title: Pandas Aggregate Method on RollingGroupby
body: <p><strong>Question:</strong> Does the .agg method work on a RollingGroupby object?  It seems like it should and IPython auto populates for this method, but I'm getting an error.</p>
  
  <p><strong>Documentation:</strong>  I did not see anything specific to <code>RollingGroupby</code> objects.  I am probably looking in the wrong place, but i looked at <a href="http://pandas.pydata.org/pandas-docs/version/0.18.1/api.html#standard-moving-window-functions" rel="nofollow noreferrer">Standard moving window functions</a> and <a href="http://pandas.pydata.org/pandas-docs/version/0.18.1/api.html#groupby" rel="nofollow noreferrer">GroupBy</a></p>
  
  <p>Sample Data:</p>
  
  <pre><code># test data
  df = pd.DataFrame({ 
      'animal':np.random.choice( ['panda','python','shark'], 12),
      'period':np.repeat(range(3), 4 ),
      'value':np.tile(range(2), 6 ),
      })
  
  # this works as expected
  df.groupby(['animal', 'period'])['value'].rolling(2).count()
  
  animal  period    
  panda   0       2     1.0
          2       8     1.0
                  10    2.0
  python  0       0     1.0
                  1     2.0
          1       6     1.0
          2       11    1.0
  shark   0       3     1.0
          1       4     1.0
                  5     2.0
                  7     2.0
          2       9     1.0
  Name: value, dtype: float64
  
  # this works as expected
  df.groupby(['animal', 'period'])['value'].rolling(2).mean()
  
  animal  period    
  panda   0       2     NaN
          2       8     NaN
                  10    0.0
  python  0       0     NaN
                  1     0.5
          1       6     NaN
          2       11    NaN
  shark   0       3     NaN
          1       4     NaN
                  5     0.5
                  7     1.0
          2       9     NaN
  Name: value, dtype: float64
  </code></pre>
  
  <p>This does not work for me.</p>
  
  <pre><code>df.groupby(['animal', 'period'])['value'].rolling(2).agg(['count', 'mean'])
  </code></pre>
  
  <p>The short exception is:</p>
  
  <pre><code>Exception: Column(s) value already selected
  </code></pre>
  
  <p>The desired DataFrame is below.  I got this from merging the two DataFrames that worked above, but this seems cumbersome.   </p>
  
  <pre><code>        animal  period  level_2 value_x value_y
  0   panda   0   2   1.0 NaN
  1   panda   2   8   1.0 NaN
  2   panda   2   10  2.0 0.0
  3   python  0   0   1.0 NaN
  4   python  0   1   2.0 0.5
  5   python  1   6   1.0 NaN
  6   python  2   11  1.0 NaN
  7   shark   0   3   1.0 NaN
  8   shark   1   4   1.0 NaN
  9   shark   1   5   2.0 0.5
  10  shark   1   7   2.0 1.0
  11  shark   2   9   1.0 NaN
  </code></pre>