Contagion · Tail Dependence

wqte

Wavelet-Quantile Spillover (WQTE). Directional wavelet-quantile dependence X→Y at a tail quantile, per scale. contagion-channels / WaveQTE primitive.

Identity

version 1.0.0 · capability contagion · min_obs 256 · runner r (wqte.R)

Primitives

P2P3

Composes with

not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.

Parameters

nametypereqvalues / range
seriesseries (n=2)required
taunumoptional
levelsintoptional

Returns

method,dataset,from,to,tau,wavelet,levels,n,per_scale,aggregate_qte,interpretation,note

Paper

arXiv:2606.04113

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":"wqte","params":{"series":["India","USA"]}}'
▶ open in the Workbench with wqte preselected
Generated from GET /api/compute/catalog by scripts/gen-man.mjs — the catalog is the truth; no hand-written method docs. · Econstellar · SHSSM, IIT Bhubaneswar.