This package provides "rough path" tools for analysing vector time series.

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  • License: GPLv3
  • Author: Terry Lyons
  • Tags data, streams, rough, paths, signatures
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The package esig provides a toolset (previously called sigtools) for transforming vector time series in stream space to signatures in effect space. The software is strictly for evaluation only; all other rights reserved.

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0.9.8.3

0.9.8.2

0.9.8.1

0.9.8

0.9.7

0.9.6

0.9.5

0.9.4

0.9.1

0.9.0

0.8.2

0.8.1

0.8.0

0.7.4

0.7.3

0.7.1

This version

0.6.31

0.6.22

0.6.13

0.6.12

0.6.11

0.6.10

0.6.9

0.6.8

0.6.7

0.6.6

0.0.0

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