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 :lift :lisp-stat)
  15   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard))
  16
  17 (in-package :lisp-stat-unittests)
  18
  19 ;;; TESTS
  20
  21
  22 (deftestsuite lisp-stat () ())
  23 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  24
  25 ;;; and add a test to it
  26 (addtest (lisp-stat)
  27   (ensure-same (+ 1 1) 2))
  28 ;; => #<Test passed>
  29
  30 ;;; add another test using ensure-error
  31 (addtest (lisp-stat-lin-alg)
  32   (ensure-error (let ((x 0)) (/ x))))
  33 ;; => #<Test passed>
  34
  35
  36 #+nil(progn
  37
  38
  39 ;;; add another, slightly more specific test
  40 (addtest (lisp-stat)
  41   (ensure-condition division-by-zero (let ((x 0)) (/ x))))
  42 ;; => #<Test passed>
  43
  44
  45 (addtest (lisp-stat-lin-alg)
  46   cholesky-decomposition
  47   (ensure-same
  48           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  49           (#2A((1.7888543819998317 0.0 0.0)
  50                (1.6770509831248424 0.11180339887498929 0.0)
  51                (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  52               5.000000000000003)))
  53
  54 (addtest (lisp-stat-lin-alg)
  55   lu-decomposition
  56   (ensure-same
  57    (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  58    (#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)))
  59
  60 (addtest (lisp-stat-lin-alg)
  61   lu-solve
  62   (ensure-same
  63    (lu-solve
  64     (lu-decomp
  65      #2A((2 3 4) (1 2 4) (2 4 5)))
  66     #(2 3 4))
  67    #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  68
  69
  70 (addtest (lisp-stat-lin-alg)
  71   inverse
  72   (ensure-same
  73    (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  74    #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  75        (-1.0 -0.6666666666666666 1.3333333333333333)
  76        (0.0 0.6666666666666666 -0.3333333333333333))))
  77
  78 (addtest (lisp-stat-lin-alg)
  79   sv-decomp
  80   (ensure-same
  81    (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  82    (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  83         (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  84         (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  85        #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  86        #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  87            (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  88            (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  89        T)))
  90
  91 (addtest (lisp-stat-lin-alg)
  92   qr-decomp
  93   (ensure-same
  94    (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  95    (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  96         (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  97         (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  98        #2A((-3.0 -5.333333333333334 -7.333333333333332)
  99            (0.0 -0.7453559924999292 -1.1925695879998877)
 100            (0.0 0.0 -1.3416407864998738))) ))
 101
 102 (addtest (lisp-stat-lin-alg)
 103   rcondest
 104   (ensure-same
 105    (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 106    6.8157451e7 ))
 107
 108 (addtest (lisp-stat-lin-alg)
 109   eigen
 110   (ensure-same
 111    (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 112    (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 113      (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 114        #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 115        #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 116      NIL) ))
 117
 118 (addtest (lisp-stat-lin-alg)
 119   spline
 120   (ensure-same
 121    (spline
 122     #(1.0 1.2 1.3 1.8 2.1 2.5)
 123     #(1.2 2.0 2.1 2.0 1.1 2.8)
 124     :xvals 6)
 125    ((1.0 1.3 1.6 1.9 2.2 2.5)
 126     (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 127
 128
 129 (addtest (lisp-stat-lin-alg)
 130   kernel-smooth
 131   (ensure-same
 132    ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 133    (kernel-smooth
 134     #(1.0 1.2 1.3 1.8 2.1 2.5)
 135     #(1.2 2.0 2.1 2.0 1.1 2.8)
 136     :xvals 5)
 137    ((1.0 1.375 1.75 2.125 2.5)
 138            (1.6603277642110226 1.9471748095239771 1.7938127405752287
 139                                1.5871511322219498 2.518194783156392))))
 140
 141 (addtest (lisp-stat-lin-alg)
 142   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    ((1.0 1.375 1.75 2.125 2.5)
 148     (0.7224150453621405 0.5820045548233707 0.38216411702854214
 149                         0.4829822708587095 0.3485939156929503)) ))
 150
 151 (addtest (lisp-stat-lin-alg)
 152   fft
 153   (ensure-same
 154    (fft #(1.0 1.2 2.5 2.1 1.8))
 155    #(#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)
 158   lowess
 159   (ensure-same
 160    (lisp-stat-descriptive-statistics:lowess
 161     #(1.0 1.2 2.5 2.1 1.8 1.2)
 162     #(1.2 2.0 2.1 2.0 1.1 2.8))
 163    (#(1.0 1.2 1.2 1.8 2.1 2.5))))
 164
 165
 166 (deftestsuite lisp-stat-spec-fns () ())
 167
 168 ;;;; Log-gamma function
 169
 170 (addtest (lisp-stat-spec-fns)
 171          (ensure-same
 172           (lisp-stat-basics:log-gamma 3.4)
 173           1.0923280596789584))
 174
 175
 176 ;;; Probability distributions
 177
 178 ;; This macro should be generalized, but it's a good start now.
 179 (defmacro ProbDistnTests (prefixName
 180                           quant-params quant-answer
 181                           cdf-params cdf-answer
 182                           pmf-params pmf-answer
 183                           rand-params rand-answer)
 184
 185   (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 186     ;;  ((  ))
 187     (:documentation "testing for ,testName distribution results")
 188     (:test (ensure-same
 189             (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 190     (:test (ensure-same
 191             (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 192     (:test (ensure-same
 193             (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 194     (:test (progn
 195              (set-seed 234)
 196              (ensure-same
 197               (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 198
 199 ;;; Normal distribution
 200
 201 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 202   (:documentation "testing for Gaussian distn results")
 203   (:test (ensure-same
 204           (lisp-stat-basics:normal-quant 0.95)
 205           1.6448536279366268))
 206   (:test (ensure-same
 207           (lisp-stat-basics:normal-cdf 1.3)
 208           0.9031995154143897))
 209   (:test (ensure-same
 210           (lisp-stat-basics:normal-dens 1.3)
 211           0.17136859204780736))
 212   (:test (ensure-same
 213           (lisp-stat-basics:normal-rand 2)
 214           (-0.40502015f0 -0.8091404f0)))
 215   (:test (ensure-same
 216           (lisp-stat-basics:bivnorm-cdf 0.2 0.4 0.6)
 217           0.4736873734160288)))
 218
 219 ;;;; Cauchy distribution
 220
 221 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 222   (:documentation "testing for Cachy-distn results")
 223   (:test (ensure-same
 224           (lisp-stat-basics:cauchy-quant 0.95)
 225           6.313751514675031))
 226   (:test (ensure-same
 227           (lisp-stat-basics:cauchy-cdf 1.3)
 228           0.7912855998398473))
 229   (:test (ensure-same
 230           (lisp-stat-basics:cauchy-dens 1.3)
 231           0.1183308127104695 ))
 232   (:test (ensure-same
 233           (lisp-stat-basics:cauchy-rand 2)
 234           (-1.06224644160405 -0.4524695943939537))))
 235
 236 ;;;; Gamma distribution
 237
 238 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 239   (:documentation "testing for gamma distn results")
 240   (:test (ensure-same
 241           (lisp-stat-basics:gamma-quant 0.95 4.3)
 242           8.178692439291645))
 243   (:test (ensure-same
 244           (lisp-stat-basics:gamma-cdf 1.3 4.3)
 245           0.028895150986674906))
 246   (:test (ensure-same
 247           (lisp-stat-basics:gamma-dens 1.3 4.3)
 248           0.0731517686447374))
 249   (:test (ensure-same
 250           (lisp-stat-basics:gamma-rand 2 4.3)
 251           (2.454918912880936 4.081365384357454))))
 252
 253 ;;;; Chi-square distribution
 254
 255 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 256   ()
 257   (:documentation "testing for Chi-square distn results")
 258   (:test (ensure-same
 259           (lisp-stat-basics:chisq-quant 0.95 3)
 260           7.814727903379012))
 261   (:test (ensure-same
 262           (lisp-stat-basics:chisq-cdf 1 5)
 263           0.03743422675631789))
 264   (:test (ensure-same
 265           (lisp-stat-basics:chisq-dens 1 5)
 266           0.08065690818083521))
 267   (:test (progn
 268            (set-seed 353)
 269            (ensure-same
 270             (lisp-stat-basics:chisq-rand 2 4)
 271             (1.968535826180572 2.9988646156942997)))))
 272
 273 ;;;; Beta distribution
 274
 275 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 276   ()
 277   (:documentation "testing for beta distn results")
 278   (:test (ensure-same
 279           (lisp-stat-basics:beta-quant 0.95 3 2)
 280           0.9023885371149876))
 281   (:test (ensure-same
 282           (lisp-stat-basics:beta-cdf 0.4 2 2.4)
 283           0.4247997418541529 ))
 284   (:test (ensure-same
 285           (lisp-stat-basics:beta-dens 0.4 2 2.4)
 286           1.5964741858913518 ))
 287   (:test (ensure-same
 288           (lisp-stat-basics:beta-rand 2 2 2.4)
 289           (0.8014897077282279 0.6516371997922659))))
 290
 291 ;;;; t distribution
 292
 293 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 294   (:documentation "testing for t-distn results")
 295   (:test (ensure-same
 296           (lisp-stat-basics:t-quant 0.95 3)
 297           2.35336343484194))
 298   (:test (ensure-same
 299           (lisp-stat-basics:t-cdf 1 2.3)
 300           0.794733624298342))
 301   (:test (ensure-same
 302           (lisp-stat-basics:t-dens 1 2.3)
 303           0.1978163816318102))
 304   (:test (ensure-same
 305           (lisp-stat-basics:t-rand 2 2.3)
 306           (-0.34303672776089306 -1.142505872436518))))
 307
 308 ;;;; F distribution
 309
 310 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 311   (:documentation "testing for f-distn results")
 312   (:test (ensure-same
 313           (lisp-stat-basics:f-quant 0.95 3 5) 5.409451318117459))
 314   (:test (ensure-same
 315           (lisp-stat-basics:f-cdf 1 3.2 5.4)
 316           0.5347130905510765))
 317   (:test (ensure-same
 318           (lisp-stat-basics:f-dens 1 3.2 5.4)
 319           0.37551128864591415))
 320   (:test (progn
 321            (set-seed 234)
 322            (ensure-same
 323             (lisp-stat-basics:f-rand 2 3 2)
 324             (0.7939093442091963 0.07442694152491144)))))
 325
 326 ;;;; Poisson distribution
 327
 328 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 329 ;;  ((  ))
 330   (:documentation "testing for poisson distribution results")
 331   (:test (ensure-same
 332           (lisp-stat-basics:poisson-quant 0.95 3.2) 6))
 333   (:test (ensure-same
 334           (lisp-stat-basics:poisson-cdf 1 3.2)
 335           0.17120125672252395))
 336   (:test (ensure-same
 337           (lisp-stat-basics:poisson-pmf 1 3.2)
 338           0.13043905274097067))
 339   (:test (progn
 340            (set-seed 234)
 341            (ensure-same
 342             (lisp-stat-basics:poisson-rand 5 3.2)
 343             (list 2 1 2 0 3)))))
 344
 345 ;; Binomial distribution
 346
 347 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 348 ;;  ((  ))
 349   (:documentation "testing for binomial distribution results")
 350   (:test (ensure-same
 351           (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 352           ))
 353   (:test (ensure-same
 354           (lisp-stat-basics:binomial-quant 0 3 0.4)
 355           ;; -2147483648
 356           ))
 357   (:test (ensure-same
 358           (lisp-stat-basics:binomial-cdf 1 3 0.4)
 359           0.6479999999965776))
 360
 361   (:test (ensure-same
 362           (lisp-stat-basics:binomial-pmf 1 3 0.4)
 363           0.4320000000226171))
 364   (:test (progn
 365            (set-seed 526)
 366            (ensure-same
 367             (lisp-stat-basics:binomial-rand 5 3 0.4)
 368             (list 2 2 0 1 2)))))
 369
 370
 371 ;;; External support for running tests
 372
 373 (defun run-lisp-stat-tests ())
 374
 375 )