https://github.com/mwburke/population-stability-index

Python implementation of the population stability index (PSI)
https://github.com/mwburke/population-stability-index

Last synced: about 2 months ago
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Python implementation of the population stability index (PSI)

• Host: GitHub
• URL: https://github.com/mwburke/population-stability-index
• Owner: mwburke
• License: apache-2.0
• Created: 2018-03-02T01:54:15.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2023-10-13T05:05:24.000Z (12 months ago)
• Last Synced: 2024-01-25T00:49:50.849Z (8 months ago)
• Language: Jupyter Notebook
• Size: 632 KB
• Stars: 128
• Watchers: 4
• Forks: 69
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Population Stability Index

This is a python implementation of the population stability index (PSI), which is used in the financial industry to measure changes in an underlying population over time, although it is not limited to only datasets separated by time. 

### Interpretation

* **PSI < 0.1**: no significant population change

* **PSI < 0.2**: moderate population change

* **PSI >= 0.2**: significant population change

### Dependencies

Numpy

### References

* https://github.com/helenristov/publicWorx/blob/master/calcPSI.R

* https://www.lexjansen.com/wuss/2017/47_Final_Paper_PDF.pdf

* https://www.listendata.com/2015/05/population-stability-index.html

* https://www.quora.com/What-is-population-stability-index