Monitor the scorecard on new data

Recomputes, per period of date_col (or for the whole data), the score PSI against train with frozen bands, the CSI of every variable with frozen bins plus the signed points shift and, when the target is present, the performance by vintage (event rate, AUC/KS/Gini with CI). Always reports both thresholds (fixed and n-adjusted). Schedules nothing: the analyst calls it when needed.

Usage

scr_monitor(
  x,
  newdata,
  date_col = NULL,
  target = NULL,
  alpha = NULL,
  n_boot = NULL,
  plan = NULL
)

Arguments

x

An object from scr_scorecard().

newdata

New table with the source columns.

date_col

Period column. NULL treats newdata as a single period. Rows with a missing date form a period of their own (NA, last).

target

Target column in newdata, for the performance by vintage. NULL skips it.

alpha

Level of the adjusted threshold. NULL (default) takes it from the plan.

n_boot

CI resamples per vintage. NULL uses the configuration.

plan

The monitoring contract: NULL (default) uses the plan stored in the scorecard (scr_monitoring_plan()); otherwise an item/value table, or the path of a strategy workbook written by scr_export(), whose Monitoring_Plan sheet is read. The fixed thresholds of the PSI and CSI flags, the alpha of the adjusted threshold and min_events_per_period come from it.

Value

An scr_monitor object with psi (score, per period), csi (per variable and period), vintage (or NULL; status says "insufficient" when a period has fewer events than the plan requires) and plan (the contract actually used).

See also

Other production: predict.scr_align(), scr_apply(), scr_export(), scr_monitoring_plan(), scr_reasons(), scr_sql()

Examples

cfg <- scr_config(verbose = FALSE, nthread = 1, use_ranger = FALSE,
                  xgb_rounds = 60, n_boot = 20)
res <- scr_select(scr_demo, "default", config = cfg, drop = "id",
                  date_col = "ref_date")
sc <- scr_scorecard(res)
mo <- scr_monitor(sc, scr_demo, date_col = "ref_date", target = "default")
mo
#> <scr_monitor> target "default" | 6 period(s) | plan: PSI 0.1/0.25, CSI 0.1/0.25, alpha 0.05, min events 100
#>   period              n      score      PSI fixed      critical adj.    
#>   2026-01-01        700      549.8   0.0083 stable       0.0302 stable  
#>   2026-02-01        700      550.3   0.0071 stable       0.0302 stable  
#>   2026-03-01        700      550.4   0.0084 stable       0.0302 stable  
#>   2026-04-01        700      550.7   0.0125 stable       0.0302 stable  
#>   2026-05-01        700      550.2   0.0284 stable       0.0302 stable  
#>   2026-06-01        700      552.3   0.0129 stable       0.0302 stable  
#>   largest points shifts (variable @ period):
#>     vl_late                      2026-06-01   CSI 0.4141  shift +1.89 pts
#>     vl_score_01                  2026-02-01   CSI 0.0039  shift -1.01 pts
#>     vl_score_04                  2026-02-01   CSI 0.0189  shift +0.80 pts
#>     vl_score_01                  2026-06-01   CSI 0.0209  shift -0.61 pts
#>     vl_hist_04                   2026-05-01   CSI 0.0183  shift +0.60 pts
#>   performance by vintage:
#>     2026-01-01   n 700     event  14.14%  AUC 0.8152 [0.7928, 0.8508]  KS 0.5069  (insufficient events)
#>     2026-02-01   n 700     event  14.57%  AUC 0.7997 [0.7587, 0.8363]  KS 0.4708
#>     2026-03-01   n 700     event  13.71%  AUC 0.7605 [0.7049, 0.7906]  KS 0.4487  (insufficient events)
#>     2026-04-01   n 700     event  14.57%  AUC 0.7644 [0.7097, 0.8061]  KS 0.4094
#>     2026-05-01   n 700     event  14.00%  AUC 0.7500 [0.7008, 0.7908]  KS 0.3904  (insufficient events)
#>     2026-06-01   n 700     event  15.00%  AUC 0.7318 [0.6903, 0.7583]  KS 0.3950
mo$psi
#>        period     n mean_score         psi flag_fixed   critical flag_adjusted
#>        <char> <int>      <num>       <num>     <char>      <num>        <char>
#> 1: 2026-01-01   700   549.8457 0.008300253     stable 0.03021246        stable
#> 2: 2026-02-01   700   550.2764 0.007138020     stable 0.03021246        stable
#> 3: 2026-03-01   700   550.4213 0.008386231     stable 0.03021246        stable
#> 4: 2026-04-01   700   550.6736 0.012474292     stable 0.03021246        stable
#> 5: 2026-05-01   700   550.1794 0.028352777     stable 0.03021246        stable
#> 6: 2026-06-01   700   552.3036 0.012863926     stable 0.03021246        stable
head(mo$csi)
#>        period    variable     n         csi flag_fixed   critical flag_adjusted
#>        <char>      <char> <int>       <num>     <char>      <num>        <char>
#> 1: 2026-01-01 vl_score_01   700 0.004088224     stable 0.02248498        stable
#> 2: 2026-01-01 vl_score_02   700 0.004951889     stable 0.02248498        stable
#> 3: 2026-01-01 vl_score_04   700 0.003680758     stable 0.02248498        stable
#> 4: 2026-01-01     ds_band   700 0.002128715     stable 0.01395487        stable
#> 5: 2026-01-01     vl_late   700 0.008873842     stable 0.02248498        stable
#> 6: 2026-01-01   ds_region   700 0.005328940     stable 0.01694237        stable
#>    points_shift
#>           <num>
#> 1:   0.06071429
#> 2:  -0.14000000
#> 3:  -0.12000000
#> 4:   0.11035714
#> 5:   0.47821429
#> 6:  -0.06857143