pandas MultiIndex How to change standard columns to MultiIndex
Example
Start with a standard DataFrame
df = pd.DataFrame(np.random.randn(2,3), columns=['a','b','c'])
In [91]: df
Out[91]:
a b c
0 -0.911752 -1.405419 -0.978419
1 0.603888 -1.187064 -0.035883
Now to change to MultiIndex, create a MultiIndex object and assign it to df.columns.
midx = pd.MultiIndex(levels=[['zero', 'one'], ['x','y']], labels=[[1,1,0,],[1,0,1,]])
df.columns = midx
In [94]: df
Out[94]:
one zero
y x y
0 -0.911752 -1.405419 -0.978419
1 0.603888 -1.187064 -0.035883
