title: Pandas- split a multiple index dataframe
body: <p>I have a multiple indexed pandas data frame where I want to separate values by '||' character and include one more layer of index with three new columns 'Connection', 'Val1' 'Val2'.        </p>
  
  <p>Will be helpful if someone could give me few hints to do this.</p>
  
  <p>Current example Data Frame:</p>
  
  <pre><code>                              Experiment1                        Experiment2      
      Target      Analyze1_ab               Analyze2_zz            Analyze1_yy        
      XXX_1   Edge2||3.1E-07||-0.5    Edge2||2.1E-06||-0.9     Edge2||6.4E-02||-0.3   
      XXX_4   Edge1||6.4E-12||1.1     Edge1||2.4E-11||9.4      Edge1||1.4E-11||1.4    
      ABC_1   Edge1||3.9E-07||0.7     Edge1||2.9E-07||5.6      Edge1||6.8E-02||0.4    
      ABC_2   Edge2||1.1E-09||-0.5    Edge2||1.2E-09||1.2      Edge2||1.0E-03||-0.5   
      ABC_3   Edge2||4.6E-25||-0.8    Edge2||2.6E-10||1.9      Edge2||5.0E-17||-0.9   
      XXX_2   Edge2||1.7E-07||-0.5    Edge2||5.7E-08||-0.3     Edge2||4.1E-02||-0.3   
      ABC_4   Edge1||8.1E-02||0.5     Edge1||9.1E-02||1.5      Edge1||5.4E-02||0.6    
      ABC_5   Edge1||6.7E-02||0.3     Edge1||4.2E-02||1.9      Edge1||5.6E-03||0.4    
      XXX_3   Edge2||3.1E-03||-0.4    Edge1||2.4E-11||1.1      Edge2||2.4E-02||-0.3   
  </code></pre>
  
  <p>Desired Data Frame:</p>
  
  <pre><code>                                   Experiment1                            Experiment2       
      Target          Analyze1_ab                  Analyze2_zz                Analyze1_yy     
             Connection   Val1    Val2    Connection  Val1    Val2    Connection  Val1    Val2
      XXX_1   Edge2   3.10E-07    -0.5    Edge2   2.10E-06    -0.9    Edge2   6.40E-02    -0.3
      XXX_4   Edge1   6.40E-12    1.1     Edge1   2.40E-11    9.4     Edge1   1.40E-11    1.4
      ABC_1   Edge1   3.90E-07    0.7     Edge1   2.90E-07    5.6     Edge1   6.80E-02    0.4
      ABC_2   Edge2   1.10E-09    -0.5    Edge2   1.20E-09    1.2     Edge2   1.00E-03    -0.5
      ABC_3   Edge2   4.60E-25    -0.8    Edge2   2.60E-10    1.9     Edge2   5.00E-17    -0.9
      XXX_2   Edge2   1.70E-07    -0.5    Edge2   5.70E-08    -0.3    Edge2   4.10E-02    -0.3
      ABC_4   Edge1   8.10E-02    0.5     Edge1   9.10E-02    1.5     Edge1   5.40E-02    0.6
      ABC_5   Edge1   6.70E-02    0.3     Edge1   4.20E-02    1.9     Edge1   5.60E-03    0.4
      XXX_3   Edge2   3.10E-03    -0.4    Edge1   2.40E-11    1.1     Edge2   2.40E-02    -0.3
  </code></pre>