In the data I am working with the index is compound - i.e. it has both item name and a timestamp, e.g. [email protected]|2013-05-07 05:52:51 +0200.
I want to do hierarchical indexing, so that the same e-mails are grouped together, so I need to convert a DataFrame Index into a MultiIndex (e.g. for the entry above - ([email protected], 2013-05-07 05:52:51 +0200)).
What is the most convenient method to do so?