pysiglib.sig_length#
- sig_length(dimension, degree)[source]#
Returns the length of a truncated signature,
\[\sum_{i=0}^N d^i = \frac{d^{N+1} - 1}{d - 1},\]where \(d\) is the dimension of the underlying path and \(N\) is the truncation level of the signature.
- Parameters:
dimension (int) – Dimension of the undelying path, \(d\)
degree (int) – Truncation level of the signature, \(N\)
- Returns:
Length of a truncated signature
- Return type:
int