NEWS

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sochcontagion 0.1.0

• First release. Implements the Scale-Ordered Contagion (SOCH) framework:
  • closed-form transmission spectrum and wavelet scale power (soch_spectrum(), soch_scale_power(), soch_bands(), soch_peak_frequency(), soch_peak_scale());
  • wavelet-quantile directional-gain measure (modwt_detail(), wq_gain(), wqte_profile());
  • profile-matching estimator and endogenous classification (soch_fit_pair(), soch_fit_market(), soch_classify());
  • the three falsifiable tests (soch_test_ordering(), soch_test_symmetry(), soch_test_magnitude()) with phase-randomised surrogate and stationary block-bootstrap nulls;
  • one-call pipeline (soch_pipeline(), soch_profiles()) and plots (plot_scale_profiles(), plot_soch_symmetry(), plot_market_rates());
  • bundled g20_returns and market_groups.