Introduction

This is the documentation for the Signatory package, which provides facilities for calculating the signature and logsignature transforms of streams of data.

If you want to get started on using the signature transform in your code then check out Simple example for a simple demonstration.

If you want to know more about the mathematics of the signature transform and how to use it then see What is the signature transform? for a very brief introduction. Further links to papers discussing the subject in more detail can also be found there.

If you have any comments or queries about signatures or about this package (for example, bug reports or feature requests) then open an issue on GitHub.