AttributeError: module 'sktime.utils' has no attribute 'data_processing' for version 0.6.1

I have a sktime version 0.6.1 but I get the 
```
dts = sktime.utils.data_processing.from_2d_array_to_nested(df)
AttributeError: module 'sktime.utils' has no attribute 'data_processing'
```
from the API doc I see that it should work.
Any idea?

Thanks