clean_names breaks for MultiIndex Columns

[JoshuaC3]

MultiIndex columns returns expected str not tuple type error.

If you instead used,
df.rename(columns=lambda x: x.lower().replace('_', ''))
this would work for standard and MultiIndex DataFrames.

Can do PR if required.

[ericmjl]

@JoshuaC3 definitely would be a welcome addition! Would you be kind enough to put in a PR for this, including an example and test as well?

[JoshuaC3]

@ericmjl All done. Added MultiIndex tests and everything passes. Will do PR now.

FYI, I don't have the most experience with writing tests and using GitHub for PRs so please feel free to comment on anything you think I could improve on or should change.

Also, I didn't add any examples as anything using clean_names that works for the single Index DataFrame should also work for the MultiIndex.

Edit: Just seen the contributing recommendations. Flake8 told me off a lot so I will fix this and try again.

[ericmjl]

Thanks @JoshuaC3! Looking forward to the PR 😄