R/validate_exogenous.R

In nixtlar: A Software Development Kit for 'Nixtla''s 'TimeGPT'

#' Validate future exogenous variables (if applicable)
#' This is a private function of 'nixtlar'
#'
#' @param df A tsibble or a data frame with time series data.
#' @param h Forecast horizon.
#' @param X_df A tsibble or a data frame with future exogenous variables.
#'
#' @return If the validation is successful, the function executes without errors. If the validation fails, it stops execution and returns an error message indicating that the future exogenous variables must cover the forecast horizon.
#' @export
#' @keywords internal
#'
#' @examples
#' \dontrun{
#' df <- nixtlar::electricity_exo_vars
#' X_df <- nixtlar::electricity_future_exo_vars
#' .validate_exogenous(df, h=24, X_df)
#' }
#'
.validate_exogenous <- function(df, h, X_df){

  # Check if the future values of the exogenous variables cover the forecast horizon
  future_vals <- X_df |>
    dplyr::group_by(.data$unique_id) |>
    dplyr::filter(dplyr::n() == h)

  if(length(unique(future_vals$unique_id)) != length(unique(X_df$unique_id))){
    stop("The future values of the exogenous variables must cover the forecast horizon.")
  }
}