BLD/DOC: Add doc string check to doc build

Add check for doc string validity to doc build
Begin correcting some of the errors

Author: bashtage

.pep8speaks.yml

@@ -1,3 +1,9 @@
-pycodestyle:
+scanner:
+    diff_only: True
+    linter: flake8
+
+flake8:
+    max-line-length: 79
     ignore:  # Errors and warnings to ignore
-        - W504  # line break after binary operator
+        - W503
+        - W504

docs/source/discretemod.rst

@@ -82,6 +82,7 @@ The specific model classes are:
    NegativeBinomialP
    GeneralizedPoisson
 
+.. currentmodule:: statsmodels.discrete.count_model
 .. module:: statsmodels.discrete.count_model
 
 .. autosummary::
@@ -91,6 +92,7 @@ The specific model classes are:
    ZeroInflatedNegativeBinomialP
    ZeroInflatedGeneralizedPoisson
 
+.. currentmodule:: statsmodels.discrete.conditional_models
 .. module:: statsmodels.discrete.conditional_models
 
 .. autosummary::

docs/source/gam.rst

@@ -72,6 +72,7 @@ Module Reference
 
 .. module:: statsmodels.gam.generalized_additive_model
    :synopsis: Generalized Additive Models
+.. currentmodule:: statsmodels.gam.generalized_additive_model
 
 Model Class
 ^^^^^^^^^^^

docs/source/graphics.rst

@@ -1,4 +1,4 @@
-.. currentmodule:: statsmodels.graphics
+.. currentmodule:: statsmodels.graphics.gofplots
 
 .. _graphics:
 
@@ -13,75 +13,105 @@ Goodness of Fit Plots
 .. autosummary::
    :toctree: generated/
 
-   gofplots.qqplot
-   gofplots.qqline
-   gofplots.qqplot_2samples
-   gofplots.ProbPlot
+   qqplot
+   qqline
+   qqplot_2samples
+   ProbPlot
 
 Boxplots
 --------
 
+.. currentmodule:: statsmodels.graphics.boxplots
+
 .. autosummary::
    :toctree: generated/
 
-   boxplots.violinplot
-   boxplots.beanplot
+   violinplot
+   beanplot
 
 Correlation Plots
 ------------------
 
+.. currentmodule:: statsmodels.graphics.correlation
+
 .. autosummary::
    :toctree: generated/
 
-   correlation.plot_corr
-   correlation.plot_corr_grid
-   plot_grids.scatter_ellipse
+   plot_corr
+   plot_corr_grid
+
+.. currentmodule:: statsmodels.graphics.plot_grids
+
+.. autosummary::
+   :toctree: generated/
+
+   scatter_ellipse
 
 Functional Plots
 ----------------
 
+.. currentmodule:: statsmodels.graphics.functional
+
 .. autosummary::
    :toctree: generated/
 
-   functional.hdrboxplot
-   functional.fboxplot
-   functional.rainbowplot
-   functional.banddepth
+   hdrboxplot
+   fboxplot
+   rainbowplot
+   banddepth
 
 Regression Plots
 ----------------
 
+.. currentmodule:: statsmodels.graphics.regressionplots
+
 .. autosummary::
    :toctree: generated/
 
-   regressionplots.plot_fit
-   regressionplots.plot_regress_exog
-   regressionplots.plot_partregress
-   regressionplots.plot_partregress_grid
-   regressionplots.plot_ccpr
-   regressionplots.plot_ccpr_grid
-   regressionplots.plot_ceres_residuals
-   regressionplots.abline_plot
-   regressionplots.influence_plot
-   regressionplots.plot_leverage_resid2
+   plot_fit
+   plot_regress_exog
+   plot_partregress
+   plot_partregress_grid
+   plot_ccpr
+   plot_ccpr_grid
+   plot_ceres_residuals
+   abline_plot
+   influence_plot
+   plot_leverage_resid2
 
 Time Series Plots
 -----------------
 
+.. currentmodule:: statsmodels.graphics.tsaplots
+
 .. autosummary::
    :toctree: generated/
 
-   tsaplots.plot_acf
-   tsaplots.plot_pacf
-   tsaplots.month_plot
-   tsaplots.quarter_plot
+   plot_acf
+   plot_pacf
+   month_plot
+   quarter_plot
 
 Other Plots
 -----------
 
+.. currentmodule:: statsmodels.graphics.factorplots
+
+.. autosummary::
+   :toctree: generated/
+
+   interaction_plot
+
+.. currentmodule:: statsmodels.graphics.mosaicplot
+
+.. autosummary::
+   :toctree: generated/
+
+   mosaic
+
+.. currentmodule:: statsmodels.graphics.agreement
+
 .. autosummary::
    :toctree: generated/
 
-   factorplots.interaction_plot
-   mosaicplot.mosaic
-   agreement.mean_diff_plot
+   mean_diff_plot

docs/source/nonparametric.rst

@@ -89,25 +89,42 @@ Module Reference
 
 The public functions and classes are
 
+.. currentmodule:: statsmodels.nonparametric.smoothers_lowess
 .. autosummary::
    :toctree: generated/
 
-   smoothers_lowess.lowess
-   kde.KDEUnivariate
-   kernel_density.KDEMultivariate
-   kernel_density.KDEMultivariateConditional
-   kernel_density.EstimatorSettings
-   kernel_regression.KernelReg
-   kernel_regression.KernelCensoredReg
+   lowess
+
+.. currentmodule:: statsmodels.nonparametric.kde
+.. autosummary::
+   :toctree: generated/
+
+   KDEUnivariate
+
+.. currentmodule:: statsmodels.nonparametric.kernel_density
+.. autosummary::
+   :toctree: generated/
+
+   KDEMultivariate
+   KDEMultivariateConditional
+   EstimatorSettings
+
+.. currentmodule:: statsmodels.nonparametric.kernel_regression
+.. autosummary::
+   :toctree: generated/
+
+   KernelReg
+   KernelCensoredReg
 
 helper functions for kernel bandwidths
 
+.. currentmodule:: statsmodels.nonparametric.bandwidths
 .. autosummary::
    :toctree: generated/
 
-   bandwidths.bw_scott
-   bandwidths.bw_silverman
-   bandwidths.select_bandwidth
+   bw_scott
+   bw_silverman
+   select_bandwidth
 
 There are some examples for nonlinear functions in
 :mod:`statsmodels.nonparametric.dgp_examples`

docs/source/tsa.rst

@@ -183,12 +183,12 @@ process for given lag-polynomials.
    arima_process.lpol_fima
    arima_process.lpol_sdiff
 
-.. currentmodule:: statsmodels
+.. currentmodule:: statsmodels.sandbox.tsa.fftarma
 
 .. autosummary::
    :toctree: generated/
 
-   sandbox.tsa.fftarma.ArmaFft
+   ArmaFft
 
 .. currentmodule:: statsmodels.tsa
 
@@ -204,56 +204,86 @@ See the :ref:`vector_ar documentation. <var>`.
 Regime switching models
 """""""""""""""""""""""
 
+.. currentmodule:: statsmodels.tsa.regime_switching.markov_regression
 .. autosummary::
    :toctree: generated/
 
-   regime_switching.markov_regression.MarkovRegression
-   regime_switching.markov_autoregression.MarkovAutoregression
+   MarkovRegression
+
+.. currentmodule:: statsmodels.tsa.regime_switching.markov_autoregression
+.. autosummary::
+   :toctree: generated/
+
+   MarkovAutoregression
 
 
 Time Series Filters
 """""""""""""""""""
 
+.. currentmodule:: statsmodels.tsa.filters.bk_filter
+.. autosummary::
+   :toctree: generated/
+
+   bkfilter
+
+.. currentmodule:: statsmodels.tsa.filters.hp_filter
+.. autosummary::
+   :toctree: generated/
+
+   hpfilter
+
+.. currentmodule:: statsmodels.tsa.filters.cf_filter
+.. autosummary::
+   :toctree: generated/
+
+   cffilter
+
+.. currentmodule:: statsmodels.tsa.filters.filtertools
 .. autosummary::
    :toctree: generated/
 
-   filters.bk_filter.bkfilter
-   filters.hp_filter.hpfilter
-   filters.cf_filter.cffilter
-   filters.filtertools.convolution_filter
-   filters.filtertools.recursive_filter
-   filters.filtertools.miso_lfilter
-   filters.filtertools.fftconvolve3
-   filters.filtertools.fftconvolveinv
-   seasonal.seasonal_decompose
-   seasonal.STL
-   seasonal.DecomposeResult
+   convolution_filter
+   recursive_filter
+   miso_lfilter
+   fftconvolve3
+   fftconvolveinv
+
+
+.. currentmodule:: statsmodels.tsa.seasonal
+.. autosummary::
+   :toctree: generated/
+
+   seasonal_decompose
+   STL
+   DecomposeResult
 
 TSA Tools
 """""""""
 
-.. currentmodule:: statsmodels.tsa
+.. currentmodule:: statsmodels.tsa.tsatools
 
 .. autosummary::
    :toctree: generated/
 
-   tsatools.add_trend
-   tsatools.detrend
-   tsatools.lagmat
-   tsatools.lagmat2ds
+   add_trend
+   detrend
+   lagmat
+   lagmat2ds
 
 VARMA Process
 """""""""""""
 
+.. currentmodule:: statsmodels.tsa.varma_process
 .. autosummary::
    :toctree: generated/
 
-   varma_process.VarmaPoly
+   VarmaPoly
 
 Interpolation
 """""""""""""
 
+.. currentmodule:: statsmodels.tsa.interp.denton
 .. autosummary::
    :toctree: generated/
 
-   interp.denton.dentonm
+   dentonm