Updated docstring for copy() method

closes #12663

Added note that a copy with `deep=True` does
not copy the data of objects contained in underlying arrays with
`dtype=object`.

Author: Andrew Fiore-Gartland <[email protected]>

Closes #12664 from agartland/agartland-copy-doc and squashes the following commits:

3660bc1 [Andrew Fiore-Gartland] Explicit description of deep for True and False
ece5d46 [Andrew Fiore-Gartland] Updated docstring for copy() method

Author: agartland

pandas/core/generic.py

@@ -2947,12 +2947,18 @@ def astype(self, dtype, copy=True, raise_on_error=True, **kwargs):
 
     def copy(self, deep=True):
         """
-        Make a copy of this object
+        Make a copy of this objects data.
 
         Parameters
         ----------
         deep : boolean or string, default True
-            Make a deep copy, i.e. also copy data
+            Make a deep copy, including a copy of the data and the indices.
+            With ``deep=False`` neither the indices or the data are copied.
+
+            Note that when ``deep=True`` data is copied, actual python objects
+            will not be copied recursively, only the reference to the object.
+            This is in contrast to ``copy.deepcopy`` in the Standard Library,
+            which recursively copies object data.
 
         Returns
         -------