# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "sochcontagion" in publications use:'
type: software
license: GPL-3.0-only
title: 'sochcontagion: Scale-Ordered Contagion: Spectral Theory and Tests of Heterogeneous
  Information Adaptation'
version: 0.1.0
abstract: 'A spectral theory of financial contagion under heterogeneous information
  adaptation, with the estimators and falsifiable tests it implies. Modelling both
  the source and the receiving market as exponential information filters yields a
  bi-exponential transmission response whose power spectrum is the product of two
  Lorentzians; the slower market supplies the binding spectral corner. Projected onto
  a maximal-overlap discrete wavelet basis (Percival and Walden, 2000, ISBN:9780521685085)
  this gives a closed-form transfer-entropy-by-scale profile and three predictions
  (Scale-Ordered Contagion): scale ordering by adaptation speed, shape symmetry across
  direction, and magnitude asymmetry. The package provides the closed-form spectrum
  and scale power, a profile-matching estimator that recovers adaptation rates and
  endogenises the fast/slow classification, the wavelet-quantile directional-gain
  measure built from the transfer-entropy estimator of Schreiber (2000) <https://doi.org/10.1103/PhysRevLett.85.461>
  with quantile conditioning (Koenker and Bassett, 1978) <https://doi.org/10.2307/1913643>
  and the quantile goodness-of-fit of Koenker and Machado (1999) <https://doi.org/10.1080/01621459.1999.10473882>,
  and the three tests with phase-randomised surrogate (Theiler, Eubank, Longtin, Galdrikian
  and Farmer, 1992) <https://doi.org/10.1016/0167-2789(92)90102-S> and stationary
  block-bootstrap (Politis and Romano, 1994) <https://doi.org/10.1080/01621459.1994.10476870>
  nulls. Bundled G20 equity returns and replication scripts reproduce the headline
  results; the package is general-purpose and accommodates user-supplied returns.'
authors:
- family-names: Bhandari
  given-names: Avishek
  email: avishekb@iitbbs.ac.in
- family-names: Parida
  given-names: Ipsita
  email: a23hs09014@iitbbs.ac.in
preferred-citation:
  type: manual
  title: 'sochcontagion: Scale-Ordered Contagion: Spectral Theory and Tests of Heterogeneous
    Information Adaptation'
  authors:
  - family-names: Bhandari
    given-names: Avishek
    email: avishekb@iitbbs.ac.in
  - family-names: Parida
    given-names: Ipsita
    email: a23hs09014@iitbbs.ac.in
  year: '2026'
  notes: R package version 0.1.0
  url: https://github.com/avishekb9/sochcontagion
repository: https://avishekb9.r-universe.dev
repository-code: https://github.com/avishekb9/sochcontagion
commit: 17bda217680236b1bbe512ae047d28f83132da24
url: https://github.com/avishekb9/sochcontagion
date-released: '2026-06-02'
contact:
- family-names: Bhandari
  given-names: Avishek
  email: avishekb@iitbbs.ac.in
references:
- type: generic
  title: 'Scale-Ordered Contagion: A Spectral Theory of Heterogeneous Information
    Adaptation in Financial Networks'
  authors:
  - family-names: Bhandari
    given-names: Avishek
  - family-names: Parida
    given-names: Ipsita
  year: '2026'
  notes: Working paper, Indian Institute of Technology Bhubaneswar