ext.intersphinx",
     "sphinx.ext.mathjax",
+    "nbsphinx",
     "sphinxcontrib.bibtex",
 ]
 
+
 bibtex_bibfiles = ["bib.bib"]
 bibtex_reference_style = "author_year"