Ensure multivariate grouping is set

Shared helper for multivariate forecast constructors. Applies set_grouping() when joint_across is provided, or checks that .mv_group_id already exists.

Usage

ensure_mv_grouping(data, joint_across)

Arguments

data

A data.frame (or similar) with predicted and observed values. See the details section of for additional information on the required input format.

joint_across

Character vector with columns names that define the variables which are forecasted jointly. Conceptually, several univariate forecasts are pooled together to form a single multivariate forecasts. For example, if you have a column country and want to define a multivariate forecast for several countries at once, you could set joint_across = "country".

Value

A data.table with a .mv_group_id column.