DOC: Add intersphinx so we can refer to numpy, scipy, sklearn docs.

doc/source/conf.py

@@ -26,7 +26,8 @@ sys.path.append(os.path.join(curpath, '..', 'ext'))
 # 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', 'plot_directive', 'plot2rst']
+              'sphinx.ext.autosummary', 'plot_directive', 'plot2rst',
+              'sphinx.ext.intersphinx']
 
 # Add any paths that contain templates here, relative to this directory.
 templates_path = ['_templates']
@@ -256,3 +257,11 @@ plot2rst_index_name = 'README'
 plot2rst_rcparams = {'image.cmap' : 'gray',
                      'image.interpolation' : 'none'}
 
+
+_python_doc_base = 'http://docs.python.org/2.7'
+intersphinx_mapping = {
+    _python_doc_base: None,
+    'http://docs.scipy.org/doc/numpy': None,
+    'http://docs.scipy.org/doc/scipy/reference': None,
+    'http://scikit-learn.org/stable': None
+}