[ { "name": "Canonical driver", "description": "Synthetic canonical driver sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "canonical-fixture", "canonical_output_match": true, "state_counts": { "below-alert": 35, "at-or-above-alert": 26 }, "value_min": 0.075858180021, "value_max": 0.358932593665, "segments": [ { "start_step": 0, "end_step": 34, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "7.586%", "end_value_label": "19.592%" }, { "start_step": 35, "end_step": 60, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "20.101%", "end_value_label": "35.893%" } ] }, "states": [ { "step": 0, "value": 0.075858180021, "value_label": "7.586%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 7.586%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.7, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.5, "feature_contributions": [ -0.56, 0.24, 0.22 ], "probability_of_default": 0.075858180021, "survival_probability": 0.924141819979, "odds_of_default": 0.082084998624, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.078132168705, "value_label": "7.813%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 7.813%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.66, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.468, "feature_contributions": [ -0.528, 0.24, 0.22 ], "probability_of_default": 0.078132168705, "survival_probability": 0.921867831295, "odds_of_default": 0.084754198002, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.080468388841, "value_label": "8.047%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.047%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.62, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.436, "feature_contributions": [ -0.496, 0.24, 0.22 ], "probability_of_default": 0.080468388841, "survival_probability": 0.919531611159, "odds_of_default": 0.087510193085, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.082868184619, "value_label": "8.287%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.287%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.58, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.404, "feature_contributions": [ -0.464, 0.24, 0.22 ], "probability_of_default": 0.082868184619, "survival_probability": 0.917131815381, "odds_of_default": 0.090355806253, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.085332907514, "value_label": "8.533%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.533%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.54, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.372, "feature_contributions": [ -0.432, 0.24, 0.22 ], "probability_of_default": 0.085332907514, "survival_probability": 0.914667092486, "odds_of_default": 0.093293951662, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.087863914829, "value_label": "8.786%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.786%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.34, "feature_contributions": [ -0.4, 0.24, 0.22 ], "probability_of_default": 0.087863914829, "survival_probability": 0.912136085171, "odds_of_default": 0.09632763823, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.090462568157, "value_label": "9.046%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.046%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.46, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.308, "feature_contributions": [ -0.368, 0.24, 0.22 ], "probability_of_default": 0.090462568157, "survival_probability": 0.909537431843, "odds_of_default": 0.099459972718, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.09313023172, "value_label": "9.313%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.313%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.42, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.276, "feature_contributions": [ -0.336, 0.24, 0.22 ], "probability_of_default": 0.09313023172, "survival_probability": 0.90686976828, "odds_of_default": 0.102694162908, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.095868270619, "value_label": "9.587%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.587%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.38, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.244, "feature_contributions": [ -0.304, 0.24, 0.22 ], "probability_of_default": 0.095868270619, "survival_probability": 0.904131729381, "odds_of_default": 0.106033520895, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.098678048964, "value_label": "9.868%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.868%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.34, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.212, "feature_contributions": [ -0.272, 0.24, 0.22 ], "probability_of_default": 0.098678048964, "survival_probability": 0.901321951036, "odds_of_default": 0.109481466474, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.101560927898, "value_label": "10.156%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.156%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.3, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.18, "feature_contributions": [ -0.24, 0.24, 0.22 ], "probability_of_default": 0.101560927898, "survival_probability": 0.898439072102, "odds_of_default": 0.11304153064, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.104518263507, "value_label": "10.452%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.452%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.26, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.148, "feature_contributions": [ -0.208, 0.24, 0.22 ], "probability_of_default": 0.104518263507, "survival_probability": 0.895481736493, "odds_of_default": 0.116717359213, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.10755140462, "value_label": "10.755%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.755%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.22, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.116, "feature_contributions": [ -0.176, 0.24, 0.22 ], "probability_of_default": 0.10755140462, "survival_probability": 0.89244859538, "odds_of_default": 0.12051271656, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.110661690487, "value_label": "11.066%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.066%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.18, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.084, "feature_contributions": [ -0.144, 0.24, 0.22 ], "probability_of_default": 0.110661690487, "survival_probability": 0.889338309513, "odds_of_default": 0.12443148946, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.113850448347, "value_label": "11.385%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.385%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.14, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.052, "feature_contributions": [ -0.112, 0.24, 0.22 ], "probability_of_default": 0.113850448347, "survival_probability": 0.886149551653, "odds_of_default": 0.128477691079, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.117118990876, "value_label": "11.712%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.712%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.1, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.02, "feature_contributions": [ -0.08, 0.24, 0.22 ], "probability_of_default": 0.117118990876, "survival_probability": 0.882881009124, "odds_of_default": 0.13265546508, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.120468613518, "value_label": "12.047%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.047%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.06, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.988, "feature_contributions": [ -0.048, 0.24, 0.22 ], "probability_of_default": 0.120468613518, "survival_probability": 0.879531386482, "odds_of_default": 0.13696908987, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.123900591705, "value_label": "12.390%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.390%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ -0.02, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.956, "feature_contributions": [ -0.016, 0.24, 0.22 ], "probability_of_default": 0.123900591705, "survival_probability": 0.876099408295, "odds_of_default": 0.141422982976, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.127416177953, "value_label": "12.742%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.742%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.02, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.924, "feature_contributions": [ 0.016, 0.24, 0.22 ], "probability_of_default": 0.127416177953, "survival_probability": 0.872583822047, "odds_of_default": 0.146021705575, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.131016598854, "value_label": "13.102%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.102%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.06, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.892, "feature_contributions": [ 0.048, 0.24, 0.22 ], "probability_of_default": 0.131016598854, "survival_probability": 0.868983401146, "odds_of_default": 0.150769967161, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.134703051952, "value_label": "13.470%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.470%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.1, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.86, "feature_contributions": [ 0.08, 0.24, 0.22 ], "probability_of_default": 0.134703051952, "survival_probability": 0.865296948048, "odds_of_default": 0.155672630368, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.138476702508, "value_label": "13.848%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.848%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.14, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.828, "feature_contributions": [ 0.112, 0.24, 0.22 ], "probability_of_default": 0.138476702508, "survival_probability": 0.861523297492, "odds_of_default": 0.160734715952, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.142338680167, "value_label": "14.234%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.234%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.18, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.796, "feature_contributions": [ 0.144, 0.24, 0.22 ], "probability_of_default": 0.142338680167, "survival_probability": 0.857661319833, "odds_of_default": 0.165961407931, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.146290075517, "value_label": "14.629%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.629%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.22, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.764, "feature_contributions": [ 0.176, 0.24, 0.22 ], "probability_of_default": 0.146290075517, "survival_probability": 0.853709924483, "odds_of_default": 0.171358058893, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.15033193656, "value_label": "15.033%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.033%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.26, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.732, "feature_contributions": [ 0.208, 0.24, 0.22 ], "probability_of_default": 0.15033193656, "survival_probability": 0.84966806344, "odds_of_default": 0.176930195482, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.154465265084, "value_label": "15.447%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.447%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.3, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.7, "feature_contributions": [ 0.24, 0.24, 0.22 ], "probability_of_default": 0.154465265084, "survival_probability": 0.845534734916, "odds_of_default": 0.182683524053, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.158691012961, "value_label": "15.869%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.869%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.34, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.668, "feature_contributions": [ 0.272, 0.24, 0.22 ], "probability_of_default": 0.158691012961, "survival_probability": 0.841308987039, "odds_of_default": 0.188623936515, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.163010078366, "value_label": "16.301%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.301%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.38, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.636, "feature_contributions": [ 0.304, 0.24, 0.22 ], "probability_of_default": 0.163010078366, "survival_probability": 0.836989921634, "odds_of_default": 0.194757516372, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.167423301923, "value_label": "16.742%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.742%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.42, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.604, "feature_contributions": [ 0.336, 0.24, 0.22 ], "probability_of_default": 0.167423301923, "survival_probability": 0.832576698077, "odds_of_default": 0.201090544943, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.171931462807, "value_label": "17.193%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.193%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.46, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.572, "feature_contributions": [ 0.368, 0.24, 0.22 ], "probability_of_default": 0.171931462807, "survival_probability": 0.828068537193, "odds_of_default": 0.207629507805, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.181235382206, "value_label": "18.124%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.124%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.54, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.508, "feature_contributions": [ 0.432, 0.24, 0.22 ], "probability_of_default": 0.181235382206, "survival_probability": 0.818764617794, "odds_of_default": 0.22135224003, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.186032356038, "value_label": "18.603%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.603%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.58, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.476, "feature_contributions": [ 0.464, 0.24, 0.22 ], "probability_of_default": 0.186032356038, "survival_probability": 0.813967643962, "odds_of_default": 0.228550062669, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.190926689787, "value_label": "19.093%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.093%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.62, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.444, "feature_contributions": [ 0.496, 0.24, 0.22 ], "probability_of_default": 0.190926689787, "survival_probability": 0.809073310213, "odds_of_default": 0.235981940545, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.195918795499, "value_label": "19.592%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.592%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.66, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.412, "feature_contributions": [ 0.528, 0.24, 0.22 ], "probability_of_default": 0.195918795499, "survival_probability": 0.804081204501, "odds_of_default": 0.243655484548, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.201008999751, "value_label": "20.101%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.101%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.7, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.38, "feature_contributions": [ 0.56, 0.24, 0.22 ], "probability_of_default": 0.201008999751, "survival_probability": 0.798991000249, "odds_of_default": 0.25157855306, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.206197539675, "value_label": "20.620%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.620%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.74, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.348, "feature_contributions": [ 0.592, 0.24, 0.22 ], "probability_of_default": 0.206197539675, "survival_probability": 0.793802460325, "odds_of_default": 0.259759259994, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.211484559039, "value_label": "21.148%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.148%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.78, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.316, "feature_contributions": [ 0.624, 0.24, 0.22 ], "probability_of_default": 0.211484559039, "survival_probability": 0.788515440961, "odds_of_default": 0.268205983108, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.216870104387, "value_label": "21.687%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.687%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.82, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.284, "feature_contributions": [ 0.656, 0.24, 0.22 ], "probability_of_default": 0.216870104387, "survival_probability": 0.783129895613, "odds_of_default": 0.276927372587, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.222354121268, "value_label": "22.235%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 22.235%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.86, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.252, "feature_contributions": [ 0.688, 0.24, 0.22 ], "probability_of_default": 0.222354121268, "survival_probability": 0.777645878732, "odds_of_default": 0.285932359894, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.227936450573, "value_label": "22.794%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 22.794%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.9, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.22, "feature_contributions": [ 0.72, 0.24, 0.22 ], "probability_of_default": 0.227936450573, "survival_probability": 0.772063549427, "odds_of_default": 0.295230166924, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.233616824989, "value_label": "23.362%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.362%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.94, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.188, "feature_contributions": [ 0.752, 0.24, 0.22 ], "probability_of_default": 0.233616824989, "survival_probability": 0.766383175011, "odds_of_default": 0.304830315443, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.239394865598, "value_label": "23.939%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.939%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.98, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.156, "feature_contributions": [ 0.784, 0.24, 0.22 ], "probability_of_default": 0.239394865598, "survival_probability": 0.760605134402, "odds_of_default": 0.314742636843, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.245270078642, "value_label": "24.527%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 24.527%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.02, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.124, "feature_contributions": [ 0.816, 0.24, 0.22 ], "probability_of_default": 0.245270078642, "survival_probability": 0.754729921358, "odds_of_default": 0.324977282206, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.251241852472, "value_label": "25.124%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 25.124%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.06, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.092, "feature_contributions": [ 0.848, 0.24, 0.22 ], "probability_of_default": 0.251241852472, "survival_probability": 0.748758147528, "odds_of_default": 0.335544732704, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.257309454697, "value_label": "25.731%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 25.731%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.1, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.06, "feature_contributions": [ 0.88, 0.24, 0.22 ], "probability_of_default": 0.257309454697, "survival_probability": 0.742690545303, "odds_of_default": 0.34645581033, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.263472029565, "value_label": "26.347%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.347%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.14, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.028, "feature_contributions": [ 0.912, 0.24, 0.22 ], "probability_of_default": 0.263472029565, "survival_probability": 0.736527970435, "odds_of_default": 0.35772168898, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.269728595587, "value_label": "26.973%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.973%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.18, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.996, "feature_contributions": [ 0.944, 0.24, 0.22 ], "probability_of_default": 0.269728595587, "survival_probability": 0.730271404413, "odds_of_default": 0.3693539059, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.276078043427, "value_label": "27.608%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 27.608%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.22, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.964, "feature_contributions": [ 0.976, 0.24, 0.22 ], "probability_of_default": 0.276078043427, "survival_probability": 0.723921956573, "odds_of_default": 0.381364373494, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.282519134084, "value_label": "28.252%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.252%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.26, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.932, "feature_contributions": [ 1.008, 0.24, 0.22 ], "probability_of_default": 0.282519134084, "survival_probability": 0.717480865916, "odds_of_default": 0.393765391532, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.289050497375, "value_label": "28.905%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.905%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.3, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.9, "feature_contributions": [ 1.04, 0.24, 0.22 ], "probability_of_default": 0.289050497375, "survival_probability": 0.710949502625, "odds_of_default": 0.406569659741, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.295670630744, "value_label": "29.567%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 29.567%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.34, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.868, "feature_contributions": [ 1.072, 0.24, 0.22 ], "probability_of_default": 0.295670630744, "survival_probability": 0.704329369256, "odds_of_default": 0.419790290808, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.302377898421, "value_label": "30.238%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 30.238%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.38, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.836, "feature_contributions": [ 1.104, 0.24, 0.22 ], "probability_of_default": 0.302377898421, "survival_probability": 0.697622101579, "odds_of_default": 0.433440823817, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.30917053093, "value_label": "30.917%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 30.917%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.42, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.804, "feature_contributions": [ 1.136, 0.24, 0.22 ], "probability_of_default": 0.30917053093, "survival_probability": 0.69082946907, "odds_of_default": 0.447535238104, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.316046624983, "value_label": "31.605%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 31.605%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.46, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.772, "feature_contributions": [ 1.168, 0.24, 0.22 ], "probability_of_default": 0.316046624983, "survival_probability": 0.683953375017, "odds_of_default": 0.462087967584, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.323004143761, "value_label": "32.300%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 32.300%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.74, "feature_contributions": [ 1.2, 0.24, 0.22 ], "probability_of_default": 0.323004143761, "survival_probability": 0.676995856239, "odds_of_default": 0.477113915521, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.330040917594, "value_label": "33.004%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 33.004%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.54, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.708, "feature_contributions": [ 1.232, 0.24, 0.22 ], "probability_of_default": 0.330040917594, "survival_probability": 0.669959082406, "odds_of_default": 0.4926284698, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.337154645059, "value_label": "33.715%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 33.715%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.58, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.676, "feature_contributions": [ 1.264, 0.24, 0.22 ], "probability_of_default": 0.337154645059, "survival_probability": 0.662845354941, "odds_of_default": 0.50864751868, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.344342894502, "value_label": "34.434%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 34.434%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.62, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.644, "feature_contributions": [ 1.296, 0.24, 0.22 ], "probability_of_default": 0.344342894502, "survival_probability": 0.655657105498, "odds_of_default": 0.525187467067, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.351603105982, "value_label": "35.160%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 35.160%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.66, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.612, "feature_contributions": [ 1.328, 0.24, 0.22 ], "probability_of_default": 0.351603105982, "survival_probability": 0.648396894018, "odds_of_default": 0.542265253314, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.358932593665, "value_label": "35.893%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 35.893%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.7, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.58, "feature_contributions": [ 1.36, 0.24, 0.22 ], "probability_of_default": 0.358932593665, "survival_probability": 0.641067406335, "odds_of_default": 0.559898366565, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Adverse shift", "description": "Synthetic adverse shift sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "below-alert": 5, "at-or-above-alert": 56 }, "value_min": 0.176535274779, "value_max": 0.613014176139, "segments": [ { "start_step": 0, "end_step": 4, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "17.654%", "end_value_label": "19.676%" }, { "start_step": 5, "end_step": 60, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "20.208%", "end_value_label": "61.301%" } ] }, "states": [ { "step": 0, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.181433318461, "value_label": "18.143%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.143%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.366666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.506666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.181433318461, "survival_probability": 0.818566681539, "odds_of_default": 0.221647573195, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.186436492344, "value_label": "18.644%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.644%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.473333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.186436492344, "survival_probability": 0.813563507656, "odds_of_default": 0.229160342849, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.191545348561, "value_label": "19.155%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.155%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.3, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.44, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.191545348561, "survival_probability": 0.808454651439, "odds_of_default": 0.236927758682, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.196760342943, "value_label": "19.676%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.676%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.406666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.196760342943, "survival_probability": 0.803239657057, "odds_of_default": 0.244958451957, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.2020818301, "value_label": "20.208%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.208%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.233333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.373333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.2020818301, "survival_probability": 0.7979181699, "odds_of_default": 0.253261346492, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.20751005856, "value_label": "20.751%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.751%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.34, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.20751005856, "survival_probability": 0.79248994144, "odds_of_default": 0.26184566858, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.213045165972, "value_label": "21.305%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.305%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.166666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.306666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.213045165972, "survival_probability": 0.786954834028, "odds_of_default": 0.27072095724, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.218687174401, "value_label": "21.869%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.869%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.273333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.218687174401, "survival_probability": 0.781312825599, "odds_of_default": 0.279897074816, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.224435985731, "value_label": "22.444%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 22.444%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.1, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.24, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.224435985731, "survival_probability": 0.775564014269, "odds_of_default": 0.289384217939, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.230291377216, "value_label": "23.029%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.029%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.206666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.230291377216, "survival_probability": 0.769708622784, "odds_of_default": 0.299192928855, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.236252997195, "value_label": "23.625%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.625%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.033333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.173333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.236252997195, "survival_probability": 0.763747002805, "odds_of_default": 0.309334107141, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.242320360996, "value_label": "24.232%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 24.232%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.14, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.242320360996, "survival_probability": 0.757679639004, "odds_of_default": 0.319819021816, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.248492847068, "value_label": "24.849%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 24.849%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.966666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.106666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.248492847068, "survival_probability": 0.751507152932, "odds_of_default": 0.330659323864, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.254769693348, "value_label": "25.477%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 25.477%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.073333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.254769693348, "survival_probability": 0.745230306652, "odds_of_default": 0.341867059181, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.261149993916, "value_label": "26.115%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.115%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.9, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.04, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.261149993916, "survival_probability": 0.738850006084, "odds_of_default": 0.353454681959, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.267632695944, "value_label": "26.763%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.763%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.006666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.267632695944, "survival_probability": 0.732367304056, "odds_of_default": 0.365435068526, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.274216596979, "value_label": "27.422%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 27.422%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.833333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.973333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.274216596979, "survival_probability": 0.725783403021, "odds_of_default": 0.377821531655, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.280900342584, "value_label": "28.090%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.090%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.94, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.280900342584, "survival_probability": 0.719099657416, "odds_of_default": 0.390627835359, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.287682424355, "value_label": "28.768%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.768%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.766666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.906666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.287682424355, "survival_probability": 0.712317575645, "odds_of_default": 0.403868210179, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.29456117836, "value_label": "29.456%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 29.456%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.873333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.29456117836, "survival_probability": 0.70543882164, "odds_of_default": 0.417557369008, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.301534783997, "value_label": "30.153%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 30.153%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.7, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.84, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.301534783997, "survival_probability": 0.698465216003, "odds_of_default": 0.431710523429, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.308601263319, "value_label": "30.860%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 30.860%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.806666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.308601263319, "survival_probability": 0.691398736681, "odds_of_default": 0.446343400626, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.315758480825, "value_label": "31.576%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 31.576%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.633333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.773333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.315758480825, "survival_probability": 0.684241519175, "odds_of_default": 0.461472260856, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.323004143761, "value_label": "32.300%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 32.300%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.74, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.323004143761, "survival_probability": 0.676995856239, "odds_of_default": 0.477113915521, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.330335802922, "value_label": "33.034%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 33.034%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.566666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.706666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.330335802922, "survival_probability": 0.669664197078, "odds_of_default": 0.493285745846, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.337750853987, "value_label": "33.775%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 33.775%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.673333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.337750853987, "survival_probability": 0.662249146013, "odds_of_default": 0.510005722197, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.345246539394, "value_label": "34.525%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 34.525%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.5, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.64, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.345246539394, "survival_probability": 0.654753460606, "odds_of_default": 0.527292424043, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.352819950766, "value_label": "35.282%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 35.282%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.606666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.352819950766, "survival_probability": 0.647180049234, "odds_of_default": 0.545165060611, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.360468031893, "value_label": "36.047%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 36.047%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.433333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.573333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.360468031893, "survival_probability": 0.639531968107, "odds_of_default": 0.563643492224, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.368187582264, "value_label": "36.819%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 36.819%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.368187582264, "survival_probability": 0.631812417736, "odds_of_default": 0.582748252374, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.375975261173, "value_label": "37.598%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 37.598%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.366666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.506666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.375975261173, "survival_probability": 0.624024738827, "odds_of_default": 0.602500570538, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.383827592368, "value_label": "38.383%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 38.383%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.473333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.383827592368, "survival_probability": 0.616172407632, "odds_of_default": 0.622922395769, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.391740969253, "value_label": "39.174%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 39.174%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.3, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.44, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.391740969253, "survival_probability": 0.608259030747, "odds_of_default": 0.644036421083, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.399711660626, "value_label": "39.971%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 39.971%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.406666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.399711660626, "survival_probability": 0.600288339374, "odds_of_default": 0.665866108682, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.407735816939, "value_label": "40.774%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 40.774%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.233333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.373333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.407735816939, "survival_probability": 0.592264183061, "odds_of_default": 0.688435716021, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.415809477065, "value_label": "41.581%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 41.581%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.34, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.415809477065, "survival_probability": 0.584190522935, "odds_of_default": 0.711770322763, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.423928575543, "value_label": "42.393%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 42.393%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.166666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.306666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.423928575543, "survival_probability": 0.576071424457, "odds_of_default": 0.735895858648, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.432088950291, "value_label": "43.209%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 43.209%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.273333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.432088950291, "survival_probability": 0.567911049709, "odds_of_default": 0.760839132312, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.440286350733, "value_label": "44.029%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 44.029%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.1, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.24, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.440286350733, "survival_probability": 0.559713649267, "odds_of_default": 0.786627861067, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.448516446339, "value_label": "44.852%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 44.852%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.206666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.448516446339, "survival_probability": 0.551483553661, "odds_of_default": 0.81329070171, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.456774835518, "value_label": "45.677%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 45.677%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.033333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.173333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.456774835518, "survival_probability": 0.543225164482, "odds_of_default": 0.840857282365, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.465057054842, "value_label": "46.506%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 46.506%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.14, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.465057054842, "survival_probability": 0.534942945158, "odds_of_default": 0.869358235399, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.473358588549, "value_label": "47.336%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 47.336%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.966666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.106666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.473358588549, "survival_probability": 0.526641411451, "odds_of_default": 0.898825231471, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.4816748783, "value_label": "48.167%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 48.167%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.073333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.4816748783, "survival_probability": 0.5183251217, "odds_of_default": 0.929291014722, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.49000133312, "value_label": "49.000%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 49.000%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.9, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.04, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.49000133312, "survival_probability": 0.50999866688, "odds_of_default": 0.960789439152, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.498333339506, "value_label": "49.833%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 49.833%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.006666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.498333339506, "survival_probability": 0.501666660494, "odds_of_default": 0.993355506255, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.506666271633, "value_label": "50.667%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 50.667%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.833333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.026666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.506666271633, "survival_probability": 0.493333728367, "odds_of_default": 1.027025403899, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.514995501619, "value_label": "51.500%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 51.500%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.06, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.514995501619, "survival_probability": 0.485004498381, "odds_of_default": 1.061836546545, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.523316409804, "value_label": "52.332%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 52.332%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.766666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.093333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.523316409804, "survival_probability": 0.476683590196, "odds_of_default": 1.097827616823, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.531624394982, "value_label": "53.162%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 53.162%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.126666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.531624394982, "survival_probability": 0.468375605018, "odds_of_default": 1.135038608514, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.539914884556, "value_label": "53.991%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 53.991%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.7, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.16, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.539914884556, "survival_probability": 0.460085115444, "odds_of_default": 1.173510870992, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.54818334455, "value_label": "54.818%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 54.818%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.193333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.54818334455, "survival_probability": 0.45181665545, "odds_of_default": 1.213287155173, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.556425289449, "value_label": "55.643%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 55.643%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.633333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.226666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.556425289449, "survival_probability": 0.443574710551, "odds_of_default": 1.254411661023, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.564636291803, "value_label": "56.464%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 56.464%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.26, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.564636291803, "survival_probability": 0.435363708197, "odds_of_default": 1.296930086666, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.57281199157, "value_label": "57.281%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 57.281%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.566666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.293333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.57281199157, "survival_probability": 0.42718800843, "odds_of_default": 1.340889679172, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.580948105149, "value_label": "58.095%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 58.095%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.326666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.580948105149, "survival_probability": 0.419051894851, "odds_of_default": 1.386339287058, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.589040434059, "value_label": "58.904%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 58.904%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.5, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.36, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.589040434059, "survival_probability": 0.410959565941, "odds_of_default": 1.43332941456, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.597084873242, "value_label": "59.708%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 59.708%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.393333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.597084873242, "survival_probability": 0.402915126758, "odds_of_default": 1.481912277769, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.605077418942, "value_label": "60.508%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 60.508%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.433333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.426666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.605077418942, "survival_probability": 0.394922581058, "odds_of_default": 1.532141862642, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.613014176139, "value_label": "61.301%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 61.301%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.46, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.613014176139, "survival_probability": 0.386985823861, "odds_of_default": 1.584073984994, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Protective shift", "description": "Synthetic protective shift sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "below-alert": 61 }, "value_min": 0.080172912173, "value_max": 0.176535274779, "segments": [ { "start_step": 0, "end_step": 60, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "17.654%", "end_value_label": "8.017%" } ] }, "states": [ { "step": 0, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.174365285617, "value_label": "17.437%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.437%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.375, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.555, "feature_contributions": [ 0.4, 0.225, 0.22 ], "probability_of_default": 0.174365285617, "survival_probability": 0.825634714383, "odds_of_default": 0.211189382641, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.172216391734, "value_label": "17.222%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.222%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.35, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.57, "feature_contributions": [ 0.4, 0.21, 0.22 ], "probability_of_default": 0.172216391734, "survival_probability": 0.827783608266, "odds_of_default": 0.208045182357, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.170088525235, "value_label": "17.009%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.009%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.325, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.585, "feature_contributions": [ 0.4, 0.195, 0.22 ], "probability_of_default": 0.170088525235, "survival_probability": 0.829911474765, "odds_of_default": 0.204947793117, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.167981614866, "value_label": "16.798%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.798%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.3, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.6, "feature_contributions": [ 0.4, 0.18, 0.22 ], "probability_of_default": 0.167981614866, "survival_probability": 0.832018385134, "odds_of_default": 0.201896517995, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.165895586099, "value_label": "16.590%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.590%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.275, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.615, "feature_contributions": [ 0.4, 0.165, 0.22 ], "probability_of_default": 0.165895586099, "survival_probability": 0.834104413901, "odds_of_default": 0.198890670441, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.163830361223, "value_label": "16.383%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.383%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.25, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.63, "feature_contributions": [ 0.4, 0.15, 0.22 ], "probability_of_default": 0.163830361223, "survival_probability": 0.836169638777, "odds_of_default": 0.195929574127, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.16178585944, "value_label": "16.179%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.179%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.225, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.645, "feature_contributions": [ 0.4, 0.135, 0.22 ], "probability_of_default": 0.16178585944, "survival_probability": 0.83821414056, "odds_of_default": 0.193012562794, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.159761996944, "value_label": "15.976%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.976%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.2, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.66, "feature_contributions": [ 0.4, 0.12, 0.22 ], "probability_of_default": 0.159761996944, "survival_probability": 0.840238003056, "odds_of_default": 0.190138980102, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.157758687019, "value_label": "15.776%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.776%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.175, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.675, "feature_contributions": [ 0.4, 0.105, 0.22 ], "probability_of_default": 0.157758687019, "survival_probability": 0.842241312981, "odds_of_default": 0.187308179482, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.155775840124, "value_label": "15.578%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.578%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.15, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.69, "feature_contributions": [ 0.4, 0.09, 0.22 ], "probability_of_default": 0.155775840124, "survival_probability": 0.844224159876, "odds_of_default": 0.184519523993, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.153813363979, "value_label": "15.381%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.381%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.125, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.705, "feature_contributions": [ 0.4, 0.075, 0.22 ], "probability_of_default": 0.153813363979, "survival_probability": 0.846186636021, "odds_of_default": 0.181772386175, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.151871163657, "value_label": "15.187%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.187%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.1, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.72, "feature_contributions": [ 0.4, 0.06, 0.22 ], "probability_of_default": 0.151871163657, "survival_probability": 0.848128836343, "odds_of_default": 0.179066147911, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.149949141664, "value_label": "14.995%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.995%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.075, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.735, "feature_contributions": [ 0.4, 0.045, 0.22 ], "probability_of_default": 0.149949141664, "survival_probability": 0.850050858336, "odds_of_default": 0.176400200286, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.148047198032, "value_label": "14.805%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.805%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.05, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.75, "feature_contributions": [ 0.4, 0.03, 0.22 ], "probability_of_default": 0.148047198032, "survival_probability": 0.851952801968, "odds_of_default": 0.17377394345, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.146165230397, "value_label": "14.617%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.617%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.025, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.765, "feature_contributions": [ 0.4, 0.015, 0.22 ], "probability_of_default": 0.146165230397, "survival_probability": 0.853834769603, "odds_of_default": 0.171186786485, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.144303134091, "value_label": "14.430%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.430%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.0, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.78, "feature_contributions": [ 0.4, 0.0, 0.22 ], "probability_of_default": 0.144303134091, "survival_probability": 0.855696865909, "odds_of_default": 0.168638147269, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.142460802215, "value_label": "14.246%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.246%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.025, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.795, "feature_contributions": [ 0.4, -0.015, 0.22 ], "probability_of_default": 0.142460802215, "survival_probability": 0.857539197785, "odds_of_default": 0.166127452347, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.140638125734, "value_label": "14.064%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.064%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.05, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.81, "feature_contributions": [ 0.4, -0.03, 0.22 ], "probability_of_default": 0.140638125734, "survival_probability": 0.859361874266, "odds_of_default": 0.163654136803, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.138834993547, "value_label": "13.883%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.883%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.075, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.825, "feature_contributions": [ 0.4, -0.045, 0.22 ], "probability_of_default": 0.138834993547, "survival_probability": 0.861165006453, "odds_of_default": 0.16121764413, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.137051292575, "value_label": "13.705%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.705%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.1, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.84, "feature_contributions": [ 0.4, -0.06, 0.22 ], "probability_of_default": 0.137051292575, "survival_probability": 0.862948707425, "odds_of_default": 0.158817426107, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.135286907838, "value_label": "13.529%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.529%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.125, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.855, "feature_contributions": [ 0.4, -0.075, 0.22 ], "probability_of_default": 0.135286907838, "survival_probability": 0.864713092162, "odds_of_default": 0.156452942675, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.133541722533, "value_label": "13.354%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.354%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.15, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.87, "feature_contributions": [ 0.4, -0.09, 0.22 ], "probability_of_default": 0.133541722533, "survival_probability": 0.866458277467, "odds_of_default": 0.154123661815, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.131815618113, "value_label": "13.182%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.182%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.175, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.885, "feature_contributions": [ 0.4, -0.105, 0.22 ], "probability_of_default": 0.131815618113, "survival_probability": 0.868184381887, "odds_of_default": 0.151829059429, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.130108474363, "value_label": "13.011%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.011%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.2, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.9, "feature_contributions": [ 0.4, -0.12, 0.22 ], "probability_of_default": 0.130108474363, "survival_probability": 0.869891525637, "odds_of_default": 0.149568619223, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.128420169475, "value_label": "12.842%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.842%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.225, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.915, "feature_contributions": [ 0.4, -0.135, 0.22 ], "probability_of_default": 0.128420169475, "survival_probability": 0.871579830525, "odds_of_default": 0.147341832586, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.126750580122, "value_label": "12.675%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.675%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.25, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.93, "feature_contributions": [ 0.4, -0.15, 0.22 ], "probability_of_default": 0.126750580122, "survival_probability": 0.873249419878, "odds_of_default": 0.145148198484, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.125099581534, "value_label": "12.510%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.510%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.275, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.945, "feature_contributions": [ 0.4, -0.165, 0.22 ], "probability_of_default": 0.125099581534, "survival_probability": 0.874900418466, "odds_of_default": 0.142987223338, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.123467047565, "value_label": "12.347%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.347%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.3, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.96, "feature_contributions": [ 0.4, -0.18, 0.22 ], "probability_of_default": 0.123467047565, "survival_probability": 0.876532952435, "odds_of_default": 0.140858420921, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.12185285077, "value_label": "12.185%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.185%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.325, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.975, "feature_contributions": [ 0.4, -0.195, 0.22 ], "probability_of_default": 0.12185285077, "survival_probability": 0.87814714923, "odds_of_default": 0.138761312243, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.120256862468, "value_label": "12.026%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.026%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.35, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.99, "feature_contributions": [ 0.4, -0.21, 0.22 ], "probability_of_default": 0.120256862468, "survival_probability": 0.879743137532, "odds_of_default": 0.136695425446, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.118678952816, "value_label": "11.868%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.868%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.375, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.005, "feature_contributions": [ 0.4, -0.225, 0.22 ], "probability_of_default": 0.118678952816, "survival_probability": 0.881321047184, "odds_of_default": 0.134660295696, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.117118990876, "value_label": "11.712%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.712%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.02, "feature_contributions": [ 0.4, -0.24, 0.22 ], "probability_of_default": 0.117118990876, "survival_probability": 0.882881009124, "odds_of_default": 0.13265546508, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.115576844676, "value_label": "11.558%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.558%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.425, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.035, "feature_contributions": [ 0.4, -0.255, 0.22 ], "probability_of_default": 0.115576844676, "survival_probability": 0.884423155324, "odds_of_default": 0.130680482504, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.11405238128, "value_label": "11.405%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.405%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.45, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.05, "feature_contributions": [ 0.4, -0.27, 0.22 ], "probability_of_default": 0.11405238128, "survival_probability": 0.88594761872, "odds_of_default": 0.128734903588, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.112545466851, "value_label": "11.255%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.255%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.475, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.065, "feature_contributions": [ 0.4, -0.285, 0.22 ], "probability_of_default": 0.112545466851, "survival_probability": 0.887454533149, "odds_of_default": 0.126818290568, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.111055966711, "value_label": "11.106%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.106%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.5, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.08, "feature_contributions": [ 0.4, -0.3, 0.22 ], "probability_of_default": 0.111055966711, "survival_probability": 0.888944033289, "odds_of_default": 0.124930212199, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.109583745406, "value_label": "10.958%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.958%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.525, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.095, "feature_contributions": [ 0.4, -0.315, 0.22 ], "probability_of_default": 0.109583745406, "survival_probability": 0.890416254594, "odds_of_default": 0.123070243654, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.108128666762, "value_label": "10.813%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.813%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.55, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.11, "feature_contributions": [ 0.4, -0.33, 0.22 ], "probability_of_default": 0.108128666762, "survival_probability": 0.891871333238, "odds_of_default": 0.121237966433, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.106690593946, "value_label": "10.669%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.669%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.575, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.125, "feature_contributions": [ 0.4, -0.345, 0.22 ], "probability_of_default": 0.106690593946, "survival_probability": 0.893309406054, "odds_of_default": 0.119432968267, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.105269389523, "value_label": "10.527%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.527%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.6, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.14, "feature_contributions": [ 0.4, -0.36, 0.22 ], "probability_of_default": 0.105269389523, "survival_probability": 0.894730610477, "odds_of_default": 0.117654843022, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.103864915512, "value_label": "10.386%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.386%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.625, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.155, "feature_contributions": [ 0.4, -0.375, 0.22 ], "probability_of_default": 0.103864915512, "survival_probability": 0.896135084488, "odds_of_default": 0.115903190613, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.102477033444, "value_label": "10.248%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.248%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.65, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.17, "feature_contributions": [ 0.4, -0.39, 0.22 ], "probability_of_default": 0.102477033444, "survival_probability": 0.897522966556, "odds_of_default": 0.114177616911, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.10110560441, "value_label": "10.111%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 10.111%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.675, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.185, "feature_contributions": [ 0.4, -0.405, 0.22 ], "probability_of_default": 0.10110560441, "survival_probability": 0.89889439559, "odds_of_default": 0.112477733654, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.09975048912, "value_label": "9.975%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.975%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.7, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.2, "feature_contributions": [ 0.4, -0.42, 0.22 ], "probability_of_default": 0.09975048912, "survival_probability": 0.90024951088, "odds_of_default": 0.110803158362, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.098411547947, "value_label": "9.841%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.841%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.725, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.215, "feature_contributions": [ 0.4, -0.435, 0.22 ], "probability_of_default": 0.098411547947, "survival_probability": 0.901588452053, "odds_of_default": 0.109153514248, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.097088640986, "value_label": "9.709%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.709%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.75, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.23, "feature_contributions": [ 0.4, -0.45, 0.22 ], "probability_of_default": 0.097088640986, "survival_probability": 0.902911359014, "odds_of_default": 0.107528430136, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.095781628096, "value_label": "9.578%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.578%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.775, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.245, "feature_contributions": [ 0.4, -0.465, 0.22 ], "probability_of_default": 0.095781628096, "survival_probability": 0.904218371904, "odds_of_default": 0.105927540374, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.09449036895, "value_label": "9.449%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.449%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.8, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.26, "feature_contributions": [ 0.4, -0.48, 0.22 ], "probability_of_default": 0.09449036895, "survival_probability": 0.90550963105, "odds_of_default": 0.104350484755, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.093214723082, "value_label": "9.321%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.321%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.825, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.275, "feature_contributions": [ 0.4, -0.495, 0.22 ], "probability_of_default": 0.093214723082, "survival_probability": 0.906785276918, "odds_of_default": 0.102796908435, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.091954549931, "value_label": "9.195%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.195%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.85, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.29, "feature_contributions": [ 0.4, -0.51, 0.22 ], "probability_of_default": 0.091954549931, "survival_probability": 0.908045450069, "odds_of_default": 0.101266461854, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.090709708887, "value_label": "9.071%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 9.071%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.875, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.305, "feature_contributions": [ 0.4, -0.525, 0.22 ], "probability_of_default": 0.090709708887, "survival_probability": 0.909290291113, "odds_of_default": 0.099758800654, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.089480059334, "value_label": "8.948%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.948%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.9, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.32, "feature_contributions": [ 0.4, -0.54, 0.22 ], "probability_of_default": 0.089480059334, "survival_probability": 0.910519940666, "odds_of_default": 0.098273585604, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.088265460687, "value_label": "8.827%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.827%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.925, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.335, "feature_contributions": [ 0.4, -0.555, 0.22 ], "probability_of_default": 0.088265460687, "survival_probability": 0.911734539313, "odds_of_default": 0.096810482526, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.08706577244, "value_label": "8.707%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.707%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.95, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.35, "feature_contributions": [ 0.4, -0.57, 0.22 ], "probability_of_default": 0.08706577244, "survival_probability": 0.91293422756, "odds_of_default": 0.095369162216, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.085880854201, "value_label": "8.588%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.588%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 0.975, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.365, "feature_contributions": [ 0.4, -0.585, 0.22 ], "probability_of_default": 0.085880854201, "survival_probability": 0.914119145799, "odds_of_default": 0.093949300368, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.084710565731, "value_label": "8.471%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.471%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 1.0, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.38, "feature_contributions": [ 0.4, -0.6, 0.22 ], "probability_of_default": 0.084710565731, "survival_probability": 0.915289434269, "odds_of_default": 0.09255057751, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.08355476698, "value_label": "8.355%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.355%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 1.025, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.395, "feature_contributions": [ 0.4, -0.615, 0.22 ], "probability_of_default": 0.08355476698, "survival_probability": 0.91644523302, "odds_of_default": 0.091172678923, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.082413318128, "value_label": "8.241%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.241%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 1.05, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.41, "feature_contributions": [ 0.4, -0.63, 0.22 ], "probability_of_default": 0.082413318128, "survival_probability": 0.917586681872, "odds_of_default": 0.089815294572, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.081286079614, "value_label": "8.129%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.129%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 1.075, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.425, "feature_contributions": [ 0.4, -0.645, 0.22 ], "probability_of_default": 0.081286079614, "survival_probability": 0.918713920386, "odds_of_default": 0.088478119042, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.080172912173, "value_label": "8.017%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.017%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, 1.1, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.44, "feature_contributions": [ 0.4, -0.66, 0.22 ], "probability_of_default": 0.080172912173, "survival_probability": 0.919827087827, "odds_of_default": 0.087160851462, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Threshold or boundary", "description": "Synthetic threshold or boundary sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "at-or-above-alert": 13, "below-alert": 48 }, "value_min": 0.176535274779, "value_max": 0.176535274779, "segments": [ { "start_step": 0, "end_step": 12, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "17.654%", "end_value_label": "17.654%" }, { "start_step": 13, "end_step": 60, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "17.654%", "end_value_label": "17.654%" } ] }, "states": [ { "step": 0, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.05 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.05, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.06 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.06, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.07 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.07, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.08 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.08, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.09 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.09, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.1 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.1, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.11 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.11, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.12 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.12, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.13 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.13, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.14 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.14, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.15 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.15, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.16 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.16, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.176535274779, "value_label": "17.654%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.17 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.17, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.18 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.18, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.19 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.19, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.21 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.21, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.22 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.22, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.23 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.23, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.24 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.24, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.25 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.25, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.26 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.26, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.27 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.27, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.28 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.28, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.29 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.29, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.3 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.3, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.31 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.31, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.32 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.32, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.33 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.33, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.34 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.34, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.35 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.35, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.36 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.36, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.37 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.37, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.38 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.38, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.39 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.39, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.4 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.4, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.41 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.41, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.42 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.42, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.43 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.43, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.44 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.44, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.45 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.45, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.46 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.46, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.47 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.47, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.48 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.48, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.49 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.49, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.5 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.5, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.51 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.51, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.52 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.52, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.53 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.53, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.54 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.54, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.55 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.55, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.56 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.56, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.57 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.57, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.58 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.58, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.59 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.59, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.6 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.6, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.61 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.61, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.62 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.62, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.63 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.63, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.64 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.64, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.65 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.65, "state": "below-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Sensitivity", "description": "Synthetic sensitivity sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "below-alert": 60, "at-or-above-alert": 1 }, "value_min": 0.134703051952, "value_max": 0.201008999751, "segments": [ { "start_step": 0, "end_step": 59, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "13.470%", "end_value_label": "19.973%" }, { "start_step": 60, "end_step": 60, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "20.101%", "end_value_label": "20.101%" } ] }, "states": [ { "step": 0, "value": 0.134703051952, "value_label": "13.470%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.470%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.5 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.86, "feature_contributions": [ 0.4, 0.24, -0.1 ], "probability_of_default": 0.134703051952, "survival_probability": 0.865296948048, "odds_of_default": 0.155672630368, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.135638245068, "value_label": "13.564%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.564%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.46 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.852, "feature_contributions": [ 0.4, 0.24, -0.092 ], "probability_of_default": 0.135638245068, "survival_probability": 0.864361754932, "odds_of_default": 0.156923006246, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.13657890607, "value_label": "13.658%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.658%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.42 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.844, "feature_contributions": [ 0.4, 0.24, -0.084 ], "probability_of_default": 0.13657890607, "survival_probability": 0.86342109393, "odds_of_default": 0.15818342525, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.137525052689, "value_label": "13.753%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.753%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.38 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.836, "feature_contributions": [ 0.4, 0.24, -0.076 ], "probability_of_default": 0.137525052689, "survival_probability": 0.862474947311, "odds_of_default": 0.159453968047, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.138476702508, "value_label": "13.848%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.848%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.34 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.828, "feature_contributions": [ 0.4, 0.24, -0.068 ], "probability_of_default": 0.138476702508, "survival_probability": 0.861523297492, "odds_of_default": 0.160734715952, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.139433872962, "value_label": "13.943%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.943%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.3 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.82, "feature_contributions": [ 0.4, 0.24, -0.06 ], "probability_of_default": 0.139433872962, "survival_probability": 0.860566127038, "odds_of_default": 0.162025750934, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.140396581332, "value_label": "14.040%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.040%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.26 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.812, "feature_contributions": [ 0.4, 0.24, -0.052 ], "probability_of_default": 0.140396581332, "survival_probability": 0.859603418668, "odds_of_default": 0.163327155619, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.141364844745, "value_label": "14.136%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.136%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.22 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.804, "feature_contributions": [ 0.4, 0.24, -0.044 ], "probability_of_default": 0.141364844745, "survival_probability": 0.858635155255, "odds_of_default": 0.164639013298, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.142338680167, "value_label": "14.234%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.234%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.18 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.796, "feature_contributions": [ 0.4, 0.24, -0.036 ], "probability_of_default": 0.142338680167, "survival_probability": 0.857661319833, "odds_of_default": 0.165961407931, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.143318104403, "value_label": "14.332%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.332%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.14 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.788, "feature_contributions": [ 0.4, 0.24, -0.028 ], "probability_of_default": 0.143318104403, "survival_probability": 0.856681895597, "odds_of_default": 0.167294424149, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.144303134091, "value_label": "14.430%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.430%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.78, "feature_contributions": [ 0.4, 0.24, -0.02 ], "probability_of_default": 0.144303134091, "survival_probability": 0.855696865909, "odds_of_default": 0.168638147269, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.145293785697, "value_label": "14.529%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.529%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.06 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.772, "feature_contributions": [ 0.4, 0.24, -0.012 ], "probability_of_default": 0.145293785697, "survival_probability": 0.854706214303, "odds_of_default": 0.169992663287, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.146290075517, "value_label": "14.629%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.629%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, -0.02 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.764, "feature_contributions": [ 0.4, 0.24, -0.004 ], "probability_of_default": 0.146290075517, "survival_probability": 0.853709924483, "odds_of_default": 0.171358058893, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.147292019669, "value_label": "14.729%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.729%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.02 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.756, "feature_contributions": [ 0.4, 0.24, 0.004 ], "probability_of_default": 0.147292019669, "survival_probability": 0.852707980331, "odds_of_default": 0.172734421474, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.148299634089, "value_label": "14.830%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.830%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.06 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.748, "feature_contributions": [ 0.4, 0.24, 0.012 ], "probability_of_default": 0.148299634089, "survival_probability": 0.851700365911, "odds_of_default": 0.174121839117, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.149312934531, "value_label": "14.931%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.931%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.74, "feature_contributions": [ 0.4, 0.24, 0.02 ], "probability_of_default": 0.149312934531, "survival_probability": 0.850687065469, "odds_of_default": 0.175520400617, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.15033193656, "value_label": "15.033%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.033%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.14 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.732, "feature_contributions": [ 0.4, 0.24, 0.028 ], "probability_of_default": 0.15033193656, "survival_probability": 0.84966806344, "odds_of_default": 0.176930195482, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.15135665555, "value_label": "15.136%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.136%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.18 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.724, "feature_contributions": [ 0.4, 0.24, 0.036 ], "probability_of_default": 0.15135665555, "survival_probability": 0.84864334445, "odds_of_default": 0.178351313941, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.152387106681, "value_label": "15.239%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.239%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.22 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.716, "feature_contributions": [ 0.4, 0.24, 0.044 ], "probability_of_default": 0.152387106681, "survival_probability": 0.847612893319, "odds_of_default": 0.179783846944, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.153423304932, "value_label": "15.342%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.342%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.26 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.708, "feature_contributions": [ 0.4, 0.24, 0.052 ], "probability_of_default": 0.153423304932, "survival_probability": 0.846576695068, "odds_of_default": 0.181227886175, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.154465265084, "value_label": "15.447%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.447%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.3 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.7, "feature_contributions": [ 0.4, 0.24, 0.06 ], "probability_of_default": 0.154465265084, "survival_probability": 0.845534734916, "odds_of_default": 0.182683524053, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.155513001707, "value_label": "15.551%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.551%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.34 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.692, "feature_contributions": [ 0.4, 0.24, 0.068 ], "probability_of_default": 0.155513001707, "survival_probability": 0.844486998293, "odds_of_default": 0.184150853738, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.156566529164, "value_label": "15.657%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.657%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.38 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.684, "feature_contributions": [ 0.4, 0.24, 0.076 ], "probability_of_default": 0.156566529164, "survival_probability": 0.843433470836, "odds_of_default": 0.185629969141, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.157625861605, "value_label": "15.763%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.763%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.42 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.676, "feature_contributions": [ 0.4, 0.24, 0.084 ], "probability_of_default": 0.157625861605, "survival_probability": 0.842374138395, "odds_of_default": 0.187120964925, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.158691012961, "value_label": "15.869%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.869%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.46 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.668, "feature_contributions": [ 0.4, 0.24, 0.092 ], "probability_of_default": 0.158691012961, "survival_probability": 0.841308987039, "odds_of_default": 0.188623936515, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.159761996944, "value_label": "15.976%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.976%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.5 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.66, "feature_contributions": [ 0.4, 0.24, 0.1 ], "probability_of_default": 0.159761996944, "survival_probability": 0.840238003056, "odds_of_default": 0.190138980102, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.160838827039, "value_label": "16.084%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.084%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.54 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.652, "feature_contributions": [ 0.4, 0.24, 0.108 ], "probability_of_default": 0.160838827039, "survival_probability": 0.839161172961, "odds_of_default": 0.191666192647, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.161921516505, "value_label": "16.192%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.192%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.58 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.644, "feature_contributions": [ 0.4, 0.24, 0.116 ], "probability_of_default": 0.161921516505, "survival_probability": 0.838078483495, "odds_of_default": 0.193205671895, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.163010078366, "value_label": "16.301%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.301%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.62 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.636, "feature_contributions": [ 0.4, 0.24, 0.124 ], "probability_of_default": 0.163010078366, "survival_probability": 0.836989921634, "odds_of_default": 0.194757516372, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.164104525411, "value_label": "16.410%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.410%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.66 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.628, "feature_contributions": [ 0.4, 0.24, 0.132 ], "probability_of_default": 0.164104525411, "survival_probability": 0.835895474589, "odds_of_default": 0.196321825396, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.165204870191, "value_label": "16.520%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.520%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.7 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.62, "feature_contributions": [ 0.4, 0.24, 0.14 ], "probability_of_default": 0.165204870191, "survival_probability": 0.834795129809, "odds_of_default": 0.197898699084, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.166311125009, "value_label": "16.631%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.631%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.74 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.612, "feature_contributions": [ 0.4, 0.24, 0.148 ], "probability_of_default": 0.166311125009, "survival_probability": 0.833688874991, "odds_of_default": 0.199488238356, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.167423301923, "value_label": "16.742%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.742%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.78 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.604, "feature_contributions": [ 0.4, 0.24, 0.156 ], "probability_of_default": 0.167423301923, "survival_probability": 0.832576698077, "odds_of_default": 0.201090544943, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.16854141274, "value_label": "16.854%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.854%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.82 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.596, "feature_contributions": [ 0.4, 0.24, 0.164 ], "probability_of_default": 0.16854141274, "survival_probability": 0.83145858726, "odds_of_default": 0.202705721394, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.169665469009, "value_label": "16.967%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.967%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.86 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.588, "feature_contributions": [ 0.4, 0.24, 0.172 ], "probability_of_default": 0.169665469009, "survival_probability": 0.830334530991, "odds_of_default": 0.204333871081, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.170795482022, "value_label": "17.080%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.080%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.9 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.58, "feature_contributions": [ 0.4, 0.24, 0.18 ], "probability_of_default": 0.170795482022, "survival_probability": 0.829204517978, "odds_of_default": 0.205975098205, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.171931462807, "value_label": "17.193%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.193%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.94 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.572, "feature_contributions": [ 0.4, 0.24, 0.188 ], "probability_of_default": 0.171931462807, "survival_probability": 0.828068537193, "odds_of_default": 0.207629507805, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.173073422123, "value_label": "17.307%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.307%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 0.98 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.564, "feature_contributions": [ 0.4, 0.24, 0.196 ], "probability_of_default": 0.173073422123, "survival_probability": 0.826926577877, "odds_of_default": 0.209297205765, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.17422137046, "value_label": "17.422%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.422%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.02 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.556, "feature_contributions": [ 0.4, 0.24, 0.204 ], "probability_of_default": 0.17422137046, "survival_probability": 0.82577862954, "odds_of_default": 0.210978298818, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.175375318034, "value_label": "17.538%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.538%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.06 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.548, "feature_contributions": [ 0.4, 0.24, 0.212 ], "probability_of_default": 0.175375318034, "survival_probability": 0.824624681966, "odds_of_default": 0.212672894553, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.177701250349, "value_label": "17.770%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.770%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.14 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.532, "feature_contributions": [ 0.4, 0.24, 0.228 ], "probability_of_default": 0.177701250349, "survival_probability": 0.822298749651, "odds_of_default": 0.216103028764, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.178873254109, "value_label": "17.887%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.887%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.18 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.524, "feature_contributions": [ 0.4, 0.24, 0.236 ], "probability_of_default": 0.178873254109, "survival_probability": 0.821126745891, "odds_of_default": 0.217838786769, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.180051295134, "value_label": "18.005%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.005%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.22 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.516, "feature_contributions": [ 0.4, 0.24, 0.244 ], "probability_of_default": 0.180051295134, "survival_probability": 0.819948704866, "odds_of_default": 0.21958848653, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.181235382206, "value_label": "18.124%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.124%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.26 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.508, "feature_contributions": [ 0.4, 0.24, 0.252 ], "probability_of_default": 0.181235382206, "survival_probability": 0.818764617794, "odds_of_default": 0.22135224003, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.182425523806, "value_label": "18.243%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.243%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.3 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.5, "feature_contributions": [ 0.4, 0.24, 0.26 ], "probability_of_default": 0.182425523806, "survival_probability": 0.817574476194, "odds_of_default": 0.223130160148, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.183621728115, "value_label": "18.362%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.362%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.34 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.492, "feature_contributions": [ 0.4, 0.24, 0.268 ], "probability_of_default": 0.183621728115, "survival_probability": 0.816378271885, "odds_of_default": 0.224922360673, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.184824003005, "value_label": "18.482%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.482%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.38 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.484, "feature_contributions": [ 0.4, 0.24, 0.276 ], "probability_of_default": 0.184824003005, "survival_probability": 0.815175996995, "odds_of_default": 0.226728956306, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.186032356038, "value_label": "18.603%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.603%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.42 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.476, "feature_contributions": [ 0.4, 0.24, 0.284 ], "probability_of_default": 0.186032356038, "survival_probability": 0.813967643962, "odds_of_default": 0.228550062669, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.187246794465, "value_label": "18.725%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.725%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.46 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.468, "feature_contributions": [ 0.4, 0.24, 0.292 ], "probability_of_default": 0.187246794465, "survival_probability": 0.812753205535, "odds_of_default": 0.230385796315, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.188467325214, "value_label": "18.847%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.847%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.5 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.46, "feature_contributions": [ 0.4, 0.24, 0.3 ], "probability_of_default": 0.188467325214, "survival_probability": 0.811532674786, "odds_of_default": 0.23223627473, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.189693954894, "value_label": "18.969%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.969%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.54 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.452, "feature_contributions": [ 0.4, 0.24, 0.308 ], "probability_of_default": 0.189693954894, "survival_probability": 0.810306045106, "odds_of_default": 0.234101616346, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.190926689787, "value_label": "19.093%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.093%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.58 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.444, "feature_contributions": [ 0.4, 0.24, 0.316 ], "probability_of_default": 0.190926689787, "survival_probability": 0.809073310213, "odds_of_default": 0.235981940545, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.192165535845, "value_label": "19.217%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.217%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.62 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.436, "feature_contributions": [ 0.4, 0.24, 0.324 ], "probability_of_default": 0.192165535845, "survival_probability": 0.807834464155, "odds_of_default": 0.237877367669, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.193410498687, "value_label": "19.341%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.341%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.66 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.428, "feature_contributions": [ 0.4, 0.24, 0.332 ], "probability_of_default": 0.193410498687, "survival_probability": 0.806589501313, "odds_of_default": 0.239788019025, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.194661583592, "value_label": "19.466%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.466%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.7 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.42, "feature_contributions": [ 0.4, 0.24, 0.34 ], "probability_of_default": 0.194661583592, "survival_probability": 0.805338416408, "odds_of_default": 0.241714016897, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.195918795499, "value_label": "19.592%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.592%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.74 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.412, "feature_contributions": [ 0.4, 0.24, 0.348 ], "probability_of_default": 0.195918795499, "survival_probability": 0.804081204501, "odds_of_default": 0.243655484548, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.197182139002, "value_label": "19.718%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.718%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.78 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.404, "feature_contributions": [ 0.4, 0.24, 0.356 ], "probability_of_default": 0.197182139002, "survival_probability": 0.802817860998, "odds_of_default": 0.245612546234, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.198451618344, "value_label": "19.845%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.845%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.82 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.396, "feature_contributions": [ 0.4, 0.24, 0.364 ], "probability_of_default": 0.198451618344, "survival_probability": 0.801548381656, "odds_of_default": 0.247585327206, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.199727237416, "value_label": "19.973%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.973%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.86 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.388, "feature_contributions": [ 0.4, 0.24, 0.372 ], "probability_of_default": 0.199727237416, "survival_probability": 0.800272762584, "odds_of_default": 0.249573953724, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.201008999751, "value_label": "20.101%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.101%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.9 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.38, "feature_contributions": [ 0.4, 0.24, 0.38 ], "probability_of_default": 0.201008999751, "survival_probability": 0.798991000249, "odds_of_default": 0.25157855306, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Scale or horizon", "description": "Synthetic scale or horizon sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "below-alert": 21, "at-or-above-alert": 40 }, "value_min": 0.122388886823, "value_max": 0.437823499114, "segments": [ { "start_step": 0, "end_step": 20, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "12.239%", "end_value_label": "19.835%" }, { "start_step": 21, "end_step": 60, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "20.294%", "end_value_label": "43.782%" } ] }, "states": [ { "step": 0, "value": 0.122388886823, "value_label": "12.239%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.239%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.25, -0.2, 0.1 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.97, "feature_contributions": [ 0.2, 0.12, 0.11 ], "probability_of_default": 0.122388886823, "survival_probability": 0.877611113177, "odds_of_default": 0.139456856215, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.125501448984, "value_label": "12.550%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.550%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.266666666667, -0.213333333333, 0.106666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.941333333334, "feature_contributions": [ 0.213333333333, 0.128, 0.117333333333 ], "probability_of_default": 0.125501448984, "survival_probability": 0.874498551016, "odds_of_default": 0.143512472191, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.128681562325, "value_label": "12.868%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 12.868%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.283333333333, -0.226666666667, 0.113333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.912666666666, "feature_contributions": [ 0.226666666667, 0.136, 0.124666666667 ], "probability_of_default": 0.128681562325, "survival_probability": 0.871318437675, "odds_of_default": 0.147686031605, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.131930100515, "value_label": "13.193%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.193%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.3, -0.24, 0.12 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.884, "feature_contributions": [ 0.24, 0.144, 0.132 ], "probability_of_default": 0.131930100515, "survival_probability": 0.868069899485, "odds_of_default": 0.151980964429, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.135247917792, "value_label": "13.525%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.525%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.316666666667, -0.253333333333, 0.126666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.855333333334, "feature_contributions": [ 0.253333333333, 0.152, 0.139333333333 ], "probability_of_default": 0.135247917792, "survival_probability": 0.864752082208, "odds_of_default": 0.156400800385, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.138635847071, "value_label": "13.864%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 13.864%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.333333333333, -0.266666666667, 0.133333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.826666666666, "feature_contributions": [ 0.266666666667, 0.16, 0.146666666667 ], "probability_of_default": 0.138635847071, "survival_probability": 0.861364152929, "odds_of_default": 0.160949171845, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.142094698014, "value_label": "14.209%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.209%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.35, -0.28, 0.14 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.798, "feature_contributions": [ 0.28, 0.168, 0.154 ], "probability_of_default": 0.142094698014, "survival_probability": 0.857905301986, "odds_of_default": 0.165629816816, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.145625255036, "value_label": "14.563%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.563%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.366666666667, -0.293333333333, 0.146666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.769333333334, "feature_contributions": [ 0.293333333333, 0.176, 0.161333333333 ], "probability_of_default": 0.145625255036, "survival_probability": 0.854374744964, "odds_of_default": 0.170446582011, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.149228275272, "value_label": "14.923%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.923%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.383333333333, -0.306666666667, 0.153333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.740666666666, "feature_contributions": [ 0.306666666667, 0.184, 0.168666666667 ], "probability_of_default": 0.149228275272, "survival_probability": 0.850771724728, "odds_of_default": 0.175403426013, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.152904486488, "value_label": "15.290%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.290%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.4, -0.32, 0.16 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.712, "feature_contributions": [ 0.32, 0.192, 0.176 ], "probability_of_default": 0.152904486488, "survival_probability": 0.847095513512, "odds_of_default": 0.180504422522, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.156654584955, "value_label": "15.665%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 15.665%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.416666666667, -0.333333333333, 0.166666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.683333333334, "feature_contributions": [ 0.333333333333, 0.2, 0.183333333333 ], "probability_of_default": 0.156654584955, "survival_probability": 0.843345415045, "odds_of_default": 0.185753763714, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.160479233283, "value_label": "16.048%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.048%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.433333333333, -0.346666666667, 0.173333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.654666666666, "feature_contributions": [ 0.346666666667, 0.208, 0.190666666667 ], "probability_of_default": 0.160479233283, "survival_probability": 0.839520766717, "odds_of_default": 0.191155763675, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.164379058209, "value_label": "16.438%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.438%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.45, -0.36, 0.18 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.626, "feature_contributions": [ 0.36, 0.216, 0.198 ], "probability_of_default": 0.164379058209, "survival_probability": 0.835620941791, "odds_of_default": 0.196714861952, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.168354648367, "value_label": "16.835%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 16.835%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.466666666667, -0.373333333333, 0.186666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.597333333334, "feature_contributions": [ 0.373333333333, 0.224, 0.205333333333 ], "probability_of_default": 0.168354648367, "survival_probability": 0.831645351633, "odds_of_default": 0.202435627202, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.172406552023, "value_label": "17.241%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.241%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.483333333333, -0.386666666667, 0.193333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.568666666666, "feature_contributions": [ 0.386666666667, 0.232, 0.212666666667 ], "probability_of_default": 0.172406552023, "survival_probability": 0.827593447977, "odds_of_default": 0.208322760945, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.180741277279, "value_label": "18.074%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.074%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.516666666667, -0.413333333333, 0.206666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.511333333334, "feature_contributions": [ 0.413333333333, 0.248, 0.227333333333 ], "probability_of_default": 0.180741277279, "survival_probability": 0.819258722721, "odds_of_default": 0.220615627599, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.185024972884, "value_label": "18.502%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.502%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.533333333333, -0.426666666667, 0.213333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.482666666666, "feature_contributions": [ 0.426666666667, 0.256, 0.234666666667 ], "probability_of_default": 0.185024972884, "survival_probability": 0.814975027116, "odds_of_default": 0.227031463208, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.18938672535, "value_label": "18.939%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 18.939%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.55, -0.44, 0.22 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.454, "feature_contributions": [ 0.44, 0.264, 0.242 ], "probability_of_default": 0.18938672535, "survival_probability": 0.81061327465, "odds_of_default": 0.233633881004, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.193826846508, "value_label": "19.383%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.383%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.566666666667, -0.453333333333, 0.226666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.425333333334, "feature_contributions": [ 0.453333333333, 0.272, 0.249333333333 ], "probability_of_default": 0.193826846508, "survival_probability": 0.806173153492, "odds_of_default": 0.240428307081, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.198345593947, "value_label": "19.835%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 19.835%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.583333333333, -0.466666666667, 0.233333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.396666666666, "feature_contributions": [ 0.466666666667, 0.28, 0.256666666667 ], "probability_of_default": 0.198345593947, "survival_probability": 0.801654406053, "odds_of_default": 0.247420325328, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.202943168711, "value_label": "20.294%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.294%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.6, -0.48, 0.24 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.368, "feature_contributions": [ 0.48, 0.288, 0.264 ], "probability_of_default": 0.202943168711, "survival_probability": 0.797056831289, "odds_of_default": 0.254615682025, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.207619713027, "value_label": "20.762%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 20.762%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.616666666667, -0.493333333333, 0.246666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.339333333334, "feature_contributions": [ 0.493333333333, 0.296, 0.271333333333 ], "probability_of_default": 0.207619713027, "survival_probability": 0.792380286973, "odds_of_default": 0.26202029056, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.212375308049, "value_label": "21.238%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.238%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.633333333333, -0.506666666667, 0.253333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.310666666666, "feature_contributions": [ 0.506666666667, 0.304, 0.278666666667 ], "probability_of_default": 0.212375308049, "survival_probability": 0.787624691951, "odds_of_default": 0.269640236294, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.217209971651, "value_label": "21.721%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.721%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.65, -0.52, 0.26 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.282, "feature_contributions": [ 0.52, 0.312, 0.286 ], "probability_of_default": 0.217209971651, "survival_probability": 0.782790028349, "odds_of_default": 0.277481781556, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.222123656264, "value_label": "22.212%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 22.212%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.666666666667, -0.533333333333, 0.266666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.253333333334, "feature_contributions": [ 0.533333333333, 0.32, 0.293333333333 ], "probability_of_default": 0.222123656264, "survival_probability": 0.777876343736, "odds_of_default": 0.285551370797, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.227116246767, "value_label": "22.712%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 22.712%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.683333333333, -0.546666666667, 0.273333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.224666666666, "feature_contributions": [ 0.546666666667, 0.328, 0.300666666667 ], "probability_of_default": 0.227116246767, "survival_probability": 0.772883753233, "odds_of_default": 0.293855635879, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.23218755844, "value_label": "23.219%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.219%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.7, -0.56, 0.28 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.196, "feature_contributions": [ 0.56, 0.336, 0.308 ], "probability_of_default": 0.23218755844, "survival_probability": 0.76781244156, "odds_of_default": 0.302401401529, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.237337334998, "value_label": "23.734%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 23.734%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.716666666667, -0.573333333333, 0.286666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.167333333334, "feature_contributions": [ 0.573333333333, 0.344, 0.315333333333 ], "probability_of_default": 0.237337334998, "survival_probability": 0.762662665002, "odds_of_default": 0.31119569095, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.242565246701, "value_label": "24.257%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 24.257%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.733333333333, -0.586666666667, 0.293333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.138666666666, "feature_contributions": [ 0.586666666667, 0.352, 0.322666666667 ], "probability_of_default": 0.242565246701, "survival_probability": 0.757434753299, "odds_of_default": 0.320245731589, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.24787088856, "value_label": "24.787%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 24.787%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.75, -0.6, 0.3 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.11, "feature_contributions": [ 0.6, 0.36, 0.33 ], "probability_of_default": 0.24787088856, "survival_probability": 0.75212911144, "odds_of_default": 0.329558961075, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.253253778645, "value_label": "25.325%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 25.325%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.766666666667, -0.613333333333, 0.306666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.081333333334, "feature_contributions": [ 0.613333333333, 0.368, 0.337333333333 ], "probability_of_default": 0.253253778645, "survival_probability": 0.746746221355, "odds_of_default": 0.339143033339, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.258713356501, "value_label": "25.871%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 25.871%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.783333333333, -0.626666666667, 0.313333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.052666666666, "feature_contributions": [ 0.626666666667, 0.376, 0.344666666667 ], "probability_of_default": 0.258713356501, "survival_probability": 0.741286643499, "odds_of_default": 0.349005824898, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.26424898169, "value_label": "26.425%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.425%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.8, -0.64, 0.32 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.024, "feature_contributions": [ 0.64, 0.384, 0.352 ], "probability_of_default": 0.26424898169, "survival_probability": 0.73575101831, "odds_of_default": 0.359155441329, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.269859932464, "value_label": "26.986%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.986%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.816666666667, -0.653333333333, 0.326666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.995333333334, "feature_contributions": [ 0.653333333333, 0.392, 0.359333333333 ], "probability_of_default": 0.269859932464, "survival_probability": 0.730140067536, "odds_of_default": 0.369600223934, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.275545404575, "value_label": "27.555%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 27.555%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.833333333333, -0.666666666667, 0.333333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.966666666666, "feature_contributions": [ 0.666666666667, 0.4, 0.366666666667 ], "probability_of_default": 0.275545404575, "survival_probability": 0.724454595425, "odds_of_default": 0.38034875659, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.281304510235, "value_label": "28.130%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.130%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.85, -0.68, 0.34 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.938, "feature_contributions": [ 0.68, 0.408, 0.374 ], "probability_of_default": 0.281304510235, "survival_probability": 0.718695489765, "odds_of_default": 0.391409872806, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.287136277237, "value_label": "28.714%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 28.714%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.866666666667, -0.693333333333, 0.346666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.909333333334, "feature_contributions": [ 0.693333333333, 0.416, 0.381333333333 ], "probability_of_default": 0.287136277237, "survival_probability": 0.712863722763, "odds_of_default": 0.402792662986, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.293039648245, "value_label": "29.304%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 29.304%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.883333333333, -0.706666666667, 0.353333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.880666666666, "feature_contributions": [ 0.706666666667, 0.424, 0.388666666667 ], "probability_of_default": 0.293039648245, "survival_probability": 0.706960351755, "odds_of_default": 0.414506481894, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.29901348025, "value_label": "29.901%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 29.901%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.9, -0.72, 0.36 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.852, "feature_contributions": [ 0.72, 0.432, 0.396 ], "probability_of_default": 0.29901348025, "survival_probability": 0.70098651975, "odds_of_default": 0.426560956345, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.305056544224, "value_label": "30.506%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 30.506%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.916666666667, -0.733333333333, 0.366666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.823333333334, "feature_contributions": [ 0.733333333333, 0.44, 0.403333333333 ], "probability_of_default": 0.305056544224, "survival_probability": 0.694943455776, "odds_of_default": 0.438965993117, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.311167524958, "value_label": "31.117%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 31.117%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.933333333333, -0.746666666667, 0.373333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.794666666666, "feature_contributions": [ 0.746666666667, 0.448, 0.410666666667 ], "probability_of_default": 0.311167524958, "survival_probability": 0.688832475042, "odds_of_default": 0.451731787092, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.317345021089, "value_label": "31.735%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 31.735%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.95, -0.76, 0.38 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.766, "feature_contributions": [ 0.76, 0.456, 0.418 ], "probability_of_default": 0.317345021089, "survival_probability": 0.682654978911, "odds_of_default": 0.464868829633, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.323587545353, "value_label": "32.359%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 32.359%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.966666666667, -0.773333333333, 0.386666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.737333333334, "feature_contributions": [ 0.773333333333, 0.464, 0.425333333333 ], "probability_of_default": 0.323587545353, "survival_probability": 0.676412454647, "odds_of_default": 0.478387917209, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.329893525027, "value_label": "32.989%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 32.989%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.983333333333, -0.786666666667, 0.393333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.708666666666, "feature_contributions": [ 0.786666666667, 0.472, 0.432666666667 ], "probability_of_default": 0.329893525027, "survival_probability": 0.670106474973, "odds_of_default": 0.492300160269, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.336261302596, "value_label": "33.626%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 33.626%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.0, -0.8, 0.4 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.68, "feature_contributions": [ 0.8, 0.48, 0.44 ], "probability_of_default": 0.336261302596, "survival_probability": 0.663738697404, "odds_of_default": 0.506616992366, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.342689136639, "value_label": "34.269%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 34.269%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.016666666667, -0.813333333333, 0.406666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.651333333334, "feature_contributions": [ 0.813333333333, 0.488, 0.447333333333 ], "probability_of_default": 0.342689136639, "survival_probability": 0.657310863361, "odds_of_default": 0.52135017956, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.349175202938, "value_label": "34.918%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 34.918%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.033333333333, -0.826666666667, 0.413333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.622666666666, "feature_contributions": [ 0.826666666667, 0.496, 0.454666666667 ], "probability_of_default": 0.349175202938, "survival_probability": 0.650824797062, "odds_of_default": 0.536511830087, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.3557175958, "value_label": "35.572%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 35.572%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.05, -0.84, 0.42 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.594, "feature_contributions": [ 0.84, 0.504, 0.462 ], "probability_of_default": 0.3557175958, "survival_probability": 0.6442824042, "odds_of_default": 0.552114404307, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.362314329625, "value_label": "36.231%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 36.231%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.066666666667, -0.853333333333, 0.426666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.565333333334, "feature_contributions": [ 0.853333333333, 0.512, 0.469333333333 ], "probability_of_default": 0.362314329625, "survival_probability": 0.637685670375, "odds_of_default": 0.568170724947, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.368963340683, "value_label": "36.896%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 36.896%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.083333333333, -0.866666666667, 0.433333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.536666666666, "feature_contributions": [ 0.866666666667, 0.52, 0.476666666667 ], "probability_of_default": 0.368963340683, "survival_probability": 0.631036659317, "odds_of_default": 0.584693987639, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.375662489122, "value_label": "37.566%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 37.566%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.1, -0.88, 0.44 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.508, "feature_contributions": [ 0.88, 0.528, 0.484 ], "probability_of_default": 0.375662489122, "survival_probability": 0.624337510878, "odds_of_default": 0.601697771762, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.382409561209, "value_label": "38.241%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 38.241%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.116666666667, -0.893333333333, 0.446666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.479333333334, "feature_contributions": [ 0.893333333333, 0.536, 0.491333333333 ], "probability_of_default": 0.382409561209, "survival_probability": 0.617590438791, "odds_of_default": 0.619196051605, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.389202271774, "value_label": "38.920%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 38.920%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.133333333333, -0.906666666667, 0.453333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.450666666666, "feature_contributions": [ 0.906666666667, 0.544, 0.498666666667 ], "probability_of_default": 0.389202271774, "survival_probability": 0.610797728226, "odds_of_default": 0.637203207851, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.396038266891, "value_label": "39.604%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 39.604%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.15, -0.92, 0.46 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.422, "feature_contributions": [ 0.92, 0.552, 0.506 ], "probability_of_default": 0.396038266891, "survival_probability": 0.603961733109, "odds_of_default": 0.655734039393, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.402915126758, "value_label": "40.292%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 40.292%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.166666666667, -0.933333333333, 0.466666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.393333333334, "feature_contributions": [ 0.933333333333, 0.56, 0.513333333333 ], "probability_of_default": 0.402915126758, "survival_probability": 0.597084873242, "odds_of_default": 0.674803775501, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.409830368792, "value_label": "40.983%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 40.983%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.183333333333, -0.946666666667, 0.473333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.364666666666, "feature_contributions": [ 0.946666666667, 0.568, 0.520666666667 ], "probability_of_default": 0.409830368792, "survival_probability": 0.590169631208, "odds_of_default": 0.694428088333, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.416781450916, "value_label": "41.678%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 41.678%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.2, -0.96, 0.48 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.336, "feature_contributions": [ 0.96, 0.576, 0.528 ], "probability_of_default": 0.416781450916, "survival_probability": 0.583218549084, "odds_of_default": 0.714623105816, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.423765775047, "value_label": "42.377%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 42.377%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.216666666667, -0.973333333333, 0.486666666667 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.307333333334, "feature_contributions": [ 0.973333333333, 0.584, 0.535333333333 ], "probability_of_default": 0.423765775047, "survival_probability": 0.576234224953, "odds_of_default": 0.735405424905, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.430780690757, "value_label": "43.078%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 43.078%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.233333333333, -0.986666666667, 0.493333333333 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.278666666666, "feature_contributions": [ 0.986666666667, 0.592, 0.542666666667 ], "probability_of_default": 0.430780690757, "survival_probability": 0.569219309243, "odds_of_default": 0.756792125218, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.437823499114, "value_label": "43.782%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 43.782%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 1.25, -1.0, 0.5 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.25, "feature_contributions": [ 1.0, 0.6, 0.55 ], "probability_of_default": 0.437823499114, "survival_probability": 0.562176500886, "odds_of_default": 0.778800783071, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } } ] }, { "name": "Failure/comparison", "description": "Synthetic failure/comparison sweep; only declared fields change while the topic contract remains fixed.", "canonical_step": 30, "summary": { "focus_step": 30, "focus_kind": "comparison", "canonical_output_match": false, "state_counts": { "below-alert": 22, "at-or-above-alert": 39 }, "value_min": 0.000792124138, "value_max": 0.999858065084, "segments": [ { "start_step": 0, "end_step": 21, "state": "below-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "0.079%", "end_value_label": "17.654%" }, { "start_step": 22, "end_step": 60, "state": "at-or-above-alert", "decision": "supplied-logit-score-transformed", "start_value_label": "21.869%", "end_value_label": "99.986%" } ] }, "states": [ { "step": 0, "value": 0.000792124138, "value_label": "0.079%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.079%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -8.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -7.14, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.000792124138, "survival_probability": 0.999207875862, "odds_of_default": 0.000792752096, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 1, "value": 0.001033951076, "value_label": "0.103%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.103%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -7.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -6.873333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.001033951076, "survival_probability": 0.998966048924, "odds_of_default": 0.001035021237, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 2, "value": 0.001349505455, "value_label": "0.135%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.135%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -7.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -6.606666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.001349505455, "survival_probability": 0.998650494545, "odds_of_default": 0.001351329081, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 3, "value": 0.001761194957, "value_label": "0.176%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.176%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -7.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -6.34, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.001761194957, "survival_probability": 0.998238805043, "odds_of_default": 0.001764302237, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 4, "value": 0.00229818829, "value_label": "0.230%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.230%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -6.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -6.073333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.00229818829, "survival_probability": 0.99770181171, "odds_of_default": 0.002303482125, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 5, "value": 0.002998420612, "value_label": "0.300%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.300%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -6.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -5.806666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.002998420612, "survival_probability": 0.997001579388, "odds_of_default": 0.003007438177, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 6, "value": 0.003911169526, "value_label": "0.391%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.391%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -6.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -5.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.003911169526, "survival_probability": 0.996088830474, "odds_of_default": 0.003926526838, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 7, "value": 0.005100346852, "value_label": "0.510%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.510%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -6.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -5.273333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.005100346852, "survival_probability": 0.994899653148, "odds_of_default": 0.005126493748, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 8, "value": 0.006648675989, "value_label": "0.665%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.665%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -5.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -5.006666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.006648675989, "survival_probability": 0.993351324011, "odds_of_default": 0.006693176752, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 9, "value": 0.008662943785, "value_label": "0.866%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 0.866%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -5.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -4.74, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.008662943785, "survival_probability": 0.991337056215, "odds_of_default": 0.008738646185, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 10, "value": 0.011280519707, "value_label": "1.128%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 1.128%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -5.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -4.473333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.011280519707, "survival_probability": 0.988719480293, "odds_of_default": 0.011409221657, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 11, "value": 0.014677306544, "value_label": "1.468%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 1.468%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -5.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -4.206666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.014677306544, "survival_probability": 0.985322693456, "odds_of_default": 0.014895938804, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 12, "value": 0.019077197315, "value_label": "1.908%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 1.908%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -4.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -3.94, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.019077197315, "survival_probability": 0.980922802685, "odds_of_default": 0.019448214745, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 13, "value": 0.024762917442, "value_label": "2.476%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 2.476%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -4.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -3.673333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.024762917442, "survival_probability": 0.975237082558, "odds_of_default": 0.025391689759, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 14, "value": 0.032087763303, "value_label": "3.209%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 3.209%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -4.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -3.406666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.032087763303, "survival_probability": 0.967912236697, "odds_of_default": 0.033151521477, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 15, "value": 0.041487119302, "value_label": "4.149%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 4.149%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -4.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -3.14, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.041487119302, "survival_probability": 0.958512880698, "odds_of_default": 0.043282797902, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 16, "value": 0.053487644895, "value_label": "5.349%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 5.349%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -3.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.873333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.053487644895, "survival_probability": 0.946512355105, "odds_of_default": 0.056510244802, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 17, "value": 0.068710595489, "value_label": "6.871%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 6.871%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -3.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.606666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.068710595489, "survival_probability": 0.931289404511, "odds_of_default": 0.073780067888, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 18, "value": 0.087863914829, "value_label": "8.786%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 8.786%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -3.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.34, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.087863914829, "survival_probability": 0.912136085171, "odds_of_default": 0.09632763823, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 19, "value": 0.111715825515, "value_label": "11.172%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 11.172%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -2.073333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.111715825515, "survival_probability": 0.888284174485, "odds_of_default": 0.125765862687, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 20, "value": 0.141041471996, "value_label": "14.104%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 14.104%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.806666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.141041471996, "survival_probability": 0.858958528004, "odds_of_default": 0.164200560793, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 21, "value": 0.176535274779, "value_label": "17.654%", "state": "below-alert", "diagnostic": "below-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 17.654%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.54, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.176535274779, "survival_probability": 0.823464725221, "odds_of_default": 0.214381101427, "alert_threshold": 0.2, "state": "below-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 22, "value": 0.218687174401, "value_label": "21.869%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 21.869%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -2.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.273333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.218687174401, "survival_probability": 0.781312825599, "odds_of_default": 0.279897074816, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 23, "value": 0.267632695944, "value_label": "26.763%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 26.763%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -1.006666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.267632695944, "survival_probability": 0.732367304056, "odds_of_default": 0.365435068526, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 24, "value": 0.323004143761, "value_label": "32.300%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 32.300%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.74, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.323004143761, "survival_probability": 0.676995856239, "odds_of_default": 0.477113915521, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 25, "value": 0.383827592368, "value_label": "38.383%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 38.383%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.473333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.383827592368, "survival_probability": 0.616172407632, "odds_of_default": 0.622922395769, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 26, "value": 0.448516446339, "value_label": "44.852%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 44.852%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -1.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": -0.206666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.448516446339, "survival_probability": 0.551483553661, "odds_of_default": 0.81329070171, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 27, "value": 0.514995501619, "value_label": "51.500%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 51.500%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.06, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.514995501619, "survival_probability": 0.485004498381, "odds_of_default": 1.061836546545, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 28, "value": 0.580948105149, "value_label": "58.095%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 58.095%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.326666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.580948105149, "survival_probability": 0.419051894851, "odds_of_default": 1.386339287058, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 29, "value": 0.644129601116, "value_label": "64.413%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 64.413%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": -0.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.593333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.644129601116, "survival_probability": 0.355870398884, "odds_of_default": 1.810011743418, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 30, "value": 0.702660654345, "value_label": "70.266%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 70.266%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 0.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 0.86, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.702660654345, "survival_probability": 0.297339345655, "odds_of_default": 2.363160693706, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 31, "value": 0.755223219757, "value_label": "75.522%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 75.522%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 0.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 1.126666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.755223219757, "survival_probability": 0.244776780243, "odds_of_default": 3.085354824124, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 32, "value": 0.801123857673, "value_label": "80.112%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 80.112%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 0.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 1.393333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.801123857673, "survival_probability": 0.198876142327, "odds_of_default": 4.028255216029, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 33, "value": 0.840238003056, "value_label": "84.024%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 84.024%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 0.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 1.66, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.840238003056, "survival_probability": 0.159761996944, "odds_of_default": 5.259310844447, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 34, "value": 0.872880011046, "value_label": "87.288%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 87.288%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 1.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 1.926666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.872880011046, "survival_probability": 0.127119988954, "odds_of_default": 6.866583440009, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 35, "value": 0.899649242529, "value_label": "89.965%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 89.965%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 1.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 2.193333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.899649242529, "survival_probability": 0.100350757471, "odds_of_default": 8.965046853686, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 36, "value": 0.921289662829, "value_label": "92.129%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 92.129%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 1.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 2.46, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.921289662829, "survival_probability": 0.078710337171, "odds_of_default": 11.704811539981, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 37, "value": 0.938581964997, "value_label": "93.858%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 93.858%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 1.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 2.726666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.938581964997, "survival_probability": 0.061418035003, "odds_of_default": 15.28186248465, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 38, "value": 0.952272038761, "value_label": "95.227%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 95.227%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 2.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 2.993333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.952272038761, "survival_probability": 0.047727961239, "odds_of_default": 19.952078698731, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 39, "value": 0.963030790703, "value_label": "96.303%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 96.303%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 2.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 3.26, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.963030790703, "survival_probability": 0.036969209297, "odds_of_default": 26.049537142518, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 40, "value": 0.971437067206, "value_label": "97.144%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 97.144%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 2.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 3.526666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.971437067206, "survival_probability": 0.028562932794, "odds_of_default": 34.010410423181, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 41, "value": 0.977975590139, "value_label": "97.798%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 97.798%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 2.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 3.793333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.977975590139, "survival_probability": 0.022024409861, "odds_of_default": 44.404167752528, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 42, "value": 0.98304346449, "value_label": "98.304%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 98.304%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 3.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 4.06, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.98304346449, "survival_probability": 0.01695653551, "odds_of_default": 57.97431107896, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 43, "value": 0.986960755592, "value_label": "98.696%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 98.696%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 3.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 4.326666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.986960755592, "survival_probability": 0.013039244408, "odds_of_default": 75.691560391617, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 44, "value": 0.989982297992, "value_label": "98.998%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 98.998%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 3.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 4.593333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.989982297992, "survival_probability": 0.010017702008, "odds_of_default": 98.823292728895, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 45, "value": 0.992309124118, "value_label": "99.231%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.231%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 4.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 4.86, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.992309124118, "survival_probability": 0.007690875882, "odds_of_default": 129.024202107379, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 46, "value": 0.99409871663, "value_label": "99.410%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.410%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 4.266666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 5.126666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.99409871663, "survival_probability": 0.00590128337, "odds_of_default": 168.454665593002, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 47, "value": 0.995473787672, "value_label": "99.547%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.547%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 4.533333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 5.393333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.995473787672, "survival_probability": 0.004526212328, "odds_of_default": 219.935282656549, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 48, "value": 0.996529568937, "value_label": "99.653%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.653%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 4.8, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 5.66, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.996529568937, "survival_probability": 0.003470431063, "odds_of_default": 287.148642556049, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 49, "value": 0.997339737492, "value_label": "99.734%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.734%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 5.066666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 5.926666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.997339737492, "survival_probability": 0.002660262508, "odds_of_default": 374.902752872748, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 50, "value": 0.997961159988, "value_label": "99.796%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.796%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 5.333333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 6.193333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.997961159988, "survival_probability": 0.002038840012, "odds_of_default": 489.474973171721, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 51, "value": 0.99843764905, "value_label": "99.844%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.844%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 5.6, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 6.46, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.99843764905, "survival_probability": 0.00156235095, "odds_of_default": 639.061056569548, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 52, "value": 0.998802913356, "value_label": "99.880%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.880%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 5.866666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 6.726666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.998802913356, "survival_probability": 0.001197086644, "odds_of_default": 834.361420722864, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 53, "value": 0.999082860429, "value_label": "99.908%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.908%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 6.133333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 6.993333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999082860429, "survival_probability": 0.000917139571, "odds_of_default": 1089.346586266241, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 54, "value": 0.999297385978, "value_label": "99.930%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.930%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 6.4, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 7.26, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999297385978, "survival_probability": 0.000702614022, "odds_of_default": 1422.256537200993, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 55, "value": 0.999461759489, "value_label": "99.946%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.946%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 6.666666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 7.526666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999461759489, "survival_probability": 0.000538240511, "odds_of_default": 1856.905490973714, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 56, "value": 0.999587694395, "value_label": "99.959%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.959%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 6.933333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 7.793333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999587694395, "survival_probability": 0.000412305605, "odds_of_default": 2424.385413049388, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 57, "value": 0.999684172973, "value_label": "99.968%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.968%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 7.2, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 8.06, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999684172973, "survival_probability": 0.000315827027, "odds_of_default": 3165.290134358074, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 58, "value": 0.999758081246, "value_label": "99.976%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.976%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 7.466666666667, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 8.326666666667, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999758081246, "survival_probability": 0.000241918754, "odds_of_default": 4132.619170504459, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 59, "value": 0.999814697078, "value_label": "99.981%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.981%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 7.733333333333, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 8.593333333333, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999814697078, "survival_probability": 0.000185302922, "odds_of_default": 5395.568963180242, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } }, { "step": 60, "value": 0.999858065084, "value_label": "99.986%", "state": "at-or-above-alert", "diagnostic": "at-or-above-alert: supplied-logit-score-transformed", "guidance": "Inspect the intermediate components before interpreting 99.986%; definition, horizon, clocks, and calibration remain part of the output.", "input": { "intercept": 8.0, "coefficients": [ 0.8, -0.6, 1.1 ], "features": [ 0.5, -0.4, 0.2 ], "alert_threshold": 0.2 }, "output": { "linear_score": 8.86, "feature_contributions": [ 0.4, 0.24, 0.22 ], "probability_of_default": 0.999858065084, "survival_probability": 0.000141934916, "odds_of_default": 7044.482744564091, "alert_threshold": 0.2, "state": "at-or-above-alert", "reason": "supplied-logit-score-transformed" } } ] } ]