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