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Up-down signatures

This repository contains a library for computing up-down signatures probabilities. Included is also a command line tool called sigscore which interfaces with the library.

Up-down signatures are described in:

  • Fink, Willbrand, Brown. 1-D random landscapes and non-random data series, EPL 79, 2007

The algorithms in this library are a generalization of those described above in that they can handle the case where each bin of the categorical variable can hold more than one value.

The command line tool

The tool reads lines of space or comma separated numbers from stdin. The first line represents the categorical variable which is intepreted as a list of integers. Subsequent lines are intepreted as lists of doubles. Each line must have the same number of entries as the first line (missing entries should be input as NA). The up-down signature (cumulative) probability is calculated for each line and printed on stdout.

Installation

Alternatively, clone this repository and build it with cabal:

$ git clone https://github.com/b4winckler/sigscore.git
$ cd sigscore
$ cabal install

Note that this requires that you have installed a Haskell compiler and cabal, both of which are included in the Haskell platform.