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Helper function to set the grouping of a forecast.

Usage

set_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 an additional column .mv_group_id that contains the group id for each row.