How to set in pandas the first column and row as index?
<p>When I read in a CSV, I can say <code>pd.read_csv('my.csv', index_col=3)</code> and it sets the third column as index.</p>

<p>How can I do the same if I have a pandas dataframe in memory? And how can I say to use the first row also as an index? The first column and row are strings, rest of the matrix is integer.</p>