WIP: ENH: pivot/groupby index with nan
I'm working on a solution for issue #3729.

I've identified where to work and put in place a first, crude solution. I need to do more tests.
- [ ] closes  #3729.
- [ ] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

xref #9941, #5456, #6992, #443

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2016-08-28: here are the tests I think need to be added / copied /adapted:

Basic tests:
- [x] Create a new test class, in a new file
- [ ] test_basic_with_nan with dtypes in object, datetimes, timedelta & datetime64 with tz
- [x] test_groupby_series_dropna
- [x] test_groupby_frame_dropna
- [ ] test_groupby_panel_dropna
- [x] test_groupby_multi_dropna

Tests with data types
- [x] integer, floats
- [x] datetime, timedelta
- [x] strings and other objects
- [x] None

Existing tests to copy or adapt from TestGroupBy:
- [x] test_first_last_nth
- [x] test_nth
- [x] test_nth_multi_index_as_expected
- [x] test_nth_multi_index
- [ ] test_group_selection_cache
- [x] test_basic
- [x] test_with_na
- [ ] test_series_groupby_nunique
- [ ] test_groupby_level_with_nas
- [ ] test_groupby_nat_exclude
- [ ] test_groupby_groups_datetimeindex
- [ ] test_nlargest
- [ ] test_nsmallest
- [ ] test_groupby_as_index_agg
- [ ] test_agg_api
- [ ] test_transform
- [ ] test_builtins_apply
- [ ] test_groupby_whitelist
- [x] test__cython_agg_general
- [x] test_ops_general
- [x] test_groupby_transform_with_nan_group

And also I will need to edit the documentation, for instance this part:
- [ ] Edit http://pandas-docs.github.io/pandas-docs-travis/groupby.html
