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.
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
13 (defpackage :lisp-stat-unittests
14 (:use
:common-lisp
:lift
:lisp-stat
)
15 (:export run-lisp-stat-tests run-lisp-stat-test scoreboard
))
17 (in-package :lisp-stat-unittests
)
21 ;;; Need a waz to minimize the possibilities
23 (defun run-lisp-stat-tests ()
24 (run-tests :suite
'lisp-stat
))
26 (defun run-lisp-stat-test (&rest x
)
31 (deftestsuite lisp-stat
() ())
32 (deftestsuite lisp-stat-lin-alg
(lisp-stat) ())
35 ;;; and add a test to it
37 (ensure-same (+ 1 1) 2))
44 ;;; add another test using ensure-error
45 (addtest (lisp-stat-lin-alg)
46 (ensure-error (let ((x 0)) (/ x
))))
49 ;;; add another, slightly more specific test
51 (ensure-condition division-by-zero
(let ((x 0)) (/ x
))))
55 (addtest (lisp-stat-lin-alg)
56 cholesky-decomposition
58 (chol-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
59 (#2A
((1.7888543819998317
0.0 0.0)
60 (1.6770509831248424
0.11180339887498929 0.0)
61 (2.23606797749979
2.23606797749979 3.332000937312528e-8))
64 (addtest (lisp-stat-lin-alg)
67 (lu-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
68 (#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
)))
70 (addtest (lisp-stat-lin-alg)
75 #2A
((2 3 4) (1 2 4) (2 4 5)))
77 #(-2.333333333333333
1.3333333333333335 0.6666666666666666)))
80 (addtest (lisp-stat-lin-alg)
83 (inverse #2A
((2 3 4) (1 2 4) (2 4 5)))
84 #2A
((2.0 -
0.33333333333333326 -
1.3333333333333335)
85 (-1.0 -
0.6666666666666666 1.3333333333333333)
86 (0.0
0.6666666666666666 -
0.3333333333333333))))
88 (addtest (lisp-stat-lin-alg)
91 (sv-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
92 (#2A
((-0.5536537653489974
0.34181191712789266 -
0.7593629708013371)
93 (-0.4653437312661058 -
0.8832095891230851 -
0.05827549615722014)
94 (-0.6905959164998124
0.3211003503429828 0.6480523475178517))
95 #(9.699290438141343
0.8971681569301373 0.3447525123483081)
96 #2A
((-0.30454218417339873
0.49334669582252344 -
0.8147779426198863)
97 (-0.5520024849987308
0.6057035911404464 0.5730762743603965)
98 (-0.7762392122368734 -
0.6242853493399995 -
0.08786630745236332))
101 (addtest (lisp-stat-lin-alg)
104 (qr-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
105 (#2A
((-0.6666666666666665
0.7453559924999298 5.551115123125783e-17)
106 (-0.3333333333333333 -
0.2981423969999719 -
0.894427190999916)
107 (-0.6666666666666666 -
0.5962847939999439 0.44721359549995787))
108 #2A
((-3.0 -
5.333333333333334 -
7.333333333333332)
109 (0.0 -
0.7453559924999292 -
1.1925695879998877)
110 (0.0
0.0 -
1.3416407864998738))) ))
112 (addtest (lisp-stat-lin-alg)
115 (rcondest #2A
((2 3 4) (1 2 4) (2 4 5)))
118 (addtest (lisp-stat-lin-alg)
121 (eigen #2A
((2 3 4) (1 2 4) (2 4 5)))
122 (#(10.656854249492381 -
0.6568542494923802 -
0.9999999999999996)
123 (#(0.4999999999999998
0.4999999999999997 0.7071067811865475)
124 #(-0.49999999999999856 -
0.5000000000000011 0.7071067811865474)
125 #(0.7071067811865483 -
0.7071067811865466 -
1.2560739669470215e-15))
128 (addtest (lisp-stat-lin-alg)
132 #(1.0
1.2 1.3 1.8 2.1 2.5)
133 #(1.2
2.0 2.1 2.0 1.1 2.8)
135 ((1.0
1.3 1.6 1.9 2.2 2.5)
136 (1.2
2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
139 (addtest (lisp-stat-lin-alg)
142 ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
144 #(1.0
1.2 1.3 1.8 2.1 2.5)
145 #(1.2
2.0 2.1 2.0 1.1 2.8)
147 ((1.0
1.375 1.75 2.125 2.5)
148 (1.6603277642110226
1.9471748095239771 1.7938127405752287
149 1.5871511322219498 2.518194783156392))))
151 (addtest (lisp-stat-lin-alg)
155 #(1.0
1.2 2.5 2.1 1.8 1.2)
157 ((1.0
1.375 1.75 2.125 2.5)
158 (0.7224150453621405
0.5820045548233707 0.38216411702854214
159 0.4829822708587095 0.3485939156929503)) ))
161 (addtest (lisp-stat-lin-alg)
164 (fft #(1.0
1.2 2.5 2.1 1.8))
165 #(#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)) ))
167 (addtest (lisp-stat-lin-alg)
170 (lisp-stat-descriptive-statistics:lowess
171 #(1.0
1.2 2.5 2.1 1.8 1.2)
172 #(1.2
2.0 2.1 2.0 1.1 2.8))
173 (#(1.0
1.2 1.2 1.8 2.1 2.5))))
176 (deftestsuite lisp-stat-spec-fns
() ())
178 ;;;; Log-gamma function
180 (addtest (lisp-stat-spec-fns)
182 (lisp-stat-basics:log-gamma
3.4)
186 ;;; Probability distributions
188 ;; This macro should be generalized, but it's a good start now.
189 (defmacro ProbDistnTests
(prefixName
190 quant-params quant-answer
191 cdf-params cdf-answer
192 pmf-params pmf-answer
193 rand-params rand-answer
)
195 (deftestsuite lisp-stat-probdist-
,prefixName
(lisp-stat-probdistn)
197 (:documentation
"testing for ,testName distribution results")
199 (lisp-stat-basics:,testName-quant
,quant-params
) ,quant-answer
))
201 (lisp-stat-basics:,testName-cdf
,cdf-params
) ,cdf-answer
))
203 (lisp-stat-basics:,testName-pmf
,pmf-params
) ,pmf-answer
))
207 (lisp-stat-basics:,testName-rand
,rand-params
) ,rand-answer
)))))
209 ;;; Normal distribution
211 (deftestsuite lisp-stat-probdist-f
(lisp-stat-probdistn)
212 (:documentation
"testing for Gaussian distn results")
214 (lisp-stat-basics:normal-quant
0.95)
217 (lisp-stat-basics:normal-cdf
1.3)
220 (lisp-stat-basics:normal-dens
1.3)
221 0.17136859204780736))
223 (lisp-stat-basics:normal-rand
2)
224 (-0.40502015f0 -
0.8091404f0
)))
226 (lisp-stat-basics:bivnorm-cdf
0.2 0.4 0.6)
227 0.4736873734160288)))
229 ;;;; Cauchy distribution
231 (deftestsuite lisp-stat-probdist-cauchy
(lisp-stat-probdistn)
232 (:documentation
"testing for Cachy-distn results")
234 (lisp-stat-basics:cauchy-quant
0.95)
237 (lisp-stat-basics:cauchy-cdf
1.3)
240 (lisp-stat-basics:cauchy-dens
1.3)
241 0.1183308127104695 ))
243 (lisp-stat-basics:cauchy-rand
2)
244 (-1.06224644160405 -
0.4524695943939537))))
246 ;;;; Gamma distribution
248 (deftestsuite lisp-stat-probdist-gamma
(lisp-stat-probdistn)
249 (:documentation
"testing for gamma distn results")
251 (lisp-stat-basics:gamma-quant
0.95 4.3)
254 (lisp-stat-basics:gamma-cdf
1.3 4.3)
255 0.028895150986674906))
257 (lisp-stat-basics:gamma-dens
1.3 4.3)
260 (lisp-stat-basics:gamma-rand
2 4.3)
261 (2.454918912880936
4.081365384357454))))
263 ;;;; Chi-square distribution
265 (deftestsuite lisp-stat-probdist-chisq
(lisp-stat-probdistn)
267 (:documentation
"testing for Chi-square distn results")
269 (lisp-stat-basics:chisq-quant
0.95 3)
272 (lisp-stat-basics:chisq-cdf
1 5)
273 0.03743422675631789))
275 (lisp-stat-basics:chisq-dens
1 5)
276 0.08065690818083521))
280 (lisp-stat-basics:chisq-rand
2 4)
281 (1.968535826180572
2.9988646156942997)))))
283 ;;;; Beta distribution
285 (deftestsuite lisp-stat-probdist-beta
(lisp-stat-probdistn)
287 (:documentation
"testing for beta distn results")
289 (lisp-stat-basics:beta-quant
0.95 3 2)
292 (lisp-stat-basics:beta-cdf
0.4 2 2.4)
293 0.4247997418541529 ))
295 (lisp-stat-basics:beta-dens
0.4 2 2.4)
296 1.5964741858913518 ))
298 (lisp-stat-basics:beta-rand
2 2 2.4)
299 (0.8014897077282279
0.6516371997922659))))
303 (deftestsuite lisp-stat-probdist-t
(lisp-stat-probdistn)
304 (:documentation
"testing for t-distn results")
306 (lisp-stat-basics:t-quant
0.95 3)
309 (lisp-stat-basics:t-cdf
1 2.3)
312 (lisp-stat-basics:t-dens
1 2.3)
315 (lisp-stat-basics:t-rand
2 2.3)
316 (-0.34303672776089306 -
1.142505872436518))))
320 (deftestsuite lisp-stat-probdist-f
(lisp-stat-probdistn)
321 (:documentation
"testing for f-distn results")
323 (lisp-stat-basics:f-quant
0.95 3 5) 5.409451318117459))
325 (lisp-stat-basics:f-cdf
1 3.2 5.4)
328 (lisp-stat-basics:f-dens
1 3.2 5.4)
329 0.37551128864591415))
333 (lisp-stat-basics:f-rand
2 3 2)
334 (0.7939093442091963
0.07442694152491144)))))
336 ;;;; Poisson distribution
338 (deftestsuite lisp-stat-probdist-poisson
(lisp-stat-probdistn)
340 (:documentation
"testing for poisson distribution results")
342 (lisp-stat-basics:poisson-quant
0.95 3.2) 6))
344 (lisp-stat-basics:poisson-cdf
1 3.2)
345 0.17120125672252395))
347 (lisp-stat-basics:poisson-pmf
1 3.2)
348 0.13043905274097067))
352 (lisp-stat-basics:poisson-rand
5 3.2)
355 ;; Binomial distribution
357 (deftestsuite lisp-stat-probdist-binomial
(lisp-stat-probdistn)
359 (:documentation
"testing for binomial distribution results")
361 (lisp-stat-basics:binomial-quant
0.95 3 0.4) ;;; DOESN'T RETURN
364 (lisp-stat-basics:binomial-quant
0 3 0.4)
368 (lisp-stat-basics:binomial-cdf
1 3 0.4)
372 (lisp-stat-basics:binomial-pmf
1 3 0.4)
377 (lisp-stat-basics:binomial-rand
5 3 0.4)
381 ;;; External support for running tests