In a very general sense, the problem I am looking to solve is changing one component of a multi-level index into columns.  That is, I have a Series that contains a multilevel index and I want the lowest level of the index changed into columns in a dataframe.  Here is the actual example problem I'm trying to solve,
Here we can generate some sample data:
foo_choices = ["saul", "walter", "jessee"]
bar_choices = ["alpha", "beta", "foxtrot", "gamma", "hotel", "yankee"]
df = DataFrame([{"foo":random.choice(foo_choices), 
                 "bar":random.choice(bar_choices)} for _ in range(20)])
df.head()
which gives us,
     bar     foo
0    beta    jessee
1    gamma   jessee
2    hotel   saul
3    yankee  walter
4    yankee  jessee
...
Now, I can groupby bar and get value_counts of the foo field,
dfgb = df.groupby('foo')
dfgb['bar'].value_counts()
and it outputs,
foo            
jessee  hotel      4
        gamma      2
        yankee     1
saul    foxtrot    3
        hotel      2
        gamma      1
        alpha      1
walter  hotel      2
        gamma      2
        foxtrot    1
        beta       1
But what I want is something like,
          hotel    beta    foxtrot    alpha    gamma    yankee
foo                        
jessee     1       1       5          4        1        1
saul       0       3       0          0        1        0
walter     1       0       0          1        1        0
My solution was to write the following bit:
for v in df['bar'].unique():
    if v is np.nan: continue
    df[v] = np.nan
    df.ix[df['bar'] == v, v] = 1
dfgb = df.groupby('foo')
dfgb.count()[df['bar'].unique()]
                I think you want:
dfgb['bar'].value_counts().unstack().fillna(0.)
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