ENH: add Index.dropna

[sinhrks]

• closes Enhancement: Add dropna to Float64Index #6194
• tests added / passed
• passes git diff upstream/master | flake8 --diff
• whatsnew entry

after this PR:

idx = pd.Index([1, 2, np.nan, 4])
idx.dropna()
# Float64Index([1.0, 2.0, 4.0], dtype='float64')

MI has option how to drop if any/all levels are NA (the same as DataFrame)

midx = pd.MultiIndex.from_arrays([[1, 2, np.nan, 4], [1, 2, np.nan, np.nan]])
midx.dropna()
# MultiIndex(levels=[[1, 2, 4], [1, 2]],
#            labels=[[0, 1], [0, 1]])

midx.dropna(how='all')
# MultiIndex(levels=[[1, 2, 4], [1, 2]],
#            labels=[[0, 1, 2], [0, 1, -1]])

[jreback]

make a sub section I think (and maybe roll some other API changes there from Index eg where) might be others

[jreback]

or separate subsection. is fine too
whatever is more clear

[codecov-io]

Current coverage is 85.24% (diff: 100%)

Merging #13791 into master will increase coverage by 0.01%

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+ Misses         7445       7440     -5   
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[jorisvandenbossche]

" drops values to all levels are missing." -> "only drops values where all levels are missing"

[jorisvandenbossche]

Two minor comments, looks good to me for the rest!

[sinhrks]

Thanks, made changes for that were pointed out. Added New Index method section under what's new -> enhancement to organize relevant fixes.

[jreback]

nice

[jreback]

thanks @sinhrks