DOC: Add documentation for freq='infer' option of DatetimeIndex and T…

…imedeltaIndex constructors (pandas-dev#21566)

doc/source/timedeltas.rst

@@ -363,6 +363,13 @@ or ``np.timedelta64`` objects. Passing ``np.nan/pd.NaT/nat`` will represent miss
    pd.TimedeltaIndex(['1 days', '1 days, 00:00:05',
                      np.timedelta64(2,'D'), datetime.timedelta(days=2,seconds=2)])
 
+The string 'infer' can be passed in order to set the frequency of the index as the
+inferred frequency upon creation:
+
+.. ipython:: python
+
+   pd.TimedeltaIndex(['0 days', '10 days', '20 days'], freq='infer')
+
 Generating Ranges of Time Deltas
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 

doc/source/timeseries.rst

@@ -185,6 +185,19 @@ options like ``dayfirst`` or ``format``, so use ``to_datetime`` if these are req
 
     pd.Timestamp('2010/11/12')
 
+You can also use the ``DatetimeIndex`` constructor directly:
+
+.. ipython:: python
+
+    pd.DatetimeIndex(['2018-01-01', '2018-01-03', '2018-01-05'])
+
+The string 'infer' can be passed in order to set the frequency of the index as the
+inferred frequency upon creation:
+
+.. ipython:: python
+
+    pd.DatetimeIndex(['2018-01-01', '2018-01-03', '2018-01-05'], freq='infer')
+
 Providing a Format Argument
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~
 

pandas/core/indexes/datetimes.py

@@ -187,7 +187,10 @@ class DatetimeIndex(DatelikeOps, TimelikeOps, DatetimeIndexOpsMixin,
     copy  : bool
         Make a copy of input ndarray
     freq : string or pandas offset object, optional
-        One of pandas date offset strings or corresponding objects
+        One of pandas date offset strings or corresponding objects. The string
+        'infer' can be passed in order to set the frequency of the index as the
+        inferred frequency upon creation
+
     start : starting value, datetime-like, optional
         If data is None, start is used as the start point in generating regular
         timestamp data.

pandas/core/indexes/timedeltas.py

@@ -107,7 +107,10 @@ class TimedeltaIndex(DatetimeIndexOpsMixin, TimelikeOps, Int64Index):
         Optional timedelta-like data to construct index with
     unit: unit of the arg (D,h,m,s,ms,us,ns) denote the unit, optional
         which is an integer/float number
-    freq: a frequency for the index, optional
+    freq : string or pandas offset object, optional
+        One of pandas date offset strings or corresponding objects. The string
+        'infer' can be passed in order to set the frequency of the index as the
+        inferred frequency upon creation
     copy  : bool
         Make a copy of input ndarray
     start : starting value, timedelta-like, optional