pandas
has support for multi-level column names:
>>> x = pd.DataFrame({\'instance\':[\'first\',\'first\',\'first\'],\'foo\':[\'a\',\'b
You can use concat. Give it a dictionary of dataframes where the key is the new column level you want to add.
In [46]: d = {}
In [47]: d['first_level'] = pd.DataFrame(columns=['idx', 'a', 'b', 'c'],
data=[[10, 0.89, 0.98, 0.31],
[20, 0.34, 0.78, 0.34]]).set_index('idx')
In [48]: pd.concat(d, axis=1)
Out[48]:
first_level
a b c
idx
10 0.89 0.98 0.31
20 0.34 0.78 0.34
You can use the same technique to create multiple levels.
In [49]: d['second_level'] = pd.DataFrame(columns=['idx', 'a', 'b', 'c'],
data=[[10, 0.29, 0.63, 0.99],
[20, 0.23, 0.26, 0.98]]).set_index('idx')
In [50]: pd.concat(d, axis=1)
Out[50]:
first_level second_level
a b c a b c
idx
10 0.89 0.98 0.31 0.29 0.63 0.99
20 0.34 0.78 0.34 0.23 0.26 0.98