Panel4D is like a Panel object, but provides 4 dimensions: labels, items, major_axis, minor_axis

instead of using a dict of Panels to hold data, the Panel4D provides a convenient represenation in pandas space
 with named dimensions to allow easy axis swapping and slicing

testing
-------

tests/test_panel4d.py provides a similar methodology to test_panel.py

Panel4D required an overhall of many methods in panel.py and one change in core/index.py (regarding multi-indexing)
 almost all methods in a Panel are extended to Panel4D (with the exception in that Panel now allows a multi-axis on axis 0)

docstrings need to be refreshed a bit and made a bit more general

all tests that are not skipped pass (tested with 0.9rc1)

join is a work in progress

further
-------

panelnd.py provides a factory function for creation of generic panel-like ND structures with custom named dimensions
  (this works, but not fully tested - examples are in the docstring)

Author: jreback

pandas/core/api.py

@@ -14,6 +14,7 @@
 from pandas.core.series import Series, TimeSeries
 from pandas.core.frame import DataFrame
 from pandas.core.panel import Panel
+from pandas.core.panel4d import Panel4D
 from pandas.core.groupby import groupby
 from pandas.core.reshape import (pivot_simple as pivot, get_dummies,
                                  lreshape)

pandas/core/indexing.py

@@ -240,11 +240,16 @@ def _multi_take_opportunity(self, tup):
     def _multi_take(self, tup):
         from pandas.core.frame import DataFrame
         from pandas.core.panel import Panel
+        from pandas.core.panel4d import Panel4D
 
         if isinstance(self.obj, DataFrame):
             index = self._convert_for_reindex(tup[0], axis=0)
             columns = self._convert_for_reindex(tup[1], axis=1)
             return self.obj.reindex(index=index, columns=columns)
+        elif isinstance(self.obj, Panel4D):
+            conv = [self._convert_for_reindex(x, axis=i)
+                    for i, x in enumerate(tup)]
+            return self.obj.reindex(labels=tup[0],items=tup[1], major=tup[2], minor=tup[3])
         elif isinstance(self.obj, Panel):
             conv = [self._convert_for_reindex(x, axis=i)
                     for i, x in enumerate(tup)]