I want to set a matrix's column names only using Rcpp, but leave the row names unchanged.  So far as I can tell, the dimnames attribute only sets both.  For example:
Here's a minimal example of what I want to do, but just in Rcpp instead of R:
my.mat <- diag(3)
colnames( my.mat ) <- c( "A", "B", "C")
my.mat
     A B C
[1,] 1 0 0
[2,] 0 1 0
[3,] 0 0 1
Is there a way to do this?
Newer versions of Rcpp provides rownames() and colnames() which function as their R counterparts do:
#include <Rcpp.h>
using namespace Rcpp;
// [[Rcpp::export]]
NumericMatrix test(NumericMatrix x)
{
    rownames(x) = CharacterVector::create("a", "b", "c");
    colnames(x) = CharacterVector::create("A", "B", "C");
    return x;
}
/*** R
test(matrix(1:9, nrow = 3))
*/
gives me
> test(matrix(1:9, nrow = 3))
  A B C
a 1 4 7
b 2 5 8
c 3 6 9
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