Make a Pandas MultiIndex from a product of iterables?

Question

I have a utility function for creating a Pandas MultiIndex when I have two or more iterables and I want an index key for each unique pairing of the values in those iterables. It

Answer 1

This is a very similar construction (but using cartesian_product which for larger arrays is faster than itertools.product)

In [2]: from pandas.tools.util import cartesian_product

In [3]: MultiIndex.from_arrays(cartesian_product([range(3),list('ab')]))
Out[3]: 
MultiIndex(levels=[[0, 1, 2], [u'a', u'b']],
           labels=[[0, 0, 1, 1, 2, 2], [0, 1, 0, 1, 0, 1]])

could be added as a convience method, maybe MultiIndex.from_iterables(...)

pls open an issue (and PR if you'd like)

FYI I very rarely actually construct a multi-index 'manually', almost always easier to actually construct a frame and just set_index.

In [10]: df = DataFrame(dict(A = np.arange(6), 
                             B = ['foo'] * 3 + ['bar'] * 3, 
                             C = np.ones(6)+np.arange(6)%2)
                       ).set_index(['C','B']).sortlevel()

In [11]: df
Out[11]: 
       A
C B     
1 bar  4
  foo  0
  foo  2
2 bar  3
  bar  5
  foo  1

[6 rows x 1 columns]