ENH: Keep series name when merging GroupBy result
closes #6124
closes #6265 
## Use case

This will facilitate DataFrame group/apply transformations when using a function that returns a Series.  Right now, if we perform the following:

```
import pandas
df = pandas.DataFrame(
        {'a':  [0, 0, 0, 0, 1, 1, 1, 1, 2, 2, 2, 2],
         'b':  [0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1],
         'c':  [1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0],
         'd':  [0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1],
         })

def count_values(df):
    return pandas.Series({'count': df['b'].sum(), 'mean': df['c'].mean()}, name='metrics')

result = df.groupby('a').apply(count_values)
print result.stack().reset_index()
```

We get the following output:

```
   a level_1    0
0  0   count  2.0
1  0    mean  0.5
2  1   count  2.0
3  1    mean  0.5
4  2   count  2.0
5  2    mean  0.5

[6 rows x 3 columns]
```

Ideally, the series name should be preserved and propagated through these operations such that we get the following output:

```
   a metrics    0
0  0   count  2.0
1  0    mean  0.5
2  1   count  2.0
3  1    mean  0.5
4  2   count  2.0
5  2    mean  0.5

[6 rows x 3 columns]
```

The only way to achieve this (currently) is:

```
result = df.groupby('a').apply(count_values)
result.columns.name = 'metrics'
print result.stack().reset_index()
```

However, the key issue here is 1) this adds an extra line of code and 2) the name of the series created in the applied function may not be known in the outside block (so we can't properly fix the result.columns.name attribute).

The other work-around is to name the index of the series:

```
def count_values(df):
    series = pandas.Series({'count': df['b'].sum(), 'mean': df['c'].mean()})
    series.index.name = 'metrics'
    return series
```

During the group/apply operation, this pull request will check to see whether series.index has the name attribute set.  If the name attribute is not set, it will set the index.name attribute to the name of the series (thus ensuring the name propagates).

does this have an associated issue?
 I didn't create an issue.  Should I?
 you don't have to, but pls put an example of what is wrong, and then what this PR does in the top section

e.g. this feature is missing, this PR makes it do .....
 Updated
 actually...why don't you create an issue for this....that way can tag it with some labels.....
you can put the top part into the issue (e.g. the rationale / code sample) instead
 No problem.  Made an issue.  Thanks for looking at this.
 can you rebase?
 hows this coming?
 @jreback - Second commit should close #6265 and I rebased.   Had to push with the --force option.  Hope that's OK.
 yes force pushing is correct
 pls add in a tests for #6265 (and release note mention) as well..thanks
 Rebased, added tests, made sure tests passed, fixed as per discussion in #6124 and added release note mention.
 FYI, did another rebase/force push.
 this looks really good!

can you add the example (in the top of the PR) to the groupby.rst/examples section (just the fixed version). If you are really adventurous, you can put a 1-liner v0.14.0 under API changes with a reference to this. Its not an API change, but useful to know.
 Added the example.  There was already a note in the release file about the changes (it's more than one line though).  Let me know if that should be shortened.
 minor issue
can u annotate the test where 6124 is tested?
 Done.  Amended previous commit and force-updated.
 thanks @bburan-galenea this was a great effort!
