Struct SignatureExtractor 

pub struct SignatureExtractor { /* private fields */ }

Incremental truncated signature extractor.

Maintains the running signature of a d-dimensional discrete path, updated incrementally via Chen’s identity.

Implementations

impl SignatureExtractor

pub fn new(dim: usize, max_depth: usize) -> Self

Create a new extractor for dim-dimensional paths at truncation max_depth.

pub fn dim(&self) -> usize

Number of dimensions.

pub fn max_depth(&self) -> usize

Maximum signature depth.

pub fn count(&self) -> usize

Number of observations processed.

pub fn num_terms(&self) -> usize

Total number of signature terms.

pub fn observe(&mut self, point: &[f64])

Observe a new point on the path.

point must have length dim. Panics if the length is wrong. The first observation establishes the baseline; increments start from the second observation onward.

pub fn signature(&self) -> &[f64]

Get the current signature as a slice.

pub fn signature_at_depth(&self, depth: usize) -> Option<&[f64]>

Get signature terms at a specific depth (1-indexed).

Returns None if depth is 0 or exceeds max_depth.

pub fn norm(&self) -> f64

L2 norm of the signature vector.

pub fn reset(&mut self)

Reset the extractor to its initial state.

Trait Implementations

impl Clone for SignatureExtractor

fn clone(&self) -> SignatureExtractor

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SignatureExtractor

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.