ksg_robustness

KSG Transfer Entropy — k/lag Robustness (async diagnostic). Sensitivity sweep of the KSG transfer-entropy result over a grid of the neighbour count k and history length lag. Reuses the SAME validated KSG/Frenzel-Pompe point estimator as ksg_te (no surrogates → fast per grid point) and reports how stable the directed-TE magnitudes and rankings are: Spearman rank correlation of the full directed-TE vector vs the (k=4,lag=1) baseline, top-10 directed-edge Jaccard overlap, and the rank of the baseline's #1 edge at every grid point. Checks TE magnitude/ranking stability across (k,lag), NOT significance-count stability (which would need surrogates at each grid point). Heavy on the full 18-market grid (k×lag × all directed pairs) — runs ONLY as a background job via /api/jobs/submit; discoverable here but rejected by the sync /api/compute/run endpoint. BADGE MODE (Phase 31, opt-in via param target=[from,to]): adds the WINDOW and ALPHA axes with IAAFT surrogates at each grid point to grade ONE directed edge's significance-robustness, returning pass_rate + a robust|conditional|fragile|untested badge (the significance-count stability this base sweep omits); written to robustness.badges by the orchestrator.

method,dataset,k_grid,lag_grid,n_series,n_obs,n_pairs,baseline,grid,stability,runtime_s,interpretation

curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
  -H "Content-Type: application/json" \
  -d '{"method":"ksg_robustness","params":{"series":["India","USA"]}}'