ENH: Keeping a GroupBy object after filtering
As of today, the result of filtering after grouping is a `DataFrame` :

```
type(df.groupby("foobar").filter(lambda x: len(x)>1)) == pandas.core.frame.DataFrame
```

However in many cases it also makes sense to filter **but keep a DataFrameGroupBy object**.

Surprisingly, I didn’t find such a feature request here, although this topic was raised several times on StackOverflow :

https://stackoverflow.com/questions/36047951/how-to-preserve-pandas-groupby-object-after-filter-operation
https://stackoverflow.com/questions/35832475/how-can-i-filter-a-pandas-groupby-object-and-obtain-a-groupby-object-back
https://stackoverflow.com/questions/36389919/chaining-grouping-filtration-and-aggregation

The last link proposes some interesting workarounds, but they are not convenient or simply fail in more complex cases, when the grouping and filtering is performed on multiple columns.  Furthermore, manually re-applying the grouping is neither elegant nor efficient, but most of all it is error-prone in such cases.

Having a specific filter function (or an optional argument to the existing one) to return a filtered `DataFrameGroupBy` object would come very handy.