Code Sample, a copy-pastable example if possible

import pandas as pd
import numpy as np

df = pd.DataFrame({ 'A' : 1.,
'B' : [2, 2, 4, 4],
'C' : ['T1', 'T2', 'T1', 'T2'],
'D' : 3.,
'E' : np.nan})
#df

tablea = pd.pivot_table(df, values='D', index=['A', 'B'],
                     columns=['C'], aggfunc=np.sum)
#tablea

tableb = pd.pivot_table(df, values='D', index=['E', 'B'],
                     columns=['C'], aggfunc=np.sum)
#tableb

Problem description

One is not able to use np.nan as a pivot value.

The ouput for the first pivot table (tablea) as expected is

    C   T1  T2
A   B       
1.0 2   3.0 3.0
        4   3.0 3.0

The output for the second table (tableb) is which is completely blank.

E | B
-- | --

Expected Output

I was hoping for

            C   T1  T2
E           B       
np.nan         2        3.0 3.0
                4   3.0 3.0

This behavior is not necessarily a problem but I'm just trying to get clarity on if this is expected. I know that groupby excludes NaN by design and I expect that this is related to that. Is that the case?

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.5.2.final.0 python-bits: 64 OS: Windows OS-release: 7 machine: AMD64 processor: Intel64 Family 6 Model 61 Stepping 4, GenuineIntel byteorder: little LC_ALL: None LANG: None LOCALE: None.None pandas: 0.20.3 pytest: 3.2.2 pip: 9.0.1 setuptools: 27.2.0 Cython: 0.26.1 numpy: 1.13.1 scipy: 0.19.1 xarray: None IPython: 6.1.0 sphinx: 1.3.1 patsy: 0.4.1 dateutil: 2.6.1 pytz: 2017.2 blosc: None bottleneck: 1.2.1 tables: 3.4.2 numexpr: 2.6.2 feather: 0.4.0 matplotlib: 2.0.2 openpyxl: 2.5.0a3 xlrd: 1.0.0 xlwt: 1.2.0 xlsxwriter: 0.9.8 lxml: 3.8.0 bs4: 4.6.0 html5lib: 0.999999999 sqlalchemy: 1.1.11 pymysql: 0.7.9.None psycopg2: None jinja2: 2.9.6 s3fs: None pandas_gbq: None pandas_datareader: None

Comment From: chris-b1

Thanks - this is a duplicate of #3729 - same underlying issue as groupby as you noted.

There was a PR working this at #12607 - you're welcome to pick it up if interested!