unittests.lisp

   1 ;;; -*- mode: lisp -*-
   2 ;;; Copyright (c) 2007, by A.J. Rossini <blindglobe@gmail.com>
   3 ;;; See COPYRIGHT file for any additional restrictions (BSD license).
   4 ;;; Since 1991, ANSI was finally finished.  Edited for ANSI Common Lisp.
   5
   6 ;;; This is semi-external to lispstat core packages.  The dependency
   7 ;;; should be that lispstat packages are dependencies for the unit
   8 ;;; tests.  However, where they will end up is still to be
   9 ;;; determined.
  10
  11 (in-package :cl-user)
  12
  13 (defpackage :lisp-stat-unittests
  14   (:use :common-lisp :lift :lisp-stat)
  15   (:shadowing-import-from :lisp-stat
  16         slot-value call-method call-next-method ;; objects
  17         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
  18         asin acos atan sinh cosh tanh asinh acosh atanh float random
  19         truncate floor ceiling round minusp zerop plusp evenp oddp
  20         < <= = /= >= > complex conjugate realpart imagpart phase
  21         min max logand logior logxor lognot ffloor fceiling
  22         ftruncate fround signum cis)
  23   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard))
  24
  25 (in-package :lisp-stat-unittests)
  26
  27 ;;; TESTS
  28
  29 ;;; Need a waz to minimize the possibilities
  30
  31 (defun run-lisp-stat-tests ()
  32   (run-tests :suite 'lisp-stat))
  33
  34 (defun run-lisp-stat-test (&rest x)
  35   (run-test x))
  36
  37
  38
  39 (deftestsuite lisp-stat () ())
  40 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  41 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  42 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  43
  44 ;; ;;; and add a test to it
  45 ;; (addtest (lisp-stat)
  46 ;;   (ensure-same (+ 1 1) 2))
  47 ;; ;; => #<Test passed>
  48
  49 ;; ;;; add another test using ensure-error
  50 ;; (addtest (lisp-stat-lin-alg)
  51 ;;   (ensure-error (let ((x 0)) (/ x))))
  52 ;; ;; => #<Test passed>
  53
  54 ;; ;;; add another, slightly more specific test
  55 ;; (addtest (lisp-stat)
  56 ;;   (ensure-condition division-by-zero (let ((x 0)) (/ x))))
  57 ;; ;; => #<Test passed>
  58
  59 (addtest (lisp-stat-lin-alg) cholesky-decomposition
  60          (ensure-same
  61           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  62           (values #2A((1.7888543819998317 0.0 0.0)
  63                       (1.6770509831248424 0.11180339887498929 0.0)
  64                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  65                   5.000000000000003)))
  66
  67 (addtest (lisp-stat-lin-alg) lu-decomposition
  68          (ensure-same
  69           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  70           (list #2A((2.0 3.0 4.0) (1.0 1.0 1.0) (0.5 0.5 1.5)) #(0 2 2) -1.0 NIL)))
  71
  72 (addtest (lisp-stat-lin-alg) rcondest
  73          (ensure-same
  74           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  75           6.8157451e7 ))
  76
  77 (addtest (lisp-stat-lin-alg) lu-solve
  78          (ensure-same
  79           (lu-solve
  80            (lu-decomp
  81             #2A((2 3 4) (1 2 4) (2 4 5)))
  82            #(2 3 4))
  83           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  84
  85 (addtest (lisp-stat-lin-alg) inverse
  86          (ensure-same
  87           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  88           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  89               (-1.0 -0.6666666666666666 1.3333333333333333)
  90               (0.0 0.6666666666666666 -0.3333333333333333))))
  91
  92 (addtest (lisp-stat-lin-alg)  sv-decomp
  93          (ensure-same
  94           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  95           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  96                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  97                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  98                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  99                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 100                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 101                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 102                 T)))
 103
 104 (addtest (lisp-stat-lin-alg) qr-decomp
 105          (ensure-same
 106           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 107           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 108                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 109                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 110                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 111                     (0.0 -0.7453559924999292 -1.1925695879998877)
 112                     (0.0 0.0 -1.3416407864998738)))))
 113
 114 (addtest (lisp-stat-lin-alg) eigen
 115          (ensure-same
 116           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 117           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 118                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 119                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 120                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 121                 NIL)))
 122
 123 (addtest (lisp-stat-lin-alg) spline
 124          (ensure-same
 125           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 126                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 127                   :xvals 6)
 128           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 129                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 130
 131 (addtest (lisp-stat-lin-alg) kernel-smooth
 132          (ensure-same
 133           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 134           (kernel-smooth
 135            #(1.0 1.2 1.3 1.8 2.1 2.5)
 136            #(1.2 2.0 2.1 2.0 1.1 2.8)
 137            :xvals 5)
 138           (list (list 1.0 1.375 1.75 2.125 2.5)
 139                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 140                       1.5871511322219498 2.518194783156392))))
 141
 142 (addtest (lisp-stat-lin-alg) kernel-dens
 143          (ensure-same
 144           (kernel-dens
 145            #(1.0 1.2 2.5 2.1 1.8 1.2)
 146            :xvals 5)
 147           (list (list 1.0 1.375 1.75 2.125 2.5)
 148                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 149                       0.4829822708587095 0.3485939156929503))))
 150
 151
 152 (addtest (lisp-stat-lin-alg) fft
 153          (ensure-same
 154           (fft #(1.0 1.2 2.5 2.1 1.8))
 155           (list #(#C(1.0 0.0) #C(1.2 0.0) #C(2.5 0.0) #C(2.1 0.0) #C(1.8 0.0)))))
 156
 157 (addtest (lisp-stat-lin-alg) lowess
 158          (ensure-same
 159           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 160                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 161            #(1.0 1.2 1.2 1.8 2.1 2.5)))
 162
 163
 164
 165 ;;;; Log-gamma function
 166
 167 (addtest (lisp-stat-spec-fns) log-gamma-fn
 168          (ensure-same
 169           (log-gamma 3.4)
 170           1.0923280596789584))
 171
 172
 173 #+nil(progn
 174
 175 ;;; Probability distributions
 176
 177 ;; This macro should be generalized, but it's a good start now.
 178 ;;(defmacro ProbDistnTests (prefixName
 179 ;;                        quant-params quant-answer
 180 ;;                        cdf-params cdf-answer
 181 ;;                        pmf-params pmf-answer
 182 ;;                        rand-params rand-answer)
 183 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 184 ;;    ;;  ((  ))
 185 ;;    (:documentation "testing for ,testName distribution results")
 186 ;;    (:test (ensure-same
 187 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 188 ;;    (:test (ensure-same
 189 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 190 ;;    (:test (ensure-same
 191 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 192 ;;    (:test (progn
 193 ;;           (set-seed 234)
 194 ;;           (ensure-same
 195 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 196
 197 ;;; Normal distribution
 198
 199 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 200   (:documentation "testing for Gaussian distn results")
 201   (:test (ensure-same
 202           (normal-quant 0.95)
 203           1.6448536279366268))
 204   (:test (ensure-same
 205           (normal-cdf 1.3)
 206           0.9031995154143897))
 207   (:test (ensure-same
 208           (normal-dens 1.3)
 209           0.17136859204780736))
 210   (:test (ensure-same
 211           (normal-rand 2)
 212           (list -0.40502015f0 -0.8091404f0)))
 213   (:test (ensure-same
 214           (bivnorm-cdf 0.2 0.4 0.6)
 215           0.4736873734160288)))
 216
 217 ;;;; Cauchy distribution
 218
 219 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 220   (:documentation "testing for Cachy-distn results")
 221   (:test (ensure-same
 222           (cauchy-quant 0.95)
 223           6.313751514675031))
 224   (:test (ensure-same
 225           (cauchy-cdf 1.3)
 226           0.7912855998398473))
 227   (:test (ensure-same
 228           (cauchy-dens 1.3)
 229           0.1183308127104695 ))
 230   (:test (ensure-same
 231           (cauchy-rand 2)
 232           (-1.06224644160405 -0.4524695943939537))))
 233
 234 ;;;; Gamma distribution
 235
 236 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 237   (:documentation "testing for gamma distn results")
 238   (:test (ensure-same
 239           (gamma-quant 0.95 4.3)
 240           8.178692439291645))
 241   (:test (ensure-same
 242           (gamma-cdf 1.3 4.3)
 243           0.028895150986674906))
 244   (:test (ensure-same
 245           (gamma-dens 1.3 4.3)
 246           0.0731517686447374))
 247   (:test (ensure-same
 248           (gamma-rand 2 4.3)
 249           (2.454918912880936 4.081365384357454))))
 250
 251 ;;;; Chi-square distribution
 252
 253 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 254   ()
 255   (:documentation "testing for Chi-square distn results")
 256   (:test (ensure-same
 257           (chisq-quant 0.95 3)
 258           7.814727903379012))
 259   (:test (ensure-same
 260           (chisq-cdf 1 5)
 261           0.03743422675631789))
 262   (:test (ensure-same
 263           (chisq-dens 1 5)
 264           0.08065690818083521))
 265   (:test (progn
 266            (set-seed 353)
 267            (ensure-same
 268             (chisq-rand 2 4)
 269             (list 1.968535826180572 2.9988646156942997)))))
 270
 271 ;;;; Beta distribution
 272
 273 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 274   ()
 275   (:documentation "testing for beta distn results")
 276   (:test (ensure-same
 277           (beta-quant 0.95 3 2)
 278           0.9023885371149876))
 279   (:test (ensure-same
 280           (beta-cdf 0.4 2 2.4)
 281           0.4247997418541529 ))
 282   (:test (ensure-same
 283           (beta-dens 0.4 2 2.4)
 284           1.5964741858913518 ))
 285   (:test (ensure-same
 286           (beta-rand 2 2 2.4)
 287           (list 0.8014897077282279 0.6516371997922659))))
 288
 289 ;;;; t distribution
 290
 291 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 292   (:documentation "testing for t-distn results")
 293   (:test (ensure-same
 294           (t-quant 0.95 3)
 295           2.35336343484194))
 296   (:test (ensure-same
 297           (t-cdf 1 2.3)
 298           0.794733624298342))
 299   (:test (ensure-same
 300           (t-dens 1 2.3)
 301           0.1978163816318102))
 302   (:test (ensure-same
 303           (t-rand 2 2.3)
 304           (list -0.34303672776089306 -1.142505872436518))))
 305
 306 ;;;; F distribution
 307
 308 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 309   (:documentation "testing for f-distn results")
 310   (:test (ensure-same
 311           (f-quant 0.95 3 5) 5.409451318117459))
 312   (:test (ensure-same
 313           (f-cdf 1 3.2 5.4)
 314           0.5347130905510765))
 315   (:test (ensure-same
 316           (f-dens 1 3.2 5.4)
 317           0.37551128864591415))
 318   (:test (progn
 319            (set-seed 234)
 320            (ensure-same
 321             (f-rand 2 3 2)
 322             (list 0.7939093442091963 0.07442694152491144)))))
 323
 324 ;;;; Poisson distribution
 325
 326 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 327 ;;  ((  ))
 328   (:documentation "testing for poisson distribution results")
 329   (:test (ensure-same
 330           (poisson-quant 0.95 3.2) 6))
 331   (:test (ensure-same
 332           (poisson-cdf 1 3.2)
 333           0.17120125672252395))
 334   (:test (ensure-same
 335           (poisson-pmf 1 3.2)
 336           0.13043905274097067))
 337   (:test (progn
 338            (set-seed 234)
 339            (ensure-same
 340             (poisson-rand 5 3.2)
 341             (list 2 1 2 0 3)))))
 342
 343 ;; Binomial distribution
 344
 345 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 346 ;;  ((  ))
 347   (:documentation "testing for binomial distribution results")
 348
 349   (:test (ensure-same
 350           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 351           ))
 352   (:test (ensure-same
 353           (binomial-quant 0 3 0.4)
 354           ;; -2147483648
 355           ))
 356   (:test (ensure-same
 357           (binomial-cdf 1 3 0.4)
 358           0.6479999999965776))
 359
 360   (:test (ensure-same
 361           (binomial-pmf 1 3 0.4)
 362           0.4320000000226171))
 363   (:test (progn
 364            (set-seed 526)
 365            (ensure-same
 366             (binomial-rand 5 3 0.4)
 367             (list 2 2 0 1 2)))))
 368
 369 )