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. Switch to the correct branch: git checkout python-docs.
3. In project root run source python-docs-venv/bin/activate

If there are problems running the virtual env then you may need to install virtualenv and install the packages manually as below (nb my environment has python aliased to python3 so just use whichever is appropriate for your installation)

python -m venv python-docs-venv # create a new virtual env named python-docs-venv
source python-docs-venv/bin/activate
python -m pip install sphinx 
python -m pip install sphinx-rtd-theme

4. In project root run python3 -m pip install . to build the python bindings.
5. Build and open the documentation:

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

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: