This function creates a new CmpFrame and optionally initialises
its attributes.
A CmpFrame is a compound Frame which allows two component Frames
(of any class) to be merged together to form a more complex
Frame. The axes of the two component Frames then appear together
in the resulting CmpFrame (those of the first Frame, followed by
those of the second Frame).
Since a CmpFrame is itself a Frame, it can be used as a
component in forming further CmpFrames. Frames of arbitrary
complexity may be built from simple individual Frames in this
way.