search

bottler / iisignature

Iterated integral signature calculations
MIT License
94 stars 18 forks source link

Negative siglength #26

Closed baondq closed 1 month ago

baondq commented 1 month ago

I tried this function and got negative value of siglength:

print(iisignature.siglength(9500,2)

The result is -170383

iisignature version: 0.24 numpy version: 1.26.4 python version: 3.10.14 OS: Windows 11

Why is the result negative?

bottler commented 1 month ago

Thanks for the bug report. The calculation was overflowing internally and should now be fixed if you install from master.

iisignature.siglength(9,9) is also now working.