contagionchannels 0.1.3
(2026-04-30)
- Address CRAN reviewer feedback (Benjamin Altmann): the
plot_qte_intensity() base-graphics fallback path mutated
graphics::par(mfrow = ...) and reset it manually at the
end. Replaced with the canonical
oldpar <- par(no.readonly = TRUE); on.exit(par(oldpar))
idiom so the user’s graphical parameters are restored even if the
function exits via an error.
contagionchannels 0.1.2
(2026-04-30)
- Address CRAN auto-check feedback on 0.1.1: arXiv preprint references
in
DESCRIPTION must use the arXiv DOI form
<doi:10.48550/arXiv.YYMM.NNNNN>. Updated the
Bhandari, Parida & Sahu
- reference accordingly. The CITATION entry now also exposes the arXiv
DOI explicitly.
contagionchannels 0.1.1
(2026-04-30)
- Address CRAN reviewer feedback: drop the
+ file LICENSE
qualifier from License: (kept as plain GPL-3)
and remove the LICENSE file, per Uwe Ligges – the auxiliary LICENSE file
is reserved for cases where the base licence permits additional
restrictions.
- Add the methodology preprint Bhandari, Parida & Sahu (2026),
arXiv:2604.26546, to DESCRIPTION, CITATION, and README.
contagionchannels 0.1.0
(2026-04-29)
- First release.
- Implements the two-stage Wavelet-Quantile Transfer Entropy detection
+ multi-method structural channel attribution framework for cross-border
financial contagion.
- Five identification strategies in the attribution layer: IV/2SLS,
LASSO IV, local projections, heteroskedasticity-based identification,
and Cinelli-Hazlett robustness-value sensitivity bounds.
- Bundled datasets:
g20_returns (18 markets, 5,036 days),
channel_proxies (14 raw proxies),
crisis_periods (8 sub-periods).
- Three vignettes:
replication, methodology,
custom_data.
- Replication scripts in
inst/scripts/.