/pandas 0.23

MultiIndex / Advanced Indexing

This section covers indexing with a MultiIndex and more advanced indexing features.

See the Indexing and Selecting Data for general indexing documentation.


Whether a copy or a reference is returned for a setting operation, may depend on the context. This is sometimes called chained assignment and should be avoided. See Returning a View versus Copy.

See the cookbook for some advanced strategies.

Hierarchical indexing (MultiIndex)

Hierarchical / Multi-level indexing is very exciting as it opens the door to some quite sophisticated data analysis and manipulation, especially for working with higher dimensional data. In essence, it enables you to store and manipulate data with an arbitrary number of dimensions in lower dimensional data structures like Series (1d) and DataFrame (2d).

In this section, we will show what exactly we mean by “hierarchical” indexing and how it integrates with all of the pandas indexing functionality described above and in prior sections. Later, when discussing group by and pivoting and reshaping data, we’ll show non-trivial applications to illustrate how it aids in structuring data for analysis.

See the cookbook for some advanced strategies.

Creating a MultiIndex (hierarchical index) object

The MultiIndex object is the hierarchical analogue of the standard Index object which typically stores the axis labels in pandas objects. You can think of MultiIndex as an array of tuples where each tuple is unique. A MultiIndex can be created from a list of arrays (using MultiIndex.from_arrays), an array of tuples (using MultiIndex.from_tuples), or a crossed set of iterables (using MultiIndex.from_product). The Index constructor will attempt to return a MultiIndex when it is passed a list of tuples. The following examples demonstrate different ways to initialize MultiIndexes.

In [1]: arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
   ...:           ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]

In [2]: tuples = list(zip(*arrays))

In [3]: tuples
[('bar', 'one'),
 ('bar', 'two'),
 ('baz', 'one'),
 ('baz', 'two'),
 ('foo', 'one'),
 ('foo', 'two'),
 ('qux', 'one'),
 ('qux', 'two')]

In [4]: index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])

In [5]: index
MultiIndex(levels=[['bar', 'baz', 'foo', 'qux'], ['one', 'two']],
           labels=[[0, 0, 1, 1, 2, 2, 3, 3], [0, 1, 0, 1, 0, 1, 0, 1]],
           names=['first', 'second'])

In [6]: s = pd.Series(np.random.randn(8), index=index)

In [7]: s
first  second
bar    one       0.469112
       two      -0.282863
baz    one      -1.509059
       two      -1.135632
foo    one       1.212112
       two      -0.173215
qux    one       0.119209
       two      -1.044236
dtype: float64

When you want every pairing of the elements in two iterables, it can be easier to use the MultiIndex.from_product function:

In [8]: iterables = [['bar', 'baz', 'foo', 'qux'], ['one', 'two']]

In [9]: pd.MultiIndex.from_product(iterables, names=['first', 'second'])
MultiIndex(levels=[['bar', 'baz', 'foo', 'qux'], ['one', 'two']],
           labels=[[0, 0, 1, 1, 2, 2, 3, 3], [0, 1, 0, 1, 0, 1, 0, 1]],
           names=['first', 'second'])

As a convenience, you can pass a list of arrays directly into Series or DataFrame to construct a MultiIndex automatically:

In [10]: arrays = [np.array(['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux']),
   ....:           np.array(['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two'])]

In [11]: s = pd.Series(np.random.randn(8), index=arrays)

In [12]: s
bar  one   -0.861849
     two   -2.104569
baz  one   -0.494929
     two    1.071804
foo  one    0.721555
     two   -0.706771
qux  one   -1.039575
     two    0.271860
dtype: float64

In [13]: df = pd.DataFrame(np.random.randn(8, 4), index=arrays)

In [14]: df
                0         1         2         3
bar one -0.424972  0.567020  0.276232 -1.087401
    two -0.673690  0.113648 -1.478427  0.524988
baz one  0.404705  0.577046 -1.715002 -1.039268
    two -0.370647 -1.157892 -1.344312  0.844885
foo one  1.075770 -0.109050  1.643563 -1.469388
    two  0.357021 -0.674600 -1.776904 -0.968914
qux one -1.294524  0.413738  0.276662 -0.472035
    two -0.013960 -0.362543 -0.006154 -0.923061

All of the MultiIndex constructors accept a names argument which stores string names for the levels themselves. If no names are provided, None will be assigned:

In [15]: df.index.names
Out[15]: FrozenList([None, None])

This index can back any axis of a pandas object, and the number of levels of the index is up to you:

In [16]: df = pd.DataFrame(np.random.randn(3, 8), index=['A', 'B', 'C'], columns=index)

In [17]: df
first        bar                 baz                 foo                 qux          
second       one       two       one       two       one       two       one       two
A       0.895717  0.805244 -1.206412  2.565646  1.431256  1.340309 -1.170299 -0.226169
B       0.410835  0.813850  0.132003 -0.827317 -0.076467 -1.187678  1.130127 -1.436737
C      -1.413681  1.607920  1.024180  0.569605  0.875906 -2.211372  0.974466 -2.006747

In [18]: pd.DataFrame(np.random.randn(6, 6), index=index[:6], columns=index[:6])

© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.