title: Append a level to a pandas MultiIndex
body: <p>Say I have a pandas dataframe with three indices 'a', 'b' and 'c' - how can I add a fourth index from an array and set its name to 'd' at the same time?</p>
  
  <p>This works:</p>
  
  <pre><code>df.set_index(fourth_index, append=True, inplace=True)
  df.index.set_names(['a','b','c','d'], inplace=True)
  </code></pre>
  
  <p>But I'm looking for something that doesn't require me to also name the first three indices again, e.g. (this doesn't work):</p>
  
  <pre><code>df.set_index({'d': fourth_index}, append=True, inplace=True)
  </code></pre>
  
  <p>Am I missing some function here?</p>