pandas MultiIndex series "unstack" to scipy sparse array functionality
related #4343

I have found myself on occasion writing code to convert from a pandas Series (with n-level MultiIndex) to a scipy sparse n-dim array (plus dimension labels) and back. I am not terribly familiar with the newer sparse data structure features but my impression is that it provides a totally different kind of functionality. Does this kind of functionality exist somewhere? If not, would something like this be of interest?
