Example generation from scripts, taken from scikit learn

(ext/gen_rst.py)

doc/source/conf.py

@@ -23,11 +23,17 @@ sys.path.append(os.path.join(curpath, '..', 'ext'))
 
 # -- General configuration -----------------------------------------------------
 
+try:
+    import gen_rst
+except:
+    pass
+
+
 # Add any Sphinx extension module names here, as strings. They can be extensions
 # coming with Sphinx (named 'sphinx.ext.*') or your custom ones.
 extensions = ['sphinx.ext.autodoc', 'sphinx.ext.pngmath', 'numpydoc',
               'sphinx.ext.autosummary', 'sphinx.ext.inheritance_diagram',
-              'plot_directive']
+              'plot_directive', 'gen_rst']
 
 # Add any paths that contain templates here, relative to this directory.
 templates_path = ['_templates']

doc/source/index.txt

@@ -39,6 +39,11 @@ Sections
        Conditions on the use and redistribution of this package.
 
 
+
+`Examples <auto_examples/index.html>`_
+
+Introductory examples
+
 Indices and Tables
 ==================