BUG: IntervalIndex.insert does not work for inserting NaN

[jschendel]

Code Sample, a copy-pastable example if possible

In [3]: ivs = pd.interval_range(0, 4)
   ...: ivs
   ...:
Out[3]:
IntervalIndex([(0, 1], (1, 2], (2, 3], (3, 4]]
              closed='right',
              dtype='interval[int64]')

In [4]: ivs.insert(2, np.nan)
---------------------------------------------------------------------------
ValueError: can only insert Interval objects into an IntervalIndex

Problem description

IntervalIndex.insert fails to insert NaN.

Note that NaN should be valid to insert, as you can construct an IntervalIndex with NaN:

In [5]: pd.IntervalIndex([pd.Interval(0, 1), np.nan, pd.Interval(2, 3)])
Out[5]:
IntervalIndex([(0.0, 1.0], nan, (2.0, 3.0]]
              closed='right',
              dtype='interval[float64]')

Additionally, other types of index allow for NaN to be inserted:

In [6]: pd.Index(list('abc')).insert(2, np.nan)
Out[6]: Index(['a', 'b', nan, 'c'], dtype='object')

In [7]: pd.period_range('2017Q1', periods=4, freq='Q').insert(2, np.nan)
Out[7]: PeriodIndex(['2017Q1', '2017Q2', 'NaT', '2017Q3', '2017Q4'], dtype='period[Q-DEC]', freq='Q-DEC')

Expected Output

NaN to be inserted at the specified location:

IntervalIndex([(0.0, 1.0], (1.0, 2.0], nan, (2.0, 3.0], (3.0, 4.0]]
              closed='right',
              dtype='interval[float64]')

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.21.0
pytest: 3.1.2
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.26
numpy: 1.13.3
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 6.1.0
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.2.2
numexpr: 2.6.4
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.7
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.3
bs4: 4.6.0
html5lib: 0.999
sqlalchemy: 1.1.9
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None