Contagion · Information Flow (async) · async / long-running
regime_conditioned_te
Regime-Conditioned Contagion Network — wavelet-scale directed TE (MST-contagion). Directed, scale-resolved transfer-entropy network of Parida, Bhandari & Sahu (2026), run via the PUBLISHED `mstcontagion` package (github.com/avishekb9/mstcontagion, GPL-3) — the paper's own method, not a reimplementation. Maximal-overlap wavelet detail coefficients (one of four scales, D1≈2-4d .. D4≈16-32d) feed the SAME validated KSG/Frenzel-Pompe transfer-entropy estimator as ksg_te (shared verbatim from _ksg_core.R), pooled within a crisis or tranquil regime's contiguous episodes — the paper's own endogenous 2-state Markov-switching regime dates on a rolling-volatility stress factor, bundled with the package — and tested against IAAFT source surrogates under node-level Benjamini-Hochberg FDR control. Runs on the `crisis_regime_panel` dataset (26 global equity/FX/commodity markets, 2007-2025). Heavy (wavelet decomposition x k-d-tree CMI x surrogates across up to 650 directed pairs) — 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 (regime_conditioned_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=2–26) | optional | |
| regime | enum | optional | crisis | tranquil |
| scale | enum | optional | D1 | D2 | D3 | D4 |
| k | int | optional | |
| lag | int | optional | |
| n_surrogates | int | optional | |
| nmax | int | optional | |
Returns
method,dataset,regime,scale,k,lag,n_surrogates,n_series,n_regime_days,n_episodes,n_pairs,n_significant_edges,assets,edges,top_edges,nodes,top_net_senders,runtime_s,paper,interpretation
Paper
mst-contagion
Changelog
[object Object]
Run it
curl -s -X POST https://sys128-tower-1.tailac24de.ts.net/api/compute/run \
-H "Content-Type: application/json" \
-d '{"method":"regime_conditioned_te","params":{"series":["India","USA"]}}'