v0.1.3 — first CRAN release

contagionchannels is now on CRAN.

• CRAN page: https://cran.r-project.org/package=contagionchannels
• Published: 2026-05-08
• Install: install.packages("contagionchannels")
• CRAN DOI: 10.32614/CRAN.package.contagionchannels
• Methodology preprint: arXiv:2604.26546

This release reflects the version that passed CRAN review after three
incoming-feedback rounds:

1. 0.1.0 → 0.1.1 (Uwe Ligges) — License: GPL-3 + file LICENSE
   reduced to License: GPL-3; the auxiliary LICENSE file (an
   MIT-style template that R generates by default) was removed.
2. 0.1.1 → 0.1.2 (auto-check) — arXiv preprint reference in
   DESCRIPTION switched from the <arXiv:YYMM.NNNNN> shorthand to
   the canonical arXiv-DOI form <doi:10.48550/arXiv.YYMM.NNNNN>.
3. 0.1.2 → 0.1.3 (Benjamin Altmann) — the base-graphics fallback
   in plot_qte_intensity() now saves and restores graphics::par()
   via the canonical oldpar <- par(no.readonly = TRUE); on.exit(par(oldpar)) idiom placed immediately at branch entry,
   so the user's graphical parameters survive both normal exit and
   errors.

What the package contains:

• Stage 1 — Wavelet-Quantile Transfer Entropy on MODWT-LA8
  details with quantile-regression conditioning (Schreiber 2000;
  Han, Linton, Oka & Whang 2016).
• Stage 2 — five-channel structural attribution (Trade, Financial,
  Geopolitical, Behavioural, Monetary Policy) via IV/2SLS,
  Belloni-Chernozhukov-Hansen LASSO IV, Jordà local projections,
  Rigobon heteroskedasticity ID, and Cinelli-Hazlett robustness
  values.
• Bundled data — daily log-returns for 18 G20 equity markets
  (5,036 days), 14 channel-proxy series, 8 crisis sub-period
  definitions.
• Three vignettes — replication, methodology, custom_data.
• Replication scripts in inst/scripts/ reproduce every numeric
  result and figure in the paper.