DataFrames.jl does not currently allow specifying an index for a data frame. The
Row column is just there for printing—it’s not actually part of the data frame.
However, DataFrames.jl provides all the usual table operations, such as joins, transformations, filters, aggregations, and pivots. Support for these operations does not require having a table index. A table index is a structure used by databases (and by Pandas) to speed up certain table operations, at the cost of additional memory usage and the cost of creating the index.
setindex! function you discovered is actually a method from Base Julia that is used to customize the indexing behavior for custom types. For example,
x = 42 is equivalent to
setindex!(x, 42, 1). Overloading this method allows you to customize the indexing behavior for types that you create.
If you really need a table with an index, you could try IndexedTables.jl.
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