ENH: Support rename on MultiIndex

[jtratner]

Change up MultiIndex.rename to be an alias for MultiIndex.set_names.

• Index.rename : takes single object
• MultiIndex.set_names, Index.set_names - same type signature: take list of names [Index.set_names can only take iterable of length 1)
• MultiIndex.rename - synonym for set_names

So if you want to do something generically, you should use set_names (just like you would with other attributes). If you expect a non-MI index, then you could use rename with a string, etc.

cc @jreback

I personally think that this behavior is how it should work for Index. Everyone okay with this? I'd prefer not to do type sniffing if at all possible.

ind = Index(range(10))
ind.rename(["apple"], inplace=True)
print(ind.name) # ['apple']
print(ind.names) # [['apple']]
ind.set_names('apple') # Fails with error that it's too long

[jreback]

ind.set_name('a') would work (but is wrong), maybe just disallow its not com.is_list_like

[jtratner]

@jreback there's no set_name defined, so that's okay. Have to leave in this behavior, because levels are converted to indices and are given tuples as names in some parts of the library/tests - so on rename, I don't think it's worth it to check (and it's not very important either)

[jreback]

I think I meant set_names which works fine with a list