pathsig.projections#

pathsig.projections is a namespace for constructing projection objects. A projection restricts which signature coordinates are computed and returned.

Conventions#

  • For a path in \(\mathbb{R}^d\), valid letters are integers in {0, 1, ..., d-1}.

  • A word is a finite sequence of letters, e.g. (0,), (2, 1), (3, 3, 0).

  • Projections use level-major ordering, with lexicographic ordering within each level. The only exception is explicit word projections, where non-full levels follow the word order provided.

Projections#