Avoid shallow copies in groupby methods #17646
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Description
Noticed while working on #17644 that
diff
andfillna
were make some unnecessary shallow copies of thegrouping.value
object. Also noticed that_cov_or_corr
just pulled the column names out ofgrouping.value
object, so made a separate API,values_column_names
to just create the column names without pulling out the actual columns.Checklist