add Type to names as cols

[bkamins]

Fixes #2395

Now I understand why I have not added it in the past - AbstractIndex is not aware of column types.

Therefore I propose to add this option to names only. This is useful on its own right. In other places one will have to write something like df[:, names(df, Int)] which is a bit verbose, but not that bad. The benefits are twofold:

1. This way is explicit and easy to understand when reading the code
2. I do not have to change dozens of methods (as I would have to add a special method to every existing method that accepts MultiColumnIndex, as we cannot just extend MultiColumnIndex with Type)

[nalimilan]

Thanks, looks good. I still think it would be nice to support this everywhere, but indeed it will require a deeper refactoring.

Could you update the categorical/categorical! deprecation to use this?

[bkamins]

I updated categorical deprecation. When this is merged I will do another update in #2397 and we are cleanly done then.

[pdeffebach]

This is great! Love that we have names to avoid over-complicating indexing.

[bkamins]

Now the deprecation of categorical is clean indeed.

[nalimilan]

Yeah, it's nice that the deprecation is reasonable. That also means many similar operations are now quite easy to do.

[bkamins]

Thank you!