# Copyright 2025 Daniil Shmelev
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# =========================================================================
from .load_siglib import CPSIG
from .param_checks import check_type, check_non_neg, check_pos
[docs]
def sig_length(
dimension : int,
degree : int,
time_aug : bool = False,
lead_lag : bool = False
) -> int:
"""
Returns the length of a truncated signature,
.. math::
\\sum_{i=0}^N d^i = \\frac{d^{N+1} - 1}{d - 1},
where :math:`d` is the dimension of the underlying path and :math:`N`
is the truncation level of the signature.
:param dimension: Dimension of the underlying path, :math:`d`
:type dimension: int
:param degree: Truncation level of the signature, :math:`N`
:type degree: int
:param time_aug: Whether time augmentation is applied before computing
the signature. This flag is provided for convenience, and is equivalent
to calling ``sig_length(dimension + 1, degree)``.
:type time_aug: bool
:param lead_lag: Whether the lead lag transformation is applied before computing
the signature. This flag is provided for convenience, and is equivalent
to calling ``sig_length(2 * dimension, degree)``.
:type lead_lag: bool
:return: Length of a truncated signature
:rtype: int
"""
check_type(dimension, "dimension", int)
check_type(degree, "degree", int)
check_non_neg(dimension, "dimension")
check_non_neg(degree, "degree")
check_type(time_aug, "time_aug", bool)
check_type(lead_lag, "lead_lag", bool)
aug_dimension = (2 * dimension if lead_lag else dimension) + (1 if time_aug else 0)
out = CPSIG.sig_length(aug_dimension, degree)
if out == 0:
raise ValueError("Integer overflow encountered in sig_length")
return out
[docs]
def log_sig_length(
dimension : int,
degree : int,
time_aug: bool = False,
lead_lag: bool = False
) -> int:
"""
Returns the length of a truncated log signature,
.. math::
\\sum_{i=0}^N \\frac{1}{i} \\sum_{x | i} \\mu\\left(\\frac{i}{x}\\right) d^x,
where :math:`d` is the dimension of the underlying path, :math:`N`
is the truncation level of the log signature and :math:`\\mu` is
the Möbius function.
:param dimension: Dimension of the underlying path, :math:`d`
:type dimension: int
:param degree: Truncation level of the log signature, :math:`N`
:type degree: int
:param time_aug: Whether time augmentation is applied before computing
the signature. This flag is provided for convenience, and is equivalent
to calling ``sig_length(dimension + 1, degree)``.
:type time_aug: bool
:param lead_lag: Whether the lead lag transformation is applied before computing
the signature. This flag is provided for convenience, and is equivalent
to calling ``sig_length(2 * dimension, degree)``.
:type lead_lag: bool
:return: Length of a truncated log signature
:rtype: int
"""
check_type(dimension, "dimension", int)
check_type(degree, "degree", int)
check_pos(dimension, "dimension")
check_pos(degree, "degree")
check_type(time_aug, "time_aug", bool)
check_type(lead_lag, "lead_lag", bool)
aug_dimension = (2 * dimension if lead_lag else dimension) + (1 if time_aug else 0)
out = CPSIG.log_sig_length(aug_dimension, degree)
if out == 0:
raise ValueError("Integer overflow encountered in sig_length")
return out
