We added an optional 'dimnames' argument to the functions mxFIMLObjective() and mxMLObjective(). The argument expects a vector of character, such as c('foo', 'bar', 'baz'). The objective function uses this vector to populate the column names of the means vector, and the row and column names of the covariance matrix. With the 'dimnames' argument it is no longer necessary to explicitly specify the dimnames of the means and covariances, although it is still possible. If dimnames are specified for the means or covariances matrices, and the 'dimnames' argument is used by the objective function, and the dimnames values are not identical, then an error is thrown.
The demos and Sphinx documentation has been updated as well.