API: Consistency in prefix / prefix_sep

[TomAugspurger]

Currently get_dummies has both prefix and prefix_sep parameters. This is inconsistent with the rest of pandas prefix / suffix arguments that have you included the separator in the pre/suffix.

• read_csv
• join
  probably others.

We should add a warning to get_dummies to have users change prefix_sep to '' and include the separators in prefix.

[jreback]

I meant you should not include prefix_sep in get_dummies at all (was it their previously?)

[TomAugspurger]

Yep it was already there. The only change I made to the function signature was adding the categorical_variables keyword.