update whatsnew, fix documentation

Author: nateyoder

doc/source/whatsnew/v0.20.0.txt

@@ -95,94 +95,42 @@ Backwards incompatible API changes
 Map on Index types now return other Index types
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
--  ``map`` on an ``Index`` now returns an ``Index``, not an array (:issue:`12766`)
+-  ``map`` on an ``Index`` now returns an ``Index``, not a numpy array (:issue:`12766`)
 
   .. ipython:: python
 
      idx = Index([1, 2])
      idx
-
-  Previous Behavior:
-
-  .. code-block:: ipython
-
-     In [3]: idx.map(lambda x: x * 2)
-     Out[3]: array([2, 4])
-
-  New Behavior:
-
-  .. ipython:: python
-
-      idx.map(lambda x: x * 2)
-
--  ``map`` on an ``Index`` or ``MultiIndex`` returns the appropriate type depending on output dimensionality
-
-  .. ipython:: python
-
      mi = MultiIndex.from_tuples([(1, 2), (2, 4)])
      mi
 
   Previous Behavior:
 
   .. code-block:: ipython
 
-     In [5]: idx.map(lambda x: (x, x * 2))
-     Out[5]: array([(1, 2), (2, 4)], dtype=object)
-
-
-     In [6]: mi.map(lambda x: x[0])
-     Out[6]: array([1, 2])
-
-  New Behavior:
-
-  .. ipython:: python
-
-      idx.map(lambda x: (x, x * 2))
-
-      mi.map(lambda x: x[0])
-
-
--  ``map`` on an ``CategoricalIndex`` now returns a ``CategoricalIndex``, not a Categorical
-
-  .. ipython:: python
-
-     ci = CategoricalIndex(list('ABABC'), categories=list('CBA'), ordered=True)
-     ci
+     In [5]: idx.map(lambda x: x * 2)
+     Out[5]: array([2, 4])
 
-  Previous Behavior:
+     In [6]: idx.map(lambda x: (x, x * 2))
+     Out[6]: array([(1, 2), (2, 4)], dtype=object)
 
-  .. code-block:: ipython
+     In [7]: mi.map(lambda x: x)
+     Out[7]: array([(1, 2), (2, 4)], dtype=object)
 
-    In [7]: ci.map(lambda x: x.lower())
-    Out[7]:
-    [a, b, a, b, c]
-    Categories (3, object): [c < b < a]
+     In [8]: mi.map(lambda x: x[0])
+     Out[8]: array([1, 2])
 
   New Behavior:
 
   .. ipython:: python
 
-      ci.map(lambda x: x.lower())
-
--  ``map`` on an ``DatetimeIndex`` or ``TimedeltaIndex`` now returns an ``Index`` instance
-
-  .. ipython:: python
-
-     dtidx = date_range(start='2016-01-01', end='2016-01-02')
-     dtidx
-
-  Previous Behavior:
-
-  .. code-block:: ipython
-
-    In [8]: dtidx.map(lambda x: x.day)
-    Out[8]: array([1, 2])
+      idx.map(lambda x: x * 2)
 
-  New Behavior:
+      idx.map(lambda x: (x, x * 2))
 
-  .. ipython:: python
+      mi.map(lambda x: x)
 
-      dtidx.map(lambda x: x.day)
+      mi.map(lambda x: x[0])
 
 
 -  ``map`` on a Series withe datetime64 values may return int64 dtypes rather than int32

pandas/indexes/base.py

@@ -2436,7 +2436,7 @@ def map(self, mapper):
 
         Returns
         -------
-        applied : Index
+        applied : Union[Index, MultiIndex], inferred
             The output of the mapping function applied to the index.
             If the function returns a tuple with more than one element
             a MultiIndex will be returned.

pandas/tseries/base.py

@@ -335,7 +335,7 @@ def map(self, f):
                 self._shallow_copy(result)
 
             if not isinstance(result, Index):
-                raise TypeError
+                raise TypeError('The map function must return an Index object')
             return result
         except Exception:
             return self.asobject.map(f)