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API/ERR: allow iterators in df.set_index & improve errors#24984

Merged
jreback merged 36 commits intopandas-dev:masterfrom
h-vetinari:set_index_custom
Feb 24, 2019
Merged

API/ERR: allow iterators in df.set_index & improve errors#24984
jreback merged 36 commits intopandas-dev:masterfrom
h-vetinari:set_index_custom

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