DataFrame[sparse].__getitem__ should be Series, not SparseSeries

[TomAugspurger]

Can we break API here to return a Series[Sparse] instead?

In [12]: df = pd.DataFrame({"A": pd.SparseArray([1, 2, 3])})

In [13]: df.dtypes
Out[13]:
A    Sparse[int64, 0]
dtype: object

In [14]: type(df['A'])
Out[14]: pandas.core.sparse.series.SparseSeries

cc @rkern

[TomAugspurger]

FYI, these sparse-related PRs are all all working towards deprecating SparseDataFrame and SparseSeries. Being able to deprecate means we need to break API in a few places (like here) where the user has no control over the return type, unless we go with some kind of pd.options route. Do we want to do that?

pd.options.mode.slice_sparse : {None, 'Series', 'SparseSeries'}

the default of None warns, and returns a SparseSeries? Setting 'Series' will opt in to the future behavior? The strange thing about that is that if we're deprecating SparseSeries, you'll get a warning anyway with 'SparseSeries' :)

[jreback]

yeah this seems fine