contagion

Tail Dependence

Return the calibrated lower-tail-dependence λ_L matrix for peg_type.

The first parametric layer over the empirical co-stress counts: per pair, λ_L = n_joint_tail / min(n_a_tail, n_b_tail) with a Wilson finite-sample band. Reads the latest run's frozen tail_dependence rows (written by the slow-cycle calibration pass), tier1_estimable pairs first then by λ_L desc, wrapped in the same provenance envelope as /pairwise (calibration_window / qualified_entity_count / formula_version from the latest calibration run) plus the §6 λ_L disclaimer. Pairs below the #355 support floor carry support_tier='tier2_flagged' with a wide band — reported, never presented as trustworthy. Pre-calibration (no run / no rows) returns an empty set with a null envelope.

get/api/contagion/tail-dependence

Request

  • Base URL: https://basisprotocol.xyz (the document declares no server; this is the origin it was published from)
  • URL: https://basisprotocol.xyz/api/contagion/tail-dependence
  • Auth: none declared

Query parameters

peg_typestring

Response

Successful Response

object required

Changes

No recorded changes to this operation across all 1 revision of this API.