DOC: add examples to set_index method

Author: geoninja

pandas/core/frame.py

@@ -2947,9 +2947,37 @@ def set_index(self, keys, drop=True, append=False, inplace=False,
 
         Examples
         --------
-        >>> indexed_df = df.set_index(['A', 'B'])
-        >>> indexed_df2 = df.set_index(['A', [0, 1, 2, 0, 1, 2]])
-        >>> indexed_df3 = df.set_index([[0, 1, 2, 0, 1, 2]])
+        >>> df = pd.DataFrame({'month': [1,4,7,10], 
+        ...                    'year': [2012,2014,2013,2014], 
+        ...                    'sale':[55, 40, 84, 31]})
+           month  sale  year
+        0  1      55    2012
+        1  4      40    2014
+        2  7      84    2013
+        3  10     31    2014
+
+        
+        Set the index to become the 'month' column:
+
+        >>> df.set_index('month')
+               sale  year
+        month
+        1      55    2012
+        4      40    2014
+        7      84    2013
+        10     31    2014
+
+
+        Create a multi-index using columns 'year' and 'month':
+
+        >>> df.set_index(['year', 'month'])
+                    sale
+        year  month
+        2012  1     55
+        2014  4     40
+        2013  7     84
+        2014  10    31
+
 
         Returns
         -------