Audit joint metric dependency drift
Detect changes in cross-metric dependence with empirical-copula ranks, random-feature permutation inference, sliced Wasserstein magnitude, and FDR-controlled pair diagnostics.
What it's for
Finds operating-model changes that marginal metric alarms miss while remaining invariant to pure level and scale transformations.
What you give it
Every tool is a pure function: it computes from what you pass it and reads nothing on its own. Inputs split into evidence you supply from your connected systems, calibration your team owns, and numerical controls that affect precision but never the result's meaning.
| Field | Type | Role | Required |
|---|---|---|---|
| current_rows | array of objects (2 fields) ≥ 50 items | Evidence | Yes |
| false_discovery_rate | number ≥ 0.001, ≤ 0.2 | Your calibration | Optional |
| max_detail_rows | integer ≥ 1, ≤ 50 | Numerical control | Optional |
| metric_names | array of string ≥ 2 items | Evidence | Yes |
| minimum_sliced_wasserstein | number ≥ 0, ≤ 10 | Your calibration | Optional |
| permutation_draws | integer ≥ 200, ≤ 20000 | Numerical control | Optional |
| random_features | integer ≥ 16, ≤ 256 | Your calibration | Optional |
| reference_rows | array of objects (2 fields) ≥ 50 items | Evidence | Yes |
| seed | integer | Numerical control | Optional |
Each current_rows
record
| Field | Type | Required |
|---|---|---|
| id | string (non-empty) | Yes |
| metrics | object | Yes |
{
"current_rows": [
{
"id": "joint-current-0",
"metrics": {
"cycle_time": 0,
"failure_rate": 0,
"review_time": 1
}
},
{
"id": "joint-current-1",
"metrics": {
"cycle_time": 0.01,
"failure_rate": 0.11,
"review_time": 1
}
},
{
"id": "joint-current-2",
"metrics": {
"cycle_time": 0.02,
"failure_rate": 0.22,
"review_time": 1
}
},
{
"id": "joint-current-3",
"metrics": {
"cycle_time": 0.03,
"failure_rate": 0.33,
"review_time": 1
}
},
{
"id": "joint-current-4",
"metrics": {
"cycle_time": 0.04,
"failure_rate": 0.44,
"review_time": 1
}
},
{
"id": "joint-current-5", Truncated for display — the full payload is 1613 lines.
What you get back
This is the actual output of running the example above — computed by the same function the platform calls, not an illustration.
{
"assumptions": [
"Rows are independent enough for row permutation, metric definitions are unchanged, and both windows represent comparable entity populations.",
"Within-window empirical ranks intentionally remove marginal level, scale, and shape changes; use the marginal drift audit alongside this dependency-specific test.",
"Random-feature and projection results are seed-dependent approximations whose resolution increases with features and permutation draws.",
"A dependency change is an operational diagnostic, not a causal explanation or evidence about an individual contributor."
],
"decision": "joint_dependency_drift_detected",
"dependency_changes": [
{
"correlation_change": -1.9941,
"current_spearman": -0.9964,
"fdr_discovery": true,
"metric_a": "cycle_time",
"metric_b": "review_time",
"p_value": 0,
"reference_spearman": 0.9977
}
],
"joint_test": {
"minimum_sliced_wasserstein": 0.05,
"omnibus_p_value": 0.004975,
"practically_material": true,
"random_feature_mmd_squared": 0.15592045,
"sliced_wasserstein": 0.40749,
"statistically_significant": true
},
"method": "empirical_copula_rff_permutation_dependency_drift_v1",
"pair_summary": {
"details_returned": 1,
"details_truncated": false,
"pairs_discovered": 1,
"pairs_tested": 3
},
"sample": {
"current_rows": 100,
"false_discovery_rate": 0.05,
"metrics": 3,
"permutation_draws": 200,
"random_features": 64,
"reference_rows": 100
}
} How it works
Statistical audit & measurement — Check whether a number is fit to decide on: coverage, timing, reconciliation, and the gaps a dashboard hides.
- 1 Detect changes in cross-metric dependence with empirical-copula ranks, random-feature permutation inference, sliced Wasserstein magnitude, and FDR-controlled pair diagnostics.
- 2 Evaluate the method-specific diagnostics and gates returned by the function, then abstain unless the declared decision clears them under locally governed thresholds.
Before you trust it
Every tool in the catalog ships with the conditions under which its answer is meaningful — and the conditions under which it should abstain instead of guessing.
Assumptions & guardrails
- Metric definitions, weights, aggregate grain, sampling, missingness, dependence, and comparison windows correspond to the management claim being audited.
- Association, instability, or measurement quality is not a causal effect and must not be converted directly into an individual employment decision.
Minimum evidence
- reference_rows: at least 50 rows/items
- current_rows: at least 50 rows/items
- metric_names: at least 2 rows/items
How to validate it
Validate on future periods or held-out aggregate units, compare with a simple baseline, and require stability across plausible metric definitions and decision thresholds.
Calibrating it to your org
Same for everyone
The mathematical kernel, validation rules, method version, and JSON output semantics are organization-independent; no tenant-trained coefficients or company benchmark is embedded in the function.
Specific to you
- stable entity grain
- privacy-eligible complete-case metric projection
- metric catalog and version
- reference/current windows
- practical joint-drift threshold
Calibration workflow
- 1 Define the management decision, target outcome, aggregate unit, privacy boundary, cadence, and prediction/intervention horizon for this organization.
- 2 Build a tenant-scoped historical cohort using only information available before each prediction or decision; preserve zero periods, censoring, assignment probabilities, and unresolved outcomes when the method requires them.
- 3 Estimate statistical parameters on training history, but obtain costs, utilities, risk tolerance, practical-effect thresholds, capacity, and policy constraints from accountable decision owners.
- 4 Validate on later time windows or held-out aggregate units at the deployment grain, against a simple baseline and the function-specific validation strategy.
- 5 Deploy only if the returned decision clears evidence, overlap, calibration, robustness, and guardrail checks; warning, unsupported, schema-gap, and fallback decisions are abstentions.
- 6 Monitor realized outcomes, data drift, coverage, and decision regret; recalibrate at a governed cadence or after a detected regime/definition change, never merely because a stakeholder dislikes the result.
Call it from your AI
You don't wire up 388 tools in your MCP client. The GitRevio MCP server exposes 20 tools, three of which let an agent search the catalog, read a tool's schema, and run it — so the assistant finds this one on its own.
gitrevio_capabilities_search
{ "q": "detect changes in crossmetric dependence with" }
→ finds "audit_joint_metric_dependency_drift"
gitrevio_capability_describe
{ "capability_id": "audit_joint_metric_dependency_drift" }
→ returns the input schema and agent guidance shown on this page
gitrevio_capability_run
{ "capability_id": "audit_joint_metric_dependency_drift", "arguments": { ... } }
→ returns the result shown above Works in Claude Desktop, Claude Code, Cursor, Cline, Continue.dev, Goose and Aider. See the MCP server.