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