cpSIG

Brief documentation for the cpSIG C++ library. We omit details of the mathematical operations, for which we refer the user to the corresponding python documentation.

• sig_length

• transform_path
• batch_transform_path
• transform_path_backprop
• batch_transform_path_backprop

• sig_combine
• batch_sig_combine
• sig_combine_backprop
• batch_sig_combine_backprop

• signature
• batch_signature
• sig_backprop
• batch_sig_backprop

• sig_kernel
• batch_sig_kernel
• sig_kernel_backprop
• batch_sig_kernel_backprop