Expand documentation in README.md

Author: ibab

README.md

@@ -31,6 +31,12 @@ If there are several ROOT trees in the input file, you have to specify the tree
 df = read_root('myfile.root', 'mykey')
 ```
 
+You can also directly read multiple ROOT files at once by passing a list of file names:
+```python
+df = read_root(['file1.root', 'file2.root', 'mykey'])
+```
+In this case, each file must have the same set of columns under the given key.
+
 Specific columns can be selected like this:
 ```python
 df = read_root('myfile.root', columns=['variable1', 'variable2'])
@@ -45,9 +51,14 @@ In addition, you can use shell brace patterns as in
 ```python
 df = read_root('myfile.root', columns=['variable{1,2}'])
 ```
-
 You can also use `*` and `{a,b}` simultaneously, and several times per string.
 
+If you want to transform your variables using a ROOT selection string, you have
+to put a `noexpand:` prefix in front of the column name that you want to use the selection string in:
+```python
+df = read_root('myfile.root', columns=['noexpand:sqrt(variable1)']
+```
+
 Working with stored arrays can be a bit inconventient in pandas.
 `root_pandas` makes it easy to flatten your input data, providing you with a DataFrame containing only scalars:
 ```python
@@ -84,6 +95,14 @@ By default, `to_root` erases the existing contents of the file. Use `mode='a'` t
 for df in read_root('bigfile.root', chunksize=100000):
     df.to_root('out.root', mode='a')
 ```
-When doing this to stream data from one ROOT file into another, you shouldn't forget to `os.remove` the output file first, otherwise you will append more and more data to it on each run of your program.
+**Warning:** When using this feature to stream data from one ROOT file into
+another, you shouldn't forget to `os.remove` the output file first, otherwise
+you will append more and more data to it on each run of your program.
+
+## The DataFrame index
 
+When reading a ROOT file, `root_pandas` will automatically add a pandas index
+to the DataFrame, which starts at 1 and counts up for each entry.
+When writing the a DataFrame to a ROOT file, it stores the DataFrame index in a `__index__` branch.
+Currently, only single-dimensional indices are supported.