A simple recursive implementation:
_.mixin({
/*
* @mixin
*
* Splits a collection into sets, grouped by the result of running each value
* through iteratee. If iteratee is a string instead of a function, groups by
* the property named by iteratee on each of the values.
*
* @param {array|object} list - The collection to iterate over.
* @param {(string|function)[]} values - The iteratees to transform keys.
* @param {object=} context - The values are bound to the context object.
*
* @returns {Object} - Returns the composed aggregate object.
*/
groupByMulti: function(list, values, context) {
if (!values.length) {
return list;
}
var byFirst = _.groupBy(list, values[0], context),
rest = values.slice(1);
for (var prop in byFirst) {
byFirst[prop] = _.groupByMulti(byFirst[prop], rest, context);
}
return byFirst;
}
});