[ENH] Syncing datatypes module `_check.py` and `_convert.py` with `sktime`

sktime / skpro

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python

https://skpro.readthedocs.io/en/latest

BSD 3-Clause "New" or "Revised" License

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[ENH] Syncing datatypes module `_check.py` and `_convert.py` with `sktime` #432

Closed julian-fong closed 4 months ago

julian-fong commented 4 months ago

As per requested by @fkiraly, we are updating the files _check.py and _convert.py to match functionality with the sktime library. Note that _common.py is exactly the same for both libraries, so no changes were needed.

This pr also should allow list of strings to be accepted as valid X_inner_mtype and y_inner_mtype.

@fkiraly Could you please do a review to ensure that the code is correct?

Thanks!