ENH: Add Index.to_frame method

Closes pandas-devgh-15230.

Author: gfyoung

doc/source/api.rst

@@ -1376,6 +1376,7 @@ Conversion
    Index.tolist
    Index.to_datetime
    Index.to_series
+   Index.to_frame
 
 Sorting
 ~~~~~~~
@@ -1591,6 +1592,7 @@ Conversion
    DatetimeIndex.to_perioddelta
    DatetimeIndex.to_pydatetime
    DatetimeIndex.to_series
+   DatetimeIndex.to_frame
 
 TimedeltaIndex
 --------------
@@ -1623,6 +1625,7 @@ Conversion
    TimedeltaIndex.round
    TimedeltaIndex.floor
    TimedeltaIndex.ceil
+   TimedeltaIndex.to_frame
 
 .. currentmodule:: pandas
 

doc/source/whatsnew/v0.21.0.txt

@@ -31,6 +31,7 @@ New features
 - Added ``skipna`` parameter to :func:`~pandas.api.types.infer_dtype` to
   support type inference in the presence of missing values (:issue:`17059`).
 - :class:`~pandas.Resampler.nearest` is added to support nearest-neighbor upsampling (:issue:`17496`).
+- :class:`~pandas.Index~` has added support for a ``to_frame`` method (:issue:`15230`)
 
 .. _whatsnew_0210.enhancements.infer_objects:
 

pandas/core/indexes/base.py

@@ -1005,6 +1005,29 @@ def to_series(self, **kwargs):
                       index=self._shallow_copy(),
                       name=self.name)
 
+    def to_frame(self, index=True):
+        """
+        Create a DataFrame with the columns the levels of the Index
+
+        .. versionadded:: 0.21.0
+
+        Parameters
+        ----------
+        index : boolean, default True
+            return the Index as the index
+
+        Returns
+        -------
+        DataFrame : a DataFrame containing the original Index data.
+        """
+
+        from pandas import DataFrame
+        result = DataFrame(self._to_embed(), columns=[self.name or 0])
+
+        if index:
+            result.index = self
+        return result
+
     def _to_embed(self, keep_tz=False):
         """
         *this is an internal non-public method*

pandas/core/indexes/datetimes.py

@@ -913,6 +913,45 @@ def to_series(self, keep_tz=False):
                       index=self._shallow_copy(),
                       name=self.name)
 
+    def to_frame(self, index=True, keep_tz=False):
+        """
+        Create a DataFrame with the columns the levels of the Index
+
+        .. versionadded:: 0.21.0
+
+        Parameters
+        ----------
+        index : boolean, default True
+            return the DatetimeIndex as the index
+
+        keep_tz : optional, defaults False.
+            return the data keeping the timezone.
+
+            If keep_tz is True:
+
+              If the timezone is not set, the resulting
+              Series will have a datetime64[ns] dtype.
+
+              Otherwise the DataFrame will have an datetime64[ns, tz] dtype;
+              the tz will be preserved.
+
+            If keep_tz is False:
+
+              DataFrame will have a datetime64[ns] dtype. TZ aware
+              objects will have the tz removed.
+
+        Returns
+        -------
+        DataFrame : a DataFrame containing the original Index data.
+        """
+
+        from pandas import DataFrame
+        result = DataFrame(self._to_embed(keep_tz), columns=[self.name or 0])
+
+        if index:
+            result.index = self
+        return result
+
     def _to_embed(self, keep_tz=False):
         """
         return an array repr of this object, potentially casting to object

pandas/tests/indexes/common.py

@@ -51,6 +51,18 @@ def test_to_series(self):
         assert s.index is not idx
         assert s.name == idx.name
 
+    def test_to_frame(self):
+        idx = self.create_index()
+        df = idx.to_frame()
+
+        assert df.index is idx
+        assert len(df.columns) == 1
+        assert df.columns[0] == idx.name
+        assert df[idx.name].values is not idx.values
+
+        df = idx.to_frame(index=False)
+        assert df.index is not idx
+
     def test_shift(self):
 
         # GH8083 test the base class for shift