ENH: tolerance now takes list-like argument for reindex and get_indexer.

Author: Brian Tu

doc/source/whatsnew/v0.21.0.txt

@@ -234,6 +234,7 @@ Other Enhancements
 - :meth:`DataFrame.assign` will preserve the original order of ``**kwargs`` for Python 3.6+ users instead of sorting the column names. (:issue:`14207`)
 - Improved the import time of pandas by about 2.25x.  (:issue:`16764`)
 - :func:`read_json` and :func:`to_json` now accept a ``compression`` argument which allows them to transparently handle compressed files. (:issue:`17798`)
+- :func:`Series.reindex`, :func:`DataFrame.reindex`, :func:`Index.get_indexer` now support list-like argument for ``tolerance``. (:issue:`17367`)
 
 .. _whatsnew_0210.api_breaking:
 

pandas/core/generic.py

@@ -2470,9 +2470,10 @@ def reindex_like(self, other, method=None, copy=True, limit=None,
             Maximum number of consecutive labels to fill for inexact matches.
         tolerance : optional
             Maximum distance between labels of the other object and this
-            object for inexact matches.
+            object for inexact matches. Can be list-like.
 
             .. versionadded:: 0.17.0
+            .. versionadded:: 0.21.0 (list-like tolerance)
 
         Notes
         -----
@@ -2860,7 +2861,14 @@ def sort_index(self, axis=0, level=None, ascending=True, inplace=False,
             matches. The values of the index at the matching locations most
             satisfy the equation ``abs(index[indexer] - target) <= tolerance``.
 
+            Tolerance may be a scalar value, which applies the same tolerance
+            to all values, or list-like, which applies variable tolerance per
+            element. List-like includes list, tuple, array, Series, and must be
+            the same size as the index and its dtype must exactly match the
+            index's type.
+
             .. versionadded:: 0.17.0
+            .. versionadded:: 0.21.0 (list-like tolerance)
 
         Examples
         --------
@@ -3120,7 +3128,14 @@ def _reindex_multi(self, axes, copy, fill_value):
             matches. The values of the index at the matching locations most
             satisfy the equation ``abs(index[indexer] - target) <= tolerance``.
 
+            Tolerance may be a scalar value, which applies the same tolerance
+            to all values, or list-like, which applies variable tolerance per
+            element. List-like includes list, tuple, array, Series, and must be
+            the same size as the index and its dtype must exactly match the
+            index's type.
+
             .. versionadded:: 0.17.0
+            .. versionadded:: 0.21.0 (list-like tolerance)
 
         Examples
         --------