Apply multivariate metrics to grouped forecast data — score_multivariate

Shared helper used by score methods for multivariate forecast classes. Identifies the grouping columns, builds a unique metadata table, calls apply_metrics(), and reorders columns.

Usage

score_multivariate_apply(dt, metrics, observed, predicted, mv_group_id)

Arguments

dt: A data.table containing at least .mv_group_id and the grouping columns.
metrics: Named list of metric functions.
observed: Numeric vector of observed values.
predicted: Matrix of predicted values.
mv_group_id: Integer vector of group identifiers.

Value

A data.table of scores.