NEWS
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.