group_correlation_matrix: Pairwise correlation between grouped series

In forecastsuite: Multi-Model Time Series Forecasting Toolkit and Local App

Pairwise correlation between grouped series

Description

Correlation between every pair of configured groups' series, aligned on ds (pairwise-complete, so groups that don't share every period still compare on their overlap).

Usage

group_correlation_matrix(grouped_series_list)

Arguments

grouped_series_list

A named list of ds/y tibbles, one per group (e.g. the app's grouped_series()).

Value

A tibble with columns group_a, group_b, correlation – upper triangle only, no self-pairs, one row per distinct pair. Empty if fewer than 2 groups are supplied.

Examples

ds <- as.Date("2024-01-01") + 0:9
groups <- list(
  A = tibble::tibble(ds = ds, y = 1:10),
  B = tibble::tibble(ds = ds, y = 10:1)
)
group_correlation_matrix(groups)

forecastsuite documentation built on Oct. 18, 2026, 5:08 p.m.