{ "_id": "6a47969a2f27a93436c0ece8", "Package": "sochcontagion", "Type": "Package", "Title": "Scale-Ordered Contagion: Spectral Theory and Tests of\nHeterogeneous Information Adaptation", "Version": "0.1.0", "Date": "2026-06-02", "Authors@R": "c(\nperson(given = \"Avishek\", family = \"Bhandari\", role = c(\"aut\",\"cre\"),\nemail = \"avishekb@iitbbs.ac.in\",\ncomment = \"Indian Institute of Technology Bhubaneswar\"),\nperson(given = \"Ipsita\", family = \"Parida\", role = \"aut\",\nemail = \"a23hs09014@iitbbs.ac.in\",\ncomment = \"Indian Institute of Technology Bhubaneswar\"))", "Description": "A spectral theory of financial contagion under\nheterogeneous information adaptation, with the estimators and\nfalsifiable tests it implies. Modelling both the source and the\nreceiving market as exponential information filters yields a\nbi-exponential transmission response whose power spectrum is\nthe product of two Lorentzians; the slower market supplies the\nbinding spectral corner. Projected onto a maximal-overlap\ndiscrete wavelet basis (Percival and Walden, 2000,\nISBN:9780521685085) this gives a closed-form\ntransfer-entropy-by-scale profile and three predictions\n(Scale-Ordered Contagion): scale ordering by adaptation speed,\nshape symmetry across direction, and magnitude asymmetry. The\npackage provides the closed-form spectrum and scale power, a\nprofile-matching estimator that recovers adaptation rates and\nendogenises the fast/slow classification, the wavelet-quantile\ndirectional-gain measure built from the transfer-entropy\nestimator of Schreiber (2000) \nwith quantile conditioning (Koenker and Bassett, 1978)\n and the quantile goodness-of-fit of\nKoenker and Machado (1999)\n, and the three tests with\nphase-randomised surrogate (Theiler, Eubank, Longtin,\nGaldrikian and Farmer, 1992) \nand stationary block-bootstrap (Politis and Romano, 1994)\n nulls. Bundled G20 equity\nreturns and replication scripts reproduce the headline results;\nthe package is general-purpose and accommodates user-supplied\nreturns.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "VignetteBuilder": "knitr", "RoxygenNote": "7.3.3", "URL": "https://github.com/avishekb9/sochcontagion", "BugReports": "https://github.com/avishekb9/sochcontagion/issues", "Config/testthat/edition": "3", "Repository": "https://avishekb9.r-universe.dev", "Date/Publication": "2026-06-03 02:27:43 UTC", "RemoteUrl": "https://github.com/avishekb9/sochcontagion", "RemoteRef": "HEAD", "RemoteSha": "17bda217680236b1bbe512ae047d28f83132da24", "NeedsCompilation": "no", "Packaged": { "Date": "2026-07-03 06:49:27 UTC", "User": "root" }, "Author": "Avishek Bhandari [aut, cre] (Indian Institute of Technology\nBhubaneswar),\nIpsita Parida [aut] (Indian Institute of Technology Bhubaneswar)", "Maintainer": "Avishek Bhandari ", "_user": "avishekb9", "_type": "src", "_file": "sochcontagion_0.1.0.tar.gz", "_fileid": "https://r2.ropensci.org/9410f456a93b822436ea1b35d47d5cd23c8090fe62fb6b46701528c1ef83591c", "_filesize": 2134578, "_sha256": "9410f456a93b822436ea1b35d47d5cd23c8090fe62fb6b46701528c1ef83591c", "_expires": "2026-10-11T11:01:45.000Z", "_created": "2026-07-03T06:49:27.000Z", "_published": "2026-07-03T11:01:46.154Z", "_jobs": [ { "job": 84986043103, "time": 132, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "8059736695" }, { "job": 84986042884, "time": 133, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "8059736974" }, { "job": 84986042961, "time": 99, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "8059727039" }, { "job": 84986042947, "time": 81, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "8059721779" }, { "job": 84986042601, "time": 180, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "8059697777" }, { "job": 84986042999, "time": 106, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "8059729123" }, { "job": 84986042936, "time": 82, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "8059722055" }, { "job": 84986043003, "time": 88, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "8059724502" }, { "job": 84986043033, "time": 80, "config": "windows-release", "r": "4.6.1", "check": "OK", "artifact": "8059721273" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/avishekb9/actions/runs/28643575818", "_status": "success", "_upstream": "https://github.com/avishekb9/sochcontagion", "_commit": { "id": "17bda217680236b1bbe512ae047d28f83132da24", "author": "Avishek Bhandari ", "committer": "Avishek Bhandari ", "message": "Add GPL-3 LICENSE.md for GitHub license detection\n\nFull canonical GPL-3 text. Already listed in .Rbuildignore, so the\nCRAN source tarball is unchanged.\n", "time": 1780453663 }, "_maintainer": { "name": "Avishek Bhandari", "email": "avishekb@iitbbs.ac.in", "login": "avishekb9", "description": "", "uuid": 123537056 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "waveslim", "role": "Imports" }, { "package": "quantreg", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "readxl", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "avishekb9", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-23", "n": 2 } ], 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