API: to_series/to_frame Index methods

[jreback]

xref #15216 (comment)

Index.to_series()
MultiIndex.to_frame()

should we harmonize? (e.g. make both available to both? for compat), leave it like this?

should also prob add the index=True kw to .to_series() for compat.

[gfyoung]

I don't see why we shouldn't harmonize API. It makes it easier to use (obviously, the behavior will be different but at least the functions can be called).

[jreback]

@gfyoung feel like diving in on these? (we may need to deprecate some things).

[gfyoung]

@jreback : Just going through the backlog here and finally got to this. For starters, MultiIndex.to_series already exists thanks to inheritance with Index. Thus, I don't see why we wouldn't want to have to_frame() for consistency for Index. Quite simple to implement IMO.

What do you think?