Metadata-Version: 1.1
Name: iisignature
Version: 0.24
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 <https://github.com/bottler/phd-docs/blob/master/iisignature.pdf> for documentation, the page
        <https://github.com/bottler/phd-docs> for 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
        
        Don't install this package if you don't have numpy > 1.7 installed. 
        On Windows, this package is not usable with Python 2.x. 
        For Python 3.5, 3.6, 3.7 and 3.8 on Windows, there are precompiled wheels available, you may need to do ``pip install wheel`` to use them.
        On other platforms, you will need to be able to compile C++ extensions. 
        On a Mac, you will need to have installed Xcode and the Xcode command line tools before doing the installation.
        The fastest, on-the-fly compiled versions of the log signature calculations are for Windows, Mac and Linux, on both 32 and 64 bit.
        
        Sometimes there are compile errors on a Mac, if this happens try::
        
            MACOSX_DEPLOYMENT_TARGET=10.9 pip install iisignature
        
        Use without installing a released version
        -----------------------------------------
        
        To install the current "master" development version straight from github you can type::
        
            pip install git+git://github.com/bottler/iisignature
        
        From a checkout of this repository, you can build the extension and run the tests using::
        
            python setup.py test
        
        From a checkout of this repository, you can build the extension into this directory itself using::
        
            python setup.py build_ext --inplace
        
        after which you can use the package in Python in this directory, use the examples in the ``examples`` directory, or add this directory to your PYTHONPATH and then use the package in Python anywhere.
        
        
        Authors
        -------
        
        * 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 :: 4 - Beta
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
