added support for selecting multiple nth values

doc/source/groupby.rst

@@ -869,7 +869,7 @@ This shows the first or last n rows from each group.
 Taking the nth row of each group
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-To select from a DataFrame or Series the nth item, use the nth method. This is a reduction method, and will return a single row (or no row) per group:
+To select from a DataFrame or Series the nth item, use the nth method. This is a reduction method, and will return a single row (or no row) per group if you pass an int for n:
 
 .. ipython:: python
 
@@ -880,7 +880,7 @@ To select from a DataFrame or Series the nth item, use the nth method. This is a
    g.nth(-1)
    g.nth(1)
 
-If you want to select the nth not-null method, use the ``dropna`` kwarg. For a DataFrame this should be either ``'any'`` or ``'all'`` just like you would pass to dropna, for a Series this just needs to be truthy.
+If you want to select the nth not-null item, use the ``dropna`` kwarg. For a DataFrame this should be either ``'any'`` or ``'all'`` just like you would pass to dropna, for a Series this just needs to be truthy.
 
 .. ipython:: python
 
@@ -904,6 +904,15 @@ As with other methods, passing ``as_index=False``, will achieve a filtration, wh
    g.nth(0)
    g.nth(-1)
 
+You can also select multiple rows from each group by specifying multiple nth values as a list of ints.
+
+.. ipython:: python
+
+   business_dates = date_range(start='4/1/2014', end='6/30/2014', freq='B')
+   df = DataFrame(1, index=business_dates, columns=['a', 'b'])
+   # get the first, 4th, and last date index for each month
+   df.groupby((df.index.year, df.index.month)).nth([0, 3, -1])
+
 Enumerate group items
 ~~~~~~~~~~~~~~~~~~~~~
 

pandas/core/groupby.py

@@ -756,12 +756,21 @@ def ohlc(self):
 
     def nth(self, n, dropna=None):
         """
-        Take the nth row from each group.
+        Take the nth row from each group if n is an int, or a subset of rows
+        if n is a list of ints.
 
-        If dropna, will not show nth non-null row, dropna is either
+        If dropna, will take the nth non-null row, dropna is either
         Truthy (if a Series) or 'all', 'any' (if a DataFrame); this is equivalent
         to calling dropna(how=dropna) before the groupby.
 
+        Parameters
+        ----------
+        n : int or list of ints
+            a single nth value for the row or a list of nth values
+        dropna : None or str, optional
+            apply the specified dropna operation before counting which row is
+            the nth row. Needs to be None, 'any' or 'all'
+
         Examples
         --------
         >>> df = DataFrame([[1, np.nan], [1, 4], [5, 6]], columns=['A', 'B'])
@@ -789,19 +798,36 @@ def nth(self, n, dropna=None):
         5 NaN
 
         """
+        if isinstance(n, int):
+            nth_values = [n]
+        elif isinstance(n, (set, list, tuple)):
+            nth_values = list(set(n))
+            if dropna is not None:
+                raise ValueError("dropna option with a list of nth values is not supported")
+        else:
+            raise TypeError("n needs to be an int or a list/set/tuple of ints")
+
+        m = self.grouper._max_groupsize
+        # filter out values that are outside [-m, m)
+        pos_nth_values = [i for i in nth_values if i >= 0 and i < m]
+        neg_nth_values = [i for i in nth_values if i < 0 and i >= -m]
 
         self._set_selection_from_grouper()
         if not dropna:  # good choice
-            m = self.grouper._max_groupsize
-            if n >= m or n < -m:
+            if not pos_nth_values and not neg_nth_values:
+                # no valid nth values
                 return self._selected_obj.loc[[]]
+
             rng = np.zeros(m, dtype=bool)
-            if n >= 0:
-                rng[n] = True
-                is_nth = self._cumcount_array(rng)
-            else:
-                rng[- n - 1] = True
-                is_nth = self._cumcount_array(rng, ascending=False)
+            for i in pos_nth_values:
+                rng[i] = True
+            is_nth = self._cumcount_array(rng)
+
+            if neg_nth_values:
+                rng = np.zeros(m, dtype=bool)
+                for i in neg_nth_values:
+                    rng[- i - 1] = True
+                is_nth |= self._cumcount_array(rng, ascending=False)
 
             result = self._selected_obj[is_nth]
 

pandas/tests/test_groupby.py

@@ -312,6 +312,30 @@ def test_nth(self):
         expected = g.B.first()
         assert_series_equal(result,expected)
 
+        # test multiple nth values
+        df = DataFrame([[1, np.nan], [1, 3], [1, 4], [5, 6], [5, 7]],
+                       columns=['A', 'B'])
+        g = df.groupby('A')
+
+        assert_frame_equal(g.nth(0), df.iloc[[0, 3]].set_index('A'))
+        assert_frame_equal(g.nth([0]), df.iloc[[0, 3]].set_index('A'))
+        assert_frame_equal(g.nth([0, 1]), df.iloc[[0, 1, 3, 4]].set_index('A'))
+        assert_frame_equal(g.nth([0, -1]), df.iloc[[0, 2, 3, 4]].set_index('A'))
+        assert_frame_equal(g.nth([0, 1, 2]), df.iloc[[0, 1, 2, 3, 4]].set_index('A'))
+        assert_frame_equal(g.nth([0, 1, -1]), df.iloc[[0, 1, 2, 3, 4]].set_index('A'))
+        assert_frame_equal(g.nth([2]), df.iloc[[2]].set_index('A'))
+        assert_frame_equal(g.nth([3, 4]), df.loc[[],['B']])
+
+        business_dates = pd.date_range(start='4/1/2014', end='6/30/2014', freq='B')
+        df = DataFrame(1, index=business_dates, columns=['a', 'b'])
+        # get the first, fourth and last two business days for each month
+        result = df.groupby((df.index.year, df.index.month)).nth([0, 3, -2, -1])
+        expected_dates = pd.to_datetime(['2014/4/1', '2014/4/4', '2014/4/29', '2014/4/30',
+                                         '2014/5/1', '2014/5/6', '2014/5/29', '2014/5/30',
+                                         '2014/6/2', '2014/6/5', '2014/6/27', '2014/6/30'])
+        expected = DataFrame(1, columns=['a', 'b'], index=expected_dates)
+        assert_frame_equal(result, expected)
+
     def test_grouper_index_types(self):
         # related GH5375
         # groupby misbehaving when using a Floatlike index