ls-demo.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 ;;; File:       ls-demo.lisp
   7 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   8 ;;; Copyright:  (c) 2007, AJ Rossini.  BSD.
   9 ;;; Purpose:    demonstrations of how one might use CLS.
  10 ;;; Time-stamp: <>
  11 ;;; Creation:
  12
  13 ;;; What is this talk of 'release'? Klingons do not make software
  14 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  15 ;;; designers and quality assurance people in its wake.
  16
  17 (load "init.lisp")  ;; init needs to be more like the asdf-loader for lisp-stat, though it is pretty close.
  18
  19 ;;; checking exports.
  20 ;;; This is generally not how I expect it to be used.
  21
  22 (in-package :cl-user)
  23 (lisp-stat:binomial-quant 0.95 3 0.4) ;;; 3
  24 (lisp-stat:binomial-quant 0 3 0.4) ;;; 0
  25 (lisp-stat:normal-rand 20) ;;; DOESN'T RETURN
  26
  27
  28 ;;; This is how I expect it to be used, either with work in ls-user,
  29 ;;; or a cloned package similar to ls-user.
  30
  31 (in-package :ls-user)
  32
  33 ;; Probability
  34
  35 (binomial-quant 0.95 3 0.4) ; 3
  36 (binomial-quant 0 3 0.4) ; 0
  37 (normal-rand 20)
  38
  39 ;; Matrix algebra.
  40
  41 (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  42 ;; (#2A((1.7888543819998317 0.0 0.0)
  43 ;;      (1.6770509831248424 0.11180339887498929 0.0)
  44 ;;      (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  45 ;;  5.000000000000003)
  46
  47 (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  48 ;; (#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)
  49
  50 (lu-solve
  51  (lu-decomp #2A((2 3 4) (1 2 4) (2 4 5)))
  52  #(2 3 4))
  53 ;; #(-2.333333333333333 1.3333333333333335 0.6666666666666666)
  54
  55 (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  56 ;; #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  57 ;;     (-1.0 -0.6666666666666666 1.3333333333333333)
  58 ;;     (0.0 0.6666666666666666 -0.3333333333333333))
  59
  60 (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  61 ;; (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  62 ;;      (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  63 ;;      (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  64 ;;  #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  65 ;;  #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  66 ;;      (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  67 ;;      (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  68 ;;  T)
  69
  70 (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  71 ;; (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  72 ;;      (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  73 ;;      (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  74 ;;  #2A((-3.0 -5.333333333333334 -7.333333333333332)
  75 ;;      (0.0 -0.7453559924999292 -1.1925695879998877)
  76 ;;      (0.0 0.0 -1.3416407864998738)))
  77
  78 (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  79 ;; 6.8157451e7
  80
  81 (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
  82 ;; (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
  83 ;;  (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
  84 ;;   #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
  85 ;;   #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
  86 ;;  NIL)
  87
  88 (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
  89         #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 6)
  90 ;; ((1.0 1.3 1.6 1.9 2.2 2.5)
  91 ;;  (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
  92
  93 ;;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
  94 (kernel-smooth #(1.0 1.2 1.3 1.8 2.1 2.5)
  95                #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 5)
  96 ;; ((1.0 1.375 1.75 2.125 2.5)
  97 ;;  (1.6603277642110226 1.9471748095239771 1.7938127405752287
  98 ;;   1.5871511322219498 2.518194783156392))
  99
 100 (kernel-dens #(1.0 1.2 2.5 2.1 1.8 1.2) :xvals 5)
 101 ;; ((1.0 1.375 1.75 2.125 2.5)
 102 ;;  (0.7224150453621405 0.5820045548233707 0.38216411702854214
 103 ;;   0.4829822708587095 0.3485939156929503))
 104
 105 (fft #(1.0 1.2 2.5 2.1 1.8))
 106 ;; #(#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))
 107
 108 (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)  #(1.2 2.0 2.1 2.0 1.1 2.8))
 109 ;; (#(1.0 1.2 1.2 1.8 2.1 2.5))
 110
 111
 112
 113 ;;; Log-gamma function
 114
 115 (log-gamma 3.4) ;;1.0923280596789584
 116
 117 ;;; Probability functions
 118
 119 ;;; looking at these a bit more, perhaps a more CLOSy style is needed, i.e.
 120 ;;; (quantile :list-or-cons loc :type type (one of 'empirical 'normal 'cauchy, etc...))
 121 ;;; similar for the cdf, density, and rand.
 122 ;;; Probably worth figuring out how to add a new distribution
 123 ;;; efficiently, i.e. by keeping some kind of list.
 124
 125 ;;; Normal distribution
 126
 127 (normal-quant 0.95) ;;1.6448536279366268
 128 (normal-cdf 1.3) ;;0.9031995154143897
 129 (normal-dens 1.3) ;;0.17136859204780736
 130 (normal-rand 2) ;;(-0.40502015f0 -0.8091404f0)
 131
 132 (bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288
 133
 134 ;;; Cauchy distribution
 135
 136 (cauchy-quant 0.95) ;;6.313751514675031
 137 (cauchy-cdf 1.3) ;;0.7912855998398473
 138 (cauchy-dens 1.3) ;;0.1183308127104695
 139 (cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537)
 140
 141 ;;; Gamma distribution
 142
 143 (gamma-quant 0.95 4.3) ;;8.178692439291645
 144 (gamma-cdf 1.3 4.3) ;;0.028895150986674906
 145 (gamma-dens 1.3 4.3) ;;0.0731517686447374
 146 (gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454)
 147
 148 ;;; Chi-square distribution
 149
 150 (chisq-quant 0.95 3) ;;7.814727903379012
 151 (chisq-cdf 1 5) ;;0.03743422675631789
 152 (chisq-dens 1 5) ;;0.08065690818083521
 153 (chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997)
 154
 155 ;;; Beta distribution
 156
 157 (beta-quant 0.95 3 2) ;;0.9023885371149876
 158 (beta-cdf 0.4 2 2.4) ;;0.4247997418541529
 159 (beta-dens 0.4 2 2.4) ;;1.5964741858913518
 160 (beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659)
 161
 162 ;;; t distribution
 163
 164 (t-quant 0.95 3) ;;2.35336343484194
 165 (t-cdf 1 2.3) ;;0.794733624298342
 166 (t-dens 1 2.3) ;;0.1978163816318102
 167 (t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518)
 168
 169 ;;; F distribution
 170
 171 (f-quant 0.95 3 5) ;;5.409451318117459
 172 (f-cdf 1 3.2 5.4) ;;0.5347130905510765
 173 (f-dens 1 3.2 5.4) ;;0.37551128864591415
 174 (f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144)
 175
 176 ;;; Poisson distribution
 177
 178 (poisson-quant 0.95 3.2) ;;6
 179 (poisson-cdf 1 3.2) ;;0.17120125672252395
 180 (poisson-pmf 1 3.2) ;;0.13043905274097067
 181 (poisson-rand 5 3.2) ;;(2 1 2 0 3)
 182
 183 ;;; Binomial distribution
 184
 185 (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 186 (binomial-quant 0 3 0.4) ;;; -2147483648
 187 (binomial-cdf 1 3 0.4) ;;0.6479999999965776
 188 (binomial-pmf 1 3 0.4) ;;0.4320000000226171
 189 (binomial-rand 5 3 0.4) ;;(2 2 0 1 2)
 190
 191
 192 ;;; OBJECT SYSTEM
 193
 194 (defproto *test-proto*)
 195
 196 *test-proto*
 197
 198 (defmeth *test-proto* :make-data (&rest args) nil)
 199
 200
 201