DEPR: Panel deprecated

closes pandas-dev#13563

doc/source/whatsnew/v0.20.0.txt

@@ -11,6 +11,7 @@ Highlights include:
 
 - Building pandas for development now requires ``cython >= 0.23`` (:issue:`14831`)
 - The ``.ix`` indexer has been deprecated, see :ref:`here <whatsnew_0200.api_breaking.deprecate_ix>`
+- ``Panel`` has been deprecated, see :ref:`here <whatsnew_0200.api_breaking.deprecate_panel>`
 - Switched the test framework to `pytest`_ (:issue:`13097`)
 - A new orient for JSON serialization, ``orient='table'``, that uses the Table Schema spec, see :ref:`here <whatsnew_0200.enhancements.table_schema>`
 - Window Binary Corr/Cov operations return a MultiIndex DataFrame rather than a Panel, see :ref:`here <whhatsnew_0200.api_breaking.rolling_pairwise>`
@@ -367,6 +368,33 @@ Using ``.iloc``. Here we will get the location of the 'A' column, then use *posi
   df.iloc[[0, 2], df.columns.get_loc('A')]
 
 
+.. _whatsnew_0200.api_breaking.deprecate_panel:
+
+Deprecate Panel
+^^^^^^^^^^^^^^^
+
+- The ``Panel`` constructor is deprecated and will be removed in a future version. The recommended way to represent 3-D data are
+with a ``MultiIndex``on a ``DataFrame`` via the :meth:`~Panel.to_frame` or with the `xarray package <http://xarray.pydata.org/en/stable/>`__. Pandas
+provides a :meth:`~Panel.to_xarray` method to automate this conversion (:issue:`13563`).
+
+.. ipython:: python
+   :okwarning:
+
+   p = tm.makePanel()
+   p
+
+Convert to a MultiIndex DataFrame
+
+.. ipython:: python
+
+   p.frame()
+
+Convert to an xarray DataArray
+
+.. ipython:: python
+
+   p.to_xarray()
+
 .. _whatsnew.api_breaking.io_compat:
 
 Possible incompat for HDF5 formats for pandas < 0.13.0

pandas/core/panel.py

@@ -5,7 +5,7 @@
 from __future__ import division
 
 import numpy as np
-
+import warnings
 from pandas.types.cast import (infer_dtype_from_scalar,
                                maybe_cast_item)
 from pandas.types.common import (is_integer, is_list_like,
@@ -130,6 +130,18 @@ def _constructor(self):
 
     def __init__(self, data=None, items=None, major_axis=None, minor_axis=None,
                  copy=False, dtype=None):
+        # deprecation GH13563
+        warnings.warn("\nPanel is deprecated and will be removed in a "
+                      "future version.\nThe recommended way to represent "
+                      "these types of 3-dimensional data are with a "
+                      "MultiIndex on a DataFrame, via the "
+                      "Panel.to_frame() method\n"
+                      "alternatively, you can use the `xarray package "
+                      "<http://xarray.pydata.org/en/stable/>`__.\n"
+                      "Pandas provides a `.to_xarray()` method to help "
+                      "automate this conversion.\n",
+                      DeprecationWarning, stacklevel=3)
+
         self._init_data(data=data, items=items, major_axis=major_axis,
                         minor_axis=minor_axis, copy=copy, dtype=dtype)