Add Multiple Columns to Pandas Dataframe from Function

Here's on approach to do it using one apply

Say, df is like

In [64]: df
Out[64]:
       mydate     mytime
0  2011-01-01 2011-11-14
1  2011-01-02 2011-11-15
2  2011-01-03 2011-11-16
3  2011-01-04 2011-11-17
4  2011-01-05 2011-11-18
5  2011-01-06 2011-11-19
6  2011-01-07 2011-11-20
7  2011-01-08 2011-11-21
8  2011-01-09 2011-11-22
9  2011-01-10 2011-11-23
10 2011-01-11 2011-11-24
11 2011-01-12 2011-11-25

We'll take the lambda function out to separate line for readability and define it like

In [65]: lambdafunc = lambda x: pd.Series([x['mytime'].hour,
                                           x['mydate'].isocalendar()[1],
                                           x['mydate'].weekday()])

And, apply and store the result to df[['hour', 'weekday', 'weeknum']]

In [66]: df[['hour', 'weekday', 'weeknum']] = df.apply(lambdafunc, axis=1)

And, the output is like

In [67]: df
Out[67]:
       mydate     mytime  hour  weekday  weeknum
0  2011-01-01 2011-11-14     0       52        5
1  2011-01-02 2011-11-15     0       52        6
2  2011-01-03 2011-11-16     0        1        0
3  2011-01-04 2011-11-17     0        1        1
4  2011-01-05 2011-11-18     0        1        2
5  2011-01-06 2011-11-19     0        1        3
6  2011-01-07 2011-11-20     0        1        4
7  2011-01-08 2011-11-21     0        1        5
8  2011-01-09 2011-11-22     0        1        6
9  2011-01-10 2011-11-23     0        2        0
10 2011-01-11 2011-11-24     0        2        1
11 2011-01-12 2011-11-25     0        2        2

To complement John Galt's answer:

Depending on the task that is performed by lambdafunc, you may experience some speedup by storing the result of apply in a new DataFrame and then joining with the original:

lambdafunc = lambda x: pd.Series([x['mytime'].hour,
                                  x['mydate'].isocalendar()[1],
                                  x['mydate'].weekday()])

newcols = df.apply(lambdafunc, axis=1)
newcols.columns = ['hour', 'weekday', 'weeknum']
newdf = df.join(newcols) 

Even if you do not see a speed improvement, I would recommend using the join. You will be able to avoid the (always annoying) SettingWithCopyWarning that may pop up when assigning directly on the columns:

SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead