Calculates Population Stability Index (PSI) and Characteristic Stability Index (CSI) to monitor model degradation over time. PSI < 0.1 indicates stable population, 0.1-0.25 moderate shift, >0.25 significant shift requiring model review. [Tier: ENTERPRISE, Credits: 10]
Documentation Index
Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
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Expected distribution (development sample)
[
0.12,
0.23,
0.34,
0.45,
0.56,
0.67,
0.78,
0.89
]
Actual distribution (current sample)
[
0.15,
0.25,
0.32,
0.48,
0.54,
0.69,
0.75,
0.91
]
Number of bins for discretization
10