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

Inputs split into evidence read 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
Example input
{
  "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.

Example output
{
  "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. 1 Detect changes in cross-metric dependence with empirical-copula ranks, random-feature permutation inference, sliced Wasserstein magnitude, and FDR-controlled pair diagnostics.
  2. 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. 1 Define the management decision, target outcome, aggregate unit, privacy boundary, cadence, and prediction/intervention horizon for this organization.
  2. 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. 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. 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. 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. 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 18 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.

Related tools

Analyze deep uncertainty minimax regret

Apply Savage minimax regret when scenario probabilities are not defensible, compare maximin and equal-weight choices, and use PRIM-style iterative peeling to discover compact context boxes where the robust choice remains vulnerable.

Decision analysis

Audit aggregate metric reversal

Detect Simpson's-paradox-style sign reversals between an executive aggregate relationship and its weighted within-stratum fixed-effect relationship, with whole-stratum bootstrap uncertainty and practical-magnitude gates.

Statistical audit & measurement

Audit informative metric missingness

Audit whether aggregate metric availability is associated with a governed outcome using permutation inference, bootstrap intervals, practical effect gates, and false-discovery control.

Statistical audit & measurement

Audit multivariate metric drift

Detect material distribution shifts with reference-fixed quantile bins, PSI, Jensen-Shannon divergence, standardized Wasserstein distance, permutation tests, and FDR control.

Statistical audit & measurement

Audit point in time model integrity

Gate an analytical or AI model on point-in-time correctness by auditing actual feature availability, snapshot creation, target-window ordering, outcome resolution, source-record reuse, and embargoed train/calibration/test boundaries, with row and feature diagnostics rather than a generic leakage warning.

Statistical audit & measurement

Audit policy feedback performativity

Audit whether deploying a probability-driven policy is associated with a changed score-to-outcome relationship: compute cluster-level exposed-versus-comparison pre/post differences in predictions, outcomes, calibration residuals, and Brier loss; bootstrap the assignment unit; and abstain when baseline balance or score overlap cannot support the comparison.

Forecasting & survival

See every tool in Measurement integrity →

Ready to See Your Engineering work clearly?

Request a free demo