Contagion · Information Flow (async) · async / long-running
ksg_te
KSG Transfer Entropy (async; full-panel directed flow). Exact Kraskov-Stoegbauer-Grassberger nearest-neighbour conditional-MI transfer entropy (Frenzel-Pompe CMI, max-norm) for directed information flow across markets, with IAAFT source surrogates for significance. Heavy (k-d-tree CMI × surrogates) — runs ONLY as a background job via /api/jobs/submit; discoverable here but rejected by the sync /api/compute/run endpoint.
Identity
version 1.0.0 · capability contagion · min_obs 500 · runner r (ksg_te.R)
Primitives
P3P4
Composes with
not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.
Parameters
| name | type | req | values / range |
|---|
| series | series (n=2–18) | optional | |
| k | int | optional | |
| lag | int | optional | |
| n_surrogates | int | optional | |
Returns
edges,top,n_significant,provenance
Paper
none — honest: a substrate method; no single companion paper claims it.
Changelog
[object Object]
Run it
curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
-H "Content-Type: application/json" \
-d '{"method":"ksg_te","params":{"series":["India","USA"]}}'