[ENH] Categoricals improve

[samukweku]

PR Description

Please describe the changes proposed in the pull request:

• Drop As_Categorical helper function
• Move checks into one function
• Avoid copy of the DataFrame at the start of the function df = df.copy()

This PR resolves #927.

PR Checklist

Please ensure that you have done the following:

1. PR in from a fork off your branch. Do not PR from <your_username>:dev, but rather from <your_username>:<feature-branch_name>.

2. If you're not on the contributors list, add yourself to AUTHORS.rst.

3. Add a line to CHANGELOG.md under the latest version header (i.e. the one that is "on deck") describing the contribution.
   • Do use some discretion here; if there are multiple PRs that are related, keep them in a single line.

Automatic checks

There will be automatic checks run on the PR. These include:

• Building a preview of the docs on Netlify
• Automatically linting the code
• Making sure the code is documented
• Making sure that all tests are passed
• Making sure that code coverage doesn't go down.

Relevant Reviewers

Please tag maintainers to review.

• @ericmjl

[codecov]

Codecov Report

Merging #930 (26d6b65) into dev (295af2b) will increase coverage by 0.01%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##              dev     #930      +/-   ##
==========================================
+ Coverage   95.95%   95.96%   +0.01%     
==========================================
  Files          19       19              
  Lines        2545     2530      -15     
==========================================
- Hits         2442     2428      -14     
+ Misses        103      102       -1     

[ericmjl]

It's a big PR and I was reviewing it at 11 pm at night. My review is necessarily not going to be complete.

I think we should get another pair of eyes on this PR before merging.

[samukweku]

@ericmjl @loganthomas made the edits .... ready for your review

[ericmjl]

It's been reviewed by two people, so I'm going to merge!