Handle subpackages better

Author: TomAugspurger

doc/make.py

@@ -135,6 +135,12 @@ def _process_single_doc(self, single_doc):
             try:
                 obj = pandas  # noqa: F821
                 for name in single_doc.split('.'):
+                    try:
+                        # for names not in the top-level namespace by default,
+                        # e.g. pandas.io.formats.style.Styler
+                        importlib.import_module('.'.join([obj.__name__, name]))
+                    except ModuleNotFoundError:
+                        pass
                     obj = getattr(obj, name)
             except AttributeError:
                 raise ValueError('Single document not understood, it should '