DataProfiler
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PSI added to diff of numerical stat columns
Is your feature request related to a problem? Please describe.
Within https://github.com/capitalone/DataProfiler/blob/main/dataprofiler/profilers/numerical_column_stats.py#L350
Need to add PSI - https://medium.com/model-monitoring-psi/population-stability-index-psi-ab133b0a5d42
Should be a helper function to calculate which is called withtin the def diff
function.
Describe the outcome you'd like:
receiving PSI in the diff
command of NumericalStatsMixin
Tests around the addition.
Additional context: