pysiglib.sig_length

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 underlying path, \(d\)

  • degree (int) – Truncation level of the signature, \(N\)

Returns:

Length of a truncated signature

Return type:

int


Citation#

If you found this library useful in your research, please consider citing the paper:

@article{shmelev2025pysiglib,
  title={pySigLib-Fast Signature-Based Computations on CPU and GPU},
  author={Shmelev, Daniil and Salvi, Cristopher},
  journal={arXiv preprint arXiv:2509.10613},
  year={2025}
}
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