Metadata-Version: 2.1
Name: signature-invariants-py
Version: 0.1.1
Summary: Implements certain invariants for the iterated-integrals signature.
Home-page: https://github.com/diehlj/signature-invariants-py
Author: Joscha Diehl
Author-email: UNKNOWN
License: Eclipse Public License
Platform: UNKNOWN
Requires-Dist: numpy
Requires-Dist: scipy
Requires-Dist: sympy
Requires-Dist: linear-combination-py

signature-invariants
--------------------


Implements the invariants of the paper `Diehl / Reizenstein - Invariants of multidimensional time series based on their iterated-integral signature <https://arxiv.org/abs/1801.06104>`_.


Installation
------------

Install with::

    pip install signature-invariants-py

or::
    pip install git+git://github.com/diehlj/signature-invariants-py


Copyright © 2018 Joscha Diehl

Distributed under the `Eclipse Public License <https://opensource.org/licenses/eclipse-1.0.php>`_.


