diehlj / signature-invariants

Methods to calculate invariants of the iterated-integrals signature.

signature-invariants

A collection of functions that calculate the invariants of Diehl/Reizenstein - Invariants of multidimensional signals based on their signature, 2018.

For example usage, see the worksheets folder.

Running the code

Installation is simple if you have leiningen; this tool will arrange to retrieve everything else you need. On Mac OS, for example,

$ brew install leiningen

ought to get you started. Clone the repo. In the repo folder, lein repl will start a REPL, where you can run the examples from above.

To run the test suite:

$ lein test

Copyright © 2018 Joscha Diehl

Distributed under the Eclipse Public License, the same as Clojure.