Add method to change the .name attribute on the axes

[wcbeard]

It would be nice to have a method to change the .name attribute on the columns/index, to permit it in a method chain. (This is a suggestion based on this stackoverflow question.)

Instead of

df.columns.name = 'A'
df.index.name = 'B'
df
    A   0   1
    B        
    0   9   4
    1  15   0
    2  17  16

it would allow something like

df.rename_columns('A').rename_index('B')

or perhaps be a keyword argument to the existing .rename(). Does this seem like something that would fit in with pandas?

[TomAugspurger]

I've written up a PR for this a couple times, before discarding it, mostly since rename is probably the correct method name and it's not too bad to do with .pipe.

I'm +.5 on adding these methods or something like them. I don't think we should add anything to .rename since that's likely to create confusion.

[jreback]

this is related to #9494

[jreback]

if we implement soln for #10797

then you could do:

df = df.set_index(df.index.set_name('foo'))

(though missing ability to set_columns atm, so only works for index)

[TomAugspurger]

I'll put something together for this and #9494

[wcbeard]

@jreback the df = df.set_index(df.index.set_name('foo')) assignment looks useful, but I don't think it would be reliable in a chain of methods (e.g., after .query or renaming the axes)

Haven't tried it, but I guess another (pretty verbose) strategy would be to use .assign(new_index_name=lambda x: x.index).set_index('new_index_name')