Added FrozenList subtraction

doc/source/groupby.rst

@@ -126,6 +126,14 @@ We could naturally group by either the ``A`` or ``B`` columns or both:
    grouped = df.groupby('A')
    grouped = df.groupby(['A', 'B'])
 
+If we also have a MultiIndex on columns ``A`` and ``B``, we can group by all
+but the specified columns
+
+.. ipython:: python
+
+   df.set_index(['A', 'B'])
+   grouped = df.groupby(level=df.index.names - ['B'])
+
 These will split the DataFrame on its index (rows). We could also split by the
 columns:
 

doc/source/whatsnew/v0.20.0.txt

@@ -26,6 +26,8 @@ Check the :ref:`API Changes <whatsnew_0200.api_breaking>` and :ref:`deprecations
 New features
 ~~~~~~~~~~~~
 
+- Added difference from FrozenLists (:issue:`15475`)
+
 - Integration with the ``feather-format``, including a new top-level ``pd.read_feather()`` and ``DataFrame.to_feather()`` method, see :ref:`here <io.feather>`.
 - ``.str.replace`` now accepts a callable, as replacement, which is passed to ``re.sub`` (:issue:`15055`)
 

pandas/indexes/frozen.py

@@ -31,6 +31,13 @@ def __add__(self, other):
 
     __iadd__ = __add__
 
+    def __sub__(self, other):
+        other = set(other)
+        temp = [x for x in self if x not in other]
+        return self.__class__(temp)
+
+    __isub__ = __sub__
+
     # Python 2 compat
     def __getslice__(self, i, j):
         return self.__class__(super(FrozenList, self).__getslice__(i, j))

pandas/tests/indexes/test_frozen.py

@@ -23,13 +23,30 @@ def test_add(self):
         expected = FrozenList([1, 2, 3] + self.lst)
         self.check_result(result, expected)
 
+    def test_sub(self):
+        result = self.container - [2]
+        expected = FrozenList([1, 3, 4, 5])
+        self.check_result(result, expected)
+
+    def test_sub_dupe(self):
+        result = FrozenList([1, 2, 3, 2]) - [2]
+        expected = FrozenList([1, 3])
+        self.check_result(result, expected)
+
     def test_inplace(self):
         q = r = self.container
         q += [5]
         self.check_result(q, self.lst + [5])
         # other shouldn't be mutated
         self.check_result(r, self.lst)
 
+    def test_inplace_sub(self):
+        q = r = self.container
+        q -= [5]
+        self.check_result(q, self.container - [5])
+        # other shouldn't be mutated
+        self.check_result(r, self.lst)
+
 
 class TestFrozenNDArray(CheckImmutable, CheckStringMixin, tm.TestCase):
     mutable_methods = ('put', 'itemset', 'fill')