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
  21         conjugate realpart imagpart phase
  22         min max logand logior logxor lognot ffloor fceiling
  23         ftruncate fround signum cis)
  24   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard))
  25
  26 (in-package :lisp-stat-unittests)
  27
  28 ;;; TESTS
  29
  30 (defun run-lisp-stat-tests ()
  31   (run-tests :suite 'lisp-stat))
  32
  33 (defun run-lisp-stat-test (&rest x)
  34   (run-test x))
  35
  36
  37 (deftestsuite lisp-stat () ())
  38 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  39 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  40 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  41
  42
  43 (defun almost= (a b &key (tol 0.000001))
  44   "Numerically compares 2 values to a tolerance."
  45    (< (abs (- a b)) tol))
  46
  47 (defun almost=lists (a b &key (tol 0.000001))
  48   "Numerically compare 2 lists using almost=."
  49   (if (and (null a) (null b))
  50       t
  51       (and (almost= (car a) (car b) :tol tol)
  52            (almost=lists (cdr a) (cdr b) :tol tol))))
  53
  54
  55
  56 ;; Need to consider a CLOSy approach for almost= to cover the range of
  57 ;; possible data structures that we would like to be equal to a
  58 ;; particular tolerance range.  For example, fill in a shell like:
  59
  60 (defgeneric numerical= (a b &key tol))
  61
  62 (defmethod numerical= ((a real) (b real) &key (tol 0.00001)) ;; real))
  63   ;;(print (format nil " equality pred for real a=~w real b=~w" a b))
  64   (< (abs (- a b)) tol))
  65
  66 ;; can we just worry about reals if integers are a subclass?
  67 (defmethod numerical= ((a integer) (b integer) &key (tol 0.1)) ;; real))
  68   ;;(print (format nil " equality pred for int a=~w int b=~w" a b))
  69   (< (abs (- a b)) tol))
  70
  71 ;;(defmethod numerical= ((a complex) (b complex) &key (tol 0.00001)) ;; real))
  72 ;;  (< (abs (- a b)) tol))
  73
  74
  75 (defmethod numerical= ((a sequence) (b sequence) &key (tol 0.00001))
  76   (print (format nil "checking equality for list a ~w list b=~w" a b))
  77   ;; using sequence for both array and lists -- need to check multi-dim arrays
  78   ;; FIXME++++  This is too slow, too many comparisons!
  79   (if (and (null a) (null b))
  80       t
  81       (if (and (= (length a) (length b))
  82                (> (length a) 0)
  83                (numerical= (car a) (car b) :tol tol))
  84           (progn
  85             (if (= (length (cdr a)) 0)
  86                 t
  87                 (numerical= (cdr a) (cdr b) :tol tol)))
  88           nil)))
  89
  90 ;; (defmethod numerical= ((complex a) (complex b) &key (tol 0.00001))
  91 ;; (defmethod numerical= ((list a) (list b) &key (tol 0.00001))
  92 ;; (defmethod numerical= ((array a) (array b) &key (tol 0.00001))
  93
  94
  95
  96 (deftestsuite lisp-stat-testsupport (lisp-stat)
  97   ()
  98   (:tests
  99    (almost=1 (ensure (almost= 3 3.001 :tol 0.01)))
 100    (almost=2 (ensure (almost= 3 3.01 :tol 0.01)))
 101    (almost=3 (ensure (not (almost= 3 3.1 :tol 0.01))))
 102    (almost=lists1 (ensure (almost=lists nil nil :tol 0.01)))
 103    (almost=lists2 (ensure (almost=lists (list ) (list ) :tol 0.01)))
 104    (almost=lists3 (ensure (almost=lists (list 1.0) (list 1.0) :tol 0.01)))
 105    (almost=lists4 (ensure (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 106    (almost=lists5 (ensure (not (almost=lists (list 1.0 1.0)
 107                                              (list 1.0 1.1) :tol 0.01))))))
 108
 109 (deftestsuite lisp-stat-testsupport2 (lisp-stat)
 110   ()
 111   (:tests
 112    (numerical=1 (ensure (numerical= 3 3.001 :tol 0.01)))
 113    (numerical=1.1 (ensure    (numerical= 2 2)))
 114    (numerical=1.2 (ensure (not (numerical= 2 3))))
 115    (numerical=2 (ensure (numerical= 3 3.01 :tol 0.01)))
 116    (numerical=3 (ensure (not (numerical= 3 3.1 :tol 0.01))))
 117    (numerical=4 (ensure (numerical= nil nil :tol 0.01)))
 118    (numerical=5 (ensure (numerical= (list ) (list ) :tol 0.01)))
 119    (numerical=6 (ensure (numerical= (list 1.0) (list 1.0) :tol 0.01)))
 120    (numerical=7 (ensure (numerical= (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 121    (numerical=7.5 (ensure-error (numerical= 1.0 (list 1.0 1.0) :tol 0.01)))
 122    (numerical=8 (ensure (not (numerical= (list 2.0 2.0 2.2) (list 2.1 2.0 2.2)))))
 123    (numerical=9 (ensure    (numerical= (list 2.1 2.0 2.2) (list 2.1 2.0 2.2)) ))
 124    (numerical=10 (ensure    (numerical= (list 2.1 2.0 2.2 4.2) (list 2.1 2.0 2.2 4.2))))
 125    (numerical=11 (ensure (not (numerical= (list 2.1 2.0 2.3 4.0) (list 2.1 2.0 2.2 4.0)))))
 126    (numerical=12 (ensure (not (numerical= (list 1.0 1.0)
 127                                          (list 1.0 1.1) :tol 0.01))))))
 128
 129
 130
 131 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
 132          (ensure-same
 133           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 134           (list #2A((1.7888543819998317 0.0 0.0)
 135                       (1.6770509831248424 0.11180339887498929 0.0)
 136                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
 137                   5.000000000000003)
 138           :test 'almost=lists))
 139
 140 (addtest (lisp-stat-lin-alg) lu-decomposition
 141          (ensure-same
 142           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 143           (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)))
 144
 145 (addtest (lisp-stat-lin-alg) rcondest
 146          ;; (ensure-same
 147          (ensure-error  ;; it barfs,  FIXME!!
 148           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 149           6.8157451e7
 150           :test 'almost=))
 151
 152 (addtest (lisp-stat-lin-alg) lu-solve
 153          (ensure-same
 154           (lu-solve
 155            (lu-decomp
 156             #2A((2 3 4) (1 2 4) (2 4 5)))
 157            #(2 3 4))
 158           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 159
 160 (addtest (lisp-stat-lin-alg) inverse
 161          (ensure-same
 162           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 163           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 164               (-1.0 -0.6666666666666666 1.3333333333333333)
 165               (0.0 0.6666666666666666 -0.3333333333333333))))
 166
 167 (addtest (lisp-stat-lin-alg)  sv-decomp
 168          (ensure-same
 169           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 170           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 171                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 172                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 173                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 174                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 175                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 176                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 177                 T)
 178           :test 'almost=lists))
 179
 180 (addtest (lisp-stat-lin-alg) qr-decomp
 181          (ensure-same
 182           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 183           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 184                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 185                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 186                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 187                     (0.0 -0.7453559924999292 -1.1925695879998877)
 188                     (0.0 0.0 -1.3416407864998738)))
 189           :test 'almost=lists))
 190
 191 (addtest (lisp-stat-lin-alg) eigen
 192          (ensure-same
 193           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 194           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 195                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 196                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 197                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 198                 NIL)))
 199
 200 (addtest (lisp-stat-lin-alg) spline
 201          (ensure-same
 202           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 203                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 204                   :xvals 6)
 205           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 206                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 207           :test 'almost=lists))
 208
 209 (addtest (lisp-stat-lin-alg) kernel-smooth
 210          (ensure-same
 211           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 212           (kernel-smooth
 213            #(1.0 1.2 1.3 1.8 2.1 2.5)
 214            #(1.2 2.0 2.1 2.0 1.1 2.8)
 215            :xvals 5)
 216           (list (list 1.0 1.375 1.75 2.125 2.5)
 217                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 218                       1.5871511322219498 2.518194783156392))
 219           :test 'almost=lists))
 220
 221 (addtest (lisp-stat-lin-alg) kernel-dens
 222          (ensure-same
 223           (kernel-dens
 224            #(1.0 1.2 2.5 2.1 1.8 1.2)
 225            :xvals 5)
 226           (list (list 1.0 1.375 1.75 2.125 2.5)
 227                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 228                       0.4829822708587095 0.3485939156929503))))
 229
 230
 231 (addtest (lisp-stat-lin-alg) fft
 232          (ensure-same
 233           (fft #(1.0 1.2 2.5 2.1 1.8))
 234           (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)))
 235           :test 'almost=lists))
 236
 237
 238 (addtest (lisp-stat-lin-alg) lowess
 239          (ensure-same
 240           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 241                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 242           #(1.0 1.2 1.2 1.8 2.1 2.5)
 243           :test 'almost=lists)) ;; result isn't a list!
 244
 245
 246
 247 ;;;; Log-gamma function
 248
 249 (addtest (lisp-stat-spec-fns) log-gamma-fn
 250          (ensure-same
 251           (log-gamma 3.4)
 252           1.0923280596789584
 253           :test 'almost=))
 254
 255
 256 ;;; Probability distributions
 257
 258 ;; This macro should be generalized, but it's a good start now.
 259 ;;(defmacro ProbDistnTests (prefixName
 260 ;;                        quant-params quant-answer
 261 ;;                        cdf-params cdf-answer
 262 ;;                        pmf-params pmf-answer
 263 ;;                        rand-params rand-answer)
 264 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 265 ;;    ;;  ((  ))
 266 ;;    (:documentation "testing for ,testName distribution results")
 267 ;;    (:test (ensure-same
 268 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 269 ;;    (:test (ensure-same
 270 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 271 ;;    (:test (ensure-same
 272 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 273 ;;    (:test (progn
 274 ;;           (set-seed 234)
 275 ;;           (ensure-same
 276 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 277
 278 ;;; Normal distribution
 279
 280 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 281   ()
 282   (:documentation "testing for Gaussian distn results")
 283   (:test (ensure-same
 284           (normal-quant 0.95)
 285           1.6448536279366268))
 286   (:test (ensure-same
 287           (normal-cdf 1.3)
 288           0.9031995154143897))
 289   (:test (ensure-same
 290           (normal-dens 1.3)
 291           0.17136859204780736))
 292   (:test (ensure-same
 293           (normal-rand 2)
 294           (list -0.40502015f0 -0.8091404f0)))
 295   (:test (ensure-same
 296           (bivnorm-cdf 0.2 0.4 0.6)
 297           0.4736873734160288)))
 298
 299 ;;;; Cauchy distribution
 300
 301 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 302   ()
 303   (:documentation "testing for Cachy-distn results")
 304   (:test (ensure-same
 305           (cauchy-quant 0.95)
 306           6.313751514675031))
 307   (:test (ensure-same
 308           (cauchy-cdf 1.3)
 309           0.7912855998398473))
 310   (:test (ensure-same
 311           (cauchy-dens 1.3)
 312           0.1183308127104695 ))
 313   (:test (ensure-same
 314           (cauchy-rand 2)
 315           (list -1.06224644160405 -0.4524695943939537))))
 316
 317 ;;;; Gamma distribution
 318
 319 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 320   ()
 321   (:documentation "testing for gamma distn results")
 322   (:test (ensure-same
 323           (gamma-quant 0.95 4.3)
 324           8.178692439291645))
 325   (:test (ensure-same
 326           (gamma-cdf 1.3 4.3)
 327           0.028895150986674906))
 328   (:test (ensure-same
 329           (gamma-dens 1.3 4.3)
 330           0.0731517686447374))
 331   (:test (ensure-same
 332           (gamma-rand 2 4.3)
 333           (list 2.454918912880936 4.081365384357454))))
 334
 335 ;;;; Chi-square distribution
 336
 337 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 338   ()
 339   (:documentation "testing for Chi-square distn results")
 340   (:test (ensure-same
 341           (chisq-quant 0.95 3)
 342           7.814727903379012))
 343   (:test (ensure-same
 344           (chisq-cdf 1 5)
 345           0.03743422675631789))
 346   (:test (ensure-same
 347           (chisq-dens 1 5)
 348           0.08065690818083521))
 349   (:test (progn
 350            (set-seed 353)
 351            (ensure-same
 352             (chisq-rand 2 4)
 353             (list 1.968535826180572 2.9988646156942997)))))
 354
 355 ;;;; Beta distribution
 356
 357 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 358   ()
 359   (:documentation "testing for beta distn results")
 360   (:test (ensure-same
 361           (beta-quant 0.95 3 2)
 362           0.9023885371149876))
 363   (:test (ensure-same
 364           (beta-cdf 0.4 2 2.4)
 365           0.4247997418541529 ))
 366   (:test (ensure-same
 367           (beta-dens 0.4 2 2.4)
 368           1.5964741858913518 ))
 369   (:test (ensure-same
 370           (beta-rand 2 2 2.4)
 371           (list 0.8014897077282279 0.6516371997922659))))
 372
 373 ;;;; t distribution
 374
 375 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 376   ()
 377   (:documentation "testing for t-distn results")
 378   (:test (ensure-same
 379           (t-quant 0.95 3)
 380           2.35336343484194))
 381   (:test (ensure-same
 382           (t-cdf 1 2.3)
 383           0.794733624298342))
 384   (:test (ensure-same
 385           (t-dens 1 2.3)
 386           0.1978163816318102))
 387   (:test (ensure-same
 388           (t-rand 2 2.3)
 389           (list -0.34303672776089306 -1.142505872436518))))
 390
 391 ;;;; F distribution
 392
 393 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 394   ()
 395   (:documentation "testing for f-distn results")
 396   (:test (ensure-same
 397           (f-quant 0.95 3 5) 5.409451318117459))
 398   (:test (ensure-same
 399           (f-cdf 1 3.2 5.4)
 400           0.5347130905510765))
 401   (:test (ensure-same
 402           (f-dens 1 3.2 5.4)
 403           0.37551128864591415))
 404   (:test (progn
 405            (set-seed 234)
 406            (ensure-same
 407             (f-rand 2 3 2)
 408             (list 0.7939093442091963 0.07442694152491144)))))
 409
 410 ;;;; Poisson distribution
 411
 412 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 413   ()
 414   (:documentation "testing for poisson distribution results")
 415   (:test (ensure-same
 416           (poisson-quant 0.95 3.2) 6))
 417   (:test (ensure-same
 418           (poisson-cdf 1 3.2)
 419           0.17120125672252395))
 420   (:test (ensure-same
 421           (poisson-pmf 1 3.2)
 422           0.13043905274097067))
 423   (:test (progn
 424            (set-seed 234)
 425            (ensure-same
 426             (poisson-rand 5 3.2)
 427             (list 2 1 2 0 3)))))
 428
 429 ;; Binomial distribution
 430
 431 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 432   ()
 433   (:documentation "testing for binomial distribution results")
 434
 435   (:test (ensure-same
 436           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 437           ))
 438   (:test (ensure-same
 439           (binomial-quant 0 3 0.4)
 440           ;; -2147483648
 441           ))
 442   (:test (ensure-same
 443           (binomial-cdf 1 3 0.4)
 444           0.6479999999965776))
 445
 446   (:test (ensure-same
 447           (binomial-pmf 1 3 0.4)
 448           0.4320000000226171))
 449   (:test (progn
 450            (set-seed 526)
 451            (ensure-same
 452             (binomial-rand 5 3 0.4)
 453             (list 2 2 0 1 2)))))