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 (defun run-lisp-stat-tests ()
  30   (run-tests :suite 'lisp-stat))
  31
  32 (defun run-lisp-stat-test (&rest x)
  33   (run-test x))
  34
  35
  36 (deftestsuite lisp-stat () ())
  37 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  38 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  39 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  40
  41
  42 (defun almost= (a b &key (tol 0.000001))
  43   "Numerically compares 2 values to a tolerance."
  44    (< (abs (- a b)) tol))
  45
  46 (defun almost=lists (a b &key (tol 0.000001))
  47   "Numerically compare 2 lists using almost=."
  48   (if (and (null a) (null b))
  49       t
  50       (and (almost= (car a) (car b) :tol tol)
  51            (almost=lists (cdr a) (cdr b) :tol tol))))
  52
  53
  54
  55 ;; Need to consider a CLOSy approach for almost= to cover the range of
  56 ;; possible data structures that we would like to be equal to a
  57 ;; particular tolerance range.  For example, fill in a shell like:
  58
  59 ;; (defgeneric numerical= (a b &key tol)
  60 ;;   (error "types not matched."))
  61 ;; (defmethod numerical= ((real a) (real b) &key (tol 0.00001))
  62 ;; (defmethod numerical= ((list a) (list b) &key (tol 0.00001))
  63 ;; (defmethod numerical= ((int a) (int b) &key (tol 0.00001))
  64 ;; (defmethod numerical= ((complex a) (complex b) &key (tol 0.00001))
  65
  66 (deftestsuite lisp-stat-testsupport (lisp-stat)
  67   ()
  68   (:tests
  69    (almost=1 (ensure (almost= 3 3.001 :tol 0.01)))
  70    (almost=2 (ensure (almost= 3 3.01 :tol 0.01)))
  71    (almost=3 (ensure (not (almost= 3 3.1 :tol 0.01))))
  72    (almost=lists1 (ensure (almost=lists nil nil :tol 0.01)))
  73    (almost=lists2 (ensure (almost=lists (list ) (list ) :tol 0.01)))
  74    (almost=lists3 (ensure (almost=lists (list 1.0) (list 1.0) :tol 0.01)))
  75    (almost=lists4 (ensure (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
  76    (almost=lists5 (ensure (not (almost=lists (list 1.0 1.0) (list 1.0 1.1) :tol 0.01))))))
  77
  78
  79
  80 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
  81          (ensure-same
  82           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  83           (list #2A((1.7888543819998317 0.0 0.0)
  84                       (1.6770509831248424 0.11180339887498929 0.0)
  85                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  86                   5.000000000000003)
  87           :test 'almost=lists))
  88
  89
  90
  91
  92 ;; (print-tests)
  93 ;; (run-test :name 'cholesky-decomposition-1)
  94 ;; (describe (run-test :name 'cholesky-decomposition-1))
  95
  96 (addtest (lisp-stat-lin-alg) lu-decomposition
  97          (ensure-same
  98           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  99           (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)))
 100
 101 (addtest (lisp-stat-lin-alg) rcondest
 102          (ensure-same
 103           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 104           6.8157451e7 ))
 105
 106 (addtest (lisp-stat-lin-alg) lu-solve
 107          (ensure-same
 108           (lu-solve
 109            (lu-decomp
 110             #2A((2 3 4) (1 2 4) (2 4 5)))
 111            #(2 3 4))
 112           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 113
 114 (addtest (lisp-stat-lin-alg) inverse
 115          (ensure-same
 116           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 117           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 118               (-1.0 -0.6666666666666666 1.3333333333333333)
 119               (0.0 0.6666666666666666 -0.3333333333333333))))
 120
 121 (addtest (lisp-stat-lin-alg)  sv-decomp
 122          (ensure-same
 123           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 124           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 125                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 126                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 127                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 128                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 129                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 130                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 131                 T)))
 132
 133 (addtest (lisp-stat-lin-alg) qr-decomp
 134          (ensure-same
 135           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 136           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 137                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 138                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 139                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 140                     (0.0 -0.7453559924999292 -1.1925695879998877)
 141                     (0.0 0.0 -1.3416407864998738)))))
 142
 143 (addtest (lisp-stat-lin-alg) eigen
 144          (ensure-same
 145           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 146           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 147                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 148                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 149                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 150                 NIL)))
 151
 152 (addtest (lisp-stat-lin-alg) spline
 153          (ensure-same
 154           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 155                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 156                   :xvals 6)
 157           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 158                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 159
 160 (addtest (lisp-stat-lin-alg) kernel-smooth
 161          (ensure-same
 162           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 163           (kernel-smooth
 164            #(1.0 1.2 1.3 1.8 2.1 2.5)
 165            #(1.2 2.0 2.1 2.0 1.1 2.8)
 166            :xvals 5)
 167           (list (list 1.0 1.375 1.75 2.125 2.5)
 168                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 169                       1.5871511322219498 2.518194783156392))))
 170
 171 (addtest (lisp-stat-lin-alg) kernel-dens
 172          (ensure-same
 173           (kernel-dens
 174            #(1.0 1.2 2.5 2.1 1.8 1.2)
 175            :xvals 5)
 176           (list (list 1.0 1.375 1.75 2.125 2.5)
 177                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 178                       0.4829822708587095 0.3485939156929503))))
 179
 180
 181 (addtest (lisp-stat-lin-alg) fft
 182          (ensure-same
 183           (fft #(1.0 1.2 2.5 2.1 1.8))
 184           (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)))))
 185
 186 (addtest (lisp-stat-lin-alg) lowess
 187          (ensure-same
 188           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 189                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 190            #(1.0 1.2 1.2 1.8 2.1 2.5)))
 191
 192
 193
 194 ;;;; Log-gamma function
 195
 196 (addtest (lisp-stat-spec-fns) log-gamma-fn
 197          (ensure-same
 198           (log-gamma 3.4)
 199           1.0923280596789584))
 200
 201
 202 #+nil(progn
 203
 204 ;;; Probability distributions
 205
 206 ;; This macro should be generalized, but it's a good start now.
 207 ;;(defmacro ProbDistnTests (prefixName
 208 ;;                        quant-params quant-answer
 209 ;;                        cdf-params cdf-answer
 210 ;;                        pmf-params pmf-answer
 211 ;;                        rand-params rand-answer)
 212 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 213 ;;    ;;  ((  ))
 214 ;;    (:documentation "testing for ,testName distribution results")
 215 ;;    (:test (ensure-same
 216 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 217 ;;    (:test (ensure-same
 218 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 219 ;;    (:test (ensure-same
 220 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 221 ;;    (:test (progn
 222 ;;           (set-seed 234)
 223 ;;           (ensure-same
 224 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 225
 226 ;;; Normal distribution
 227
 228 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 229   (:documentation "testing for Gaussian distn results")
 230   (:test (ensure-same
 231           (normal-quant 0.95)
 232           1.6448536279366268))
 233   (:test (ensure-same
 234           (normal-cdf 1.3)
 235           0.9031995154143897))
 236   (:test (ensure-same
 237           (normal-dens 1.3)
 238           0.17136859204780736))
 239   (:test (ensure-same
 240           (normal-rand 2)
 241           (list -0.40502015f0 -0.8091404f0)))
 242   (:test (ensure-same
 243           (bivnorm-cdf 0.2 0.4 0.6)
 244           0.4736873734160288)))
 245
 246 ;;;; Cauchy distribution
 247
 248 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 249   (:documentation "testing for Cachy-distn results")
 250   (:test (ensure-same
 251           (cauchy-quant 0.95)
 252           6.313751514675031))
 253   (:test (ensure-same
 254           (cauchy-cdf 1.3)
 255           0.7912855998398473))
 256   (:test (ensure-same
 257           (cauchy-dens 1.3)
 258           0.1183308127104695 ))
 259   (:test (ensure-same
 260           (cauchy-rand 2)
 261           (-1.06224644160405 -0.4524695943939537))))
 262
 263 ;;;; Gamma distribution
 264
 265 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 266   (:documentation "testing for gamma distn results")
 267   (:test (ensure-same
 268           (gamma-quant 0.95 4.3)
 269           8.178692439291645))
 270   (:test (ensure-same
 271           (gamma-cdf 1.3 4.3)
 272           0.028895150986674906))
 273   (:test (ensure-same
 274           (gamma-dens 1.3 4.3)
 275           0.0731517686447374))
 276   (:test (ensure-same
 277           (gamma-rand 2 4.3)
 278           (2.454918912880936 4.081365384357454))))
 279
 280 ;;;; Chi-square distribution
 281
 282 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 283   ()
 284   (:documentation "testing for Chi-square distn results")
 285   (:test (ensure-same
 286           (chisq-quant 0.95 3)
 287           7.814727903379012))
 288   (:test (ensure-same
 289           (chisq-cdf 1 5)
 290           0.03743422675631789))
 291   (:test (ensure-same
 292           (chisq-dens 1 5)
 293           0.08065690818083521))
 294   (:test (progn
 295            (set-seed 353)
 296            (ensure-same
 297             (chisq-rand 2 4)
 298             (list 1.968535826180572 2.9988646156942997)))))
 299
 300 ;;;; Beta distribution
 301
 302 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 303   ()
 304   (:documentation "testing for beta distn results")
 305   (:test (ensure-same
 306           (beta-quant 0.95 3 2)
 307           0.9023885371149876))
 308   (:test (ensure-same
 309           (beta-cdf 0.4 2 2.4)
 310           0.4247997418541529 ))
 311   (:test (ensure-same
 312           (beta-dens 0.4 2 2.4)
 313           1.5964741858913518 ))
 314   (:test (ensure-same
 315           (beta-rand 2 2 2.4)
 316           (list 0.8014897077282279 0.6516371997922659))))
 317
 318 ;;;; t distribution
 319
 320 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 321   (:documentation "testing for t-distn results")
 322   (:test (ensure-same
 323           (t-quant 0.95 3)
 324           2.35336343484194))
 325   (:test (ensure-same
 326           (t-cdf 1 2.3)
 327           0.794733624298342))
 328   (:test (ensure-same
 329           (t-dens 1 2.3)
 330           0.1978163816318102))
 331   (:test (ensure-same
 332           (t-rand 2 2.3)
 333           (list -0.34303672776089306 -1.142505872436518))))
 334
 335 ;;;; F distribution
 336
 337 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 338   (:documentation "testing for f-distn results")
 339   (:test (ensure-same
 340           (f-quant 0.95 3 5) 5.409451318117459))
 341   (:test (ensure-same
 342           (f-cdf 1 3.2 5.4)
 343           0.5347130905510765))
 344   (:test (ensure-same
 345           (f-dens 1 3.2 5.4)
 346           0.37551128864591415))
 347   (:test (progn
 348            (set-seed 234)
 349            (ensure-same
 350             (f-rand 2 3 2)
 351             (list 0.7939093442091963 0.07442694152491144)))))
 352
 353 ;;;; Poisson distribution
 354
 355 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 356 ;;  ((  ))
 357   (:documentation "testing for poisson distribution results")
 358   (:test (ensure-same
 359           (poisson-quant 0.95 3.2) 6))
 360   (:test (ensure-same
 361           (poisson-cdf 1 3.2)
 362           0.17120125672252395))
 363   (:test (ensure-same
 364           (poisson-pmf 1 3.2)
 365           0.13043905274097067))
 366   (:test (progn
 367            (set-seed 234)
 368            (ensure-same
 369             (poisson-rand 5 3.2)
 370             (list 2 1 2 0 3)))))
 371
 372 ;; Binomial distribution
 373
 374 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 375 ;;  ((  ))
 376   (:documentation "testing for binomial distribution results")
 377
 378   (:test (ensure-same
 379           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 380           ))
 381   (:test (ensure-same
 382           (binomial-quant 0 3 0.4)
 383           ;; -2147483648
 384           ))
 385   (:test (ensure-same
 386           (binomial-cdf 1 3 0.4)
 387           0.6479999999965776))
 388
 389   (:test (ensure-same
 390           (binomial-pmf 1 3 0.4)
 391           0.4320000000226171))
 392   (:test (progn
 393            (set-seed 526)
 394            (ensure-same
 395             (binomial-rand 5 3 0.4)
 396             (list 2 2 0 1 2)))))
 397
 398 )