BUG: Fix IntervalIndex.insert to allow inserting NaN

Author: jschendel

doc/source/whatsnew/v0.21.1.txt

@@ -62,6 +62,7 @@ Bug Fixes
 - Bug in ``pd.Series.rolling.skew()`` and ``rolling.kurt()`` with all equal values has floating issue (:issue:`18044`)
 - Bug in ``pd.DataFrameGroupBy.count()`` when counting over a datetimelike column (:issue:`13393`)
 - Bug in ``pd.concat`` when empty and non-empty DataFrames or Series are concatenated (:issue:`18178` :issue:`18187`)
+- Bug in ``IntervalIndex.insert`` when attempting to insert ``NaN`` (:issue:`18295`)
 
 Conversion
 ^^^^^^^^^^

pandas/core/indexes/interval.py

@@ -968,14 +968,21 @@ def delete(self, loc):
         return self._shallow_copy(new_left, new_right)
 
     def insert(self, loc, item):
-        if not isinstance(item, Interval):
-            raise ValueError('can only insert Interval objects into an '
-                             'IntervalIndex')
-        if not item.closed == self.closed:
-            raise ValueError('inserted item must be closed on the same side '
-                             'as the index')
-        new_left = self.left.insert(loc, item.left)
-        new_right = self.right.insert(loc, item.right)
+        if isinstance(item, Interval):
+            if not item.closed == self.closed:
+                raise ValueError('inserted item must be closed on the same '
+                                 'side as the index')
+            left_insert = item.left
+            right_insert = item.right
+        elif is_scalar(item) and isna(item):
+            # GH 18295
+            left_insert = right_insert = item
+        else:
+            raise ValueError('can only insert Interval objects and NaN into '
+                             'an IntervalIndex')
+
+        new_left = self.left.insert(loc, left_insert)
+        new_right = self.right.insert(loc, right_insert)
         return self._shallow_copy(new_left, new_right)
 
     def _as_like_interval_index(self, other, error_msg):

pandas/tests/indexes/test_interval.py

@@ -255,6 +255,11 @@ def test_insert(self):
         pytest.raises(ValueError, self.index.insert, 0,
                       Interval(2, 3, closed='left'))
 
+        # GH 18295
+        expected = self.index_with_nan
+        result = self.index.insert(1, np.nan)
+        tm.assert_index_equal(result, expected)
+
     def test_take(self):
         actual = self.index.take([0, 1])
         assert self.index.equals(actual)