diff --git a/docs/make.jl b/docs/make.jl
new file mode 100644
index 0000000000000000000000000000000000000000..96ba623cc6e8e6503c985bb7a4aa2eda0590348c
--- /dev/null
+++ b/docs/make.jl
@@ -0,0 +1,13 @@
+
+using Documenter, MarkovProcesses
+
+makedocs(
+    sitename = "MarkovProcesses.jl",
+    modules = [MarkovProcesses],
+    pages = [
+        "Home" => "index.md",
+        "Approximate Bayesian Computation" => "abc.md"
+    ],
+    format = Documenter.HTML(prettyurls = false)
+)
+
diff --git a/docs/src/abc.md b/docs/src/abc.md
new file mode 100644
index 0000000000000000000000000000000000000000..82acfbfdcb5e866edc1c71007bc5d75bb802b5a2
--- /dev/null
+++ b/docs/src/abc.md
@@ -0,0 +1,8 @@
+
+# Approximate Bayesian Computation related methods
+
+```@autodocs
+Modules = [MarkovProcesses]
+Pages   = ["algorithms/abc_smc.jl", "algorithms/abc_model_choice.jl"]
+```
+
diff --git a/docs/src/index.md b/docs/src/index.md
new file mode 100644
index 0000000000000000000000000000000000000000..bae06128ac190e8f2fd3643e96db5c3ac07c582e
--- /dev/null
+++ b/docs/src/index.md
@@ -0,0 +1,8 @@
+
+```@meta
+CurrentModule = MarkovProcesses
+```
+
+```@docs
+abc_smc
+```