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For Series/DataFrame, is this as simple as reindexing after value_counts and then fillna with 0? For groupby.value_counts, it is not so easy to accomplish. But the current implementation of DataFrameGroupBy.value_counts makes this very easy to add. I'm not sure about SeriesGroupBy.value_counts.
+1, but would like to see it added in both NDFrame and groupby for API consistency.
It could be useful to have 'observed' parameter in value_counts method similar to the one in groupby method.
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