Metadata-Version: 1.1
Name: iisignature
Version: 0.16
Summary: Iterated integral signature calculations
Home-page: https://github.com/bottler/iisignature
Author: Jeremy Reizenstein
Author-email: j.f.reizenstein@warwick.ac.uk
License: MIT
Description: The iisignature package
        =======================
        
        This package provides tools for calculating the signature and log signature of a data stream. These are summary statistics of piecewise linear paths, consisting of iterated integrals, inspired by rough path theory. See <http://www2.warwick.ac.uk/jreizenstein> for documentation and more information about the calculations, and <https://github.com/bottler/iisignature> for source code.
        
        It is work in progress.
        
        Python
        ------
        
        Install with::
        
            pip install iisignature
        
        For the moment, don't install this package if you don't have numpy > 1.7 installed, or if you can't compile C++ extensions. The on-the-fly compiled versions of the log signature calculations are for Windows (32 and 64 bit) and 64 bit linux.
        
        Authors
        -------
        
        * Dr Benjamin Graham
        * Jeremy Reizenstein
        
        Thanks
        ------
        
        This package includes BCH coefficients from Fernando Casas and Ander Murua.
        <http://arxiv.org/abs/0810.2656>
        
Keywords: signature,logsignature
Platform: UNKNOWN
Classifier: Development Status :: 1 - Planning
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 3
