dropna method added to Index.

pandas/core/index.py

@@ -215,6 +215,16 @@ def is_(self, other):
         # use something other than None to be clearer
         return self._id is getattr(other, '_id', Ellipsis)
 
+    def dropna(self):
+        """
+        Return Index without null values
+
+        Returns
+        -------
+        dropped : Index
+        """
+        return self[~isnull(self.values)]
+
     def _reset_identity(self):
         """Initializes or resets ``_id`` attribute with new object"""
         self._id = _Identity()

pandas/tests/test_index.py

@@ -905,6 +905,13 @@ def test_nan_first_take_datetime(self):
         exp = Index([idx[-1], idx[0], idx[1]])
         tm.assert_index_equal(res, exp)
 
+    def test_dropna(self):
+        idx = Index([np.nan, 'a', np.nan, np.nan, 'b', 'c', np.nan],
+                    name='idx')
+        expected = Index(['a', 'b', 'c'], name='idx')
+        result = idx.dropna()
+        tm.assert_index_equal(result, expected)
+
 
 class TestFloat64Index(tm.TestCase):
     _multiprocess_can_split_ = True
@@ -1049,6 +1056,13 @@ def test_astype_from_object(self):
         tm.assert_equal(result.dtype, expected.dtype)
         tm.assert_index_equal(result, expected)
 
+    def test_dropna(self):
+        idx = Index([np.nan, 1.0, np.nan, np.nan, 2.0, 3.0, np.nan],
+                    name='idx')
+        expected = Index([1.0, 2.0, 3.0], name='idx')
+        result = idx.dropna()
+        tm.assert_index_equal(result, expected)
+
 
 class TestInt64Index(tm.TestCase):
     _multiprocess_can_split_ = True
@@ -1474,6 +1488,12 @@ def test_slice_keep_name(self):
         idx = Int64Index([1, 2], name='asdf')
         self.assertEqual(idx.name, idx[1:].name)
 
+    def test_dropna_does_nothing(self):
+        idx = Index([1, 2, 3], name='idx')
+        expected = Index([1, 2, 3], name='idx')
+        result = idx.dropna()
+        tm.assert_index_equal(result, expected)
+
 
 class TestMultiIndex(tm.TestCase):
     _multiprocess_can_split_ = True
@@ -2824,6 +2844,12 @@ def test_level_setting_resets_attributes(self):
         # if this fails, probably didn't reset the cache correctly.
         assert not ind.is_monotonic
 
+    def test_dropna_does_nothing(self):
+        idx = MultiIndex.from_tuples([('bar', 'two')])
+        expected = idx
+        result = idx.dropna()
+        tm.assert_index_equal(result, expected)
+
 
 def test_get_combined_index():
     from pandas.core.index import _get_combined_index