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
   7 ;;; This is semi-external to lispstat core packages.  The dependency
   8 ;;; should be that lispstat packages are dependencies for the unit
   9 ;;; tests.  However, where they will end up is still to be
  10 ;;; determined.
  11
  12 (in-package #:cl-user)
  13
  14
  15 (defpackage #:lispstat-tests
  16   (:use :lift :lisp-stat)
  17   (:export run-ls-tests run-ls-test scoreboard))
  18
  19 (in-package #:lispstat-tests)
  20
  21
  22
  23
  24 ;;; TESTS
  25
  26 ;; optimization-related functions not tested
  27 ;;(lisp-stat-optimize:numgrad
  28 ;;(lisp-stat-optimize:numhess
  29 ;;(lisp-stat-optimize::minfo-maximize
  30
  31 ;; the rest return reasonable values, except BINOMIAL-QUANT:
  32 ;; (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
  33 ;; (lisp-stat-basics:binomial-quant 0 3 0.4) ;;; -2147483648
  34
  35
  36 (deftestsuite ls-lin-alg () ())
  37
  38 (addtest (ls-lin-alg)
  39          (ensure-same
  40           (lisp-stat-linalg:chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  41           (#2A((1.7888543819998317 0.0 0.0)
  42                (1.6770509831248424 0.11180339887498929 0.0)
  43                (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  44               5.000000000000003)
  45
  46 (addtest (ls-lin-alg)
  47          (ensure-same
  48           (lisp-stat-linalg:lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  49           (#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)))
  50
  51 (addtest (ls-lin-alg)
  52          (ensure-same
  53           (lisp-stat-linalg:lu-solve
  54            (lisp-stat-linalg:lu-decomp #2A((2 3 4) (1 2 4) (2 4 5)))
  55            #(2 3 4))
  56           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  57
  58
  59 (addtest (ls-lin-alg)
  60          (ensure-same
  61
  62           (lisp-stat-linalg:inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  63           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  64               (-1.0 -0.6666666666666666 1.3333333333333333)
  65               (0.0 0.6666666666666666 -0.3333333333333333))))
  66
  67 (addtest (ls-lin-alg)
  68          (ensure-same
  69
  70           (lisp-stat-linalg:sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  71           (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  72                (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  73                (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  74               #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  75               #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  76                   (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  77                   (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  78               T)))
  79
  80
  81 (addtest (ls-lin-alg)
  82          (ensure-same
  83
  84           (lisp-stat-linalg:qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  85  (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  86       (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  87       (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  88   #2A((-3.0 -5.333333333333334 -7.333333333333332)
  89       (0.0 -0.7453559924999292 -1.1925695879998877)
  90       (0.0 0.0 -1.3416407864998738))) ))
  91
  92 (addtest (ls-lin-alg)
  93          (ensure-same
  94
  95           (lisp-stat-linalg:rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  96           6.8157451e7 ))
  97
  98 (addtest (ls-lin-alg)
  99          (ensure-same
 100
 101           (lisp-stat-linalg:eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 102           (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 103             (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 104               #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 105               #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 106             NIL) ))
 107
 108 (addtest (ls-lin-alg)
 109          (ensure-same
 110
 111           (lisp-stat-linalg:spline
 112            #(1.0 1.2 1.3 1.8 2.1 2.5)
 113            #(1.2 2.0 2.1 2.0 1.1 2.8)
 114            :xvals 6)
 115           ((1.0 1.3 1.6 1.9 2.2 2.5)
 116            (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 117           ))
 118
 119 (addtest (ls-lin-alg)
 120          (ensure-same
 121
 122           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 123           (lisp-stat-linalg:kernel-smooth
 124            #(1.0 1.2 1.3 1.8 2.1 2.5)
 125            #(1.2 2.0 2.1 2.0 1.1 2.8)
 126            :xvals 5)
 127           ((1.0 1.375 1.75 2.125 2.5)
 128            (1.6603277642110226 1.9471748095239771 1.7938127405752287
 129                                1.5871511322219498 2.518194783156392)) ))
 130
 131 (addtest (ls-lin-alg)
 132          (ensure-same
 133
 134           (lisp-stat-linalg:kernel-dens
 135            #(1.0 1.2 2.5 2.1 1.8 1.2)
 136            :xvals 5)
 137           ((1.0 1.375 1.75 2.125 2.5)
 138            (0.7224150453621405 0.5820045548233707 0.38216411702854214
 139                                 0.4829822708587095 0.3485939156929503)) ))
 140
 141 (addtest (ls-lin-alg)
 142          (ensure-same
 143
 144           (lisp-stat-linalg:fft #(1.0 1.2 2.5 2.1 1.8))
 145           #(#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)) ))
 146
 147 (deftestsuite ls-stat () ())
 148
 149 (addtest (ls-stat)
 150          (ensure-same
 151           (lisp-stat-descriptive-statistics:lowess
 152            #(1.0 1.2 2.5 2.1 1.8 1.2)
 153            #(1.2 2.0 2.1 2.0 1.1 2.8))
 154           (#(1.0 1.2 1.2 1.8 2.1 2.5))))
 155
 156 ;;;; Log-gamma function
 157
 158 (addtest (ls-spec-fns)
 159          (ensure-same
 160           (lisp-stat-basics:log-gamma 3.4)
 161           1.0923280596789584))
 162
 163
 164
 165 (defmacro ProbDistnTests (prefixName
 166                           quant-params quant-answer
 167                           cdf-params cdf-answer
 168                           pmf-params pmf-answer
 169                           rand-params rand-answer)
 170
 171   (deftestsuite ls-probdist-,prefixName (ls-probdistn)
 172     ;;  ((  ))
 173     (:documentation "testing for ,testName distribution results")
 174     (:test (ensure-same
 175             (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 176     (:test (ensure-same
 177             (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 178     (:test (ensure-same
 179             (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 180     (:test (progn
 181              (set-seed 234)
 182              (ensure-same
 183               (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 184
 185
 186
 187
 188 ;;;; Normal distribution
 189
 190
 191
 192
 193 (addtest (ls-probdistn)
 194          (ensure-same
 195
 196 (lisp-stat-basics:normal-quant 0.95) ;;1.6448536279366268
 197 (lisp-stat-basics:normal-cdf 1.3) ;;0.9031995154143897
 198 (lisp-stat-basics:normal-dens 1.3) ;;0.17136859204780736
 199 (lisp-stat-basics:normal-rand 2) ;;(-0.40502015f0 -0.8091404f0)
 200
 201 (lisp-stat-basics:bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288
 202
 203 ;;;; Cauchy distribution
 204
 205 (addtest (ls-probdistn)
 206          (ensure-same
 207
 208 (lisp-stat-basics:cauchy-quant 0.95) ;;6.313751514675031
 209 (lisp-stat-basics:cauchy-cdf 1.3) ;;0.7912855998398473
 210 (lisp-stat-basics:cauchy-dens 1.3) ;;0.1183308127104695
 211 (lisp-stat-basics:cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537)
 212
 213 ;;;; Gamma distribution
 214
 215 (addtest (ls-probdistn)
 216          (ensure-same
 217
 218 (lisp-stat-basics:gamma-quant 0.95 4.3) ;;8.178692439291645
 219 (lisp-stat-basics:gamma-cdf 1.3 4.3) ;;0.028895150986674906
 220 (lisp-stat-basics:gamma-dens 1.3 4.3) ;;0.0731517686447374
 221 (lisp-stat-basics:gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454)
 222
 223 ;;;; Chi-square distribution
 224
 225 (addtest (ls-probdistn)
 226          (ensure-same
 227
 228 (lisp-stat-basics:chisq-quant 0.95 3) ;;7.814727903379012
 229 (lisp-stat-basics:chisq-cdf 1 5) ;;0.03743422675631789
 230 (lisp-stat-basics:chisq-dens 1 5) ;;0.08065690818083521
 231 (lisp-stat-basics:chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997)
 232
 233 ;;;; Beta distribution
 234
 235 (addtest (ls-probdistn)
 236          (ensure-same
 237
 238 (lisp-stat-basics:beta-quant 0.95 3 2) ;;0.9023885371149876
 239 (lisp-stat-basics:beta-cdf 0.4 2 2.4) ;;0.4247997418541529
 240 (lisp-stat-basics:beta-dens 0.4 2 2.4) ;;1.5964741858913518
 241 (lisp-stat-basics:beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659)
 242
 243 ;;;; t distribution
 244
 245 (addtest (ls-probdistn)
 246          (ensure-same
 247
 248
 249 (lisp-stat-basics:t-quant 0.95 3) ;;2.35336343484194
 250 (lisp-stat-basics:t-cdf 1 2.3) ;;0.794733624298342
 251 (lisp-stat-basics:t-dens 1 2.3) ;;0.1978163816318102
 252 (lisp-stat-basics:t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518)
 253
 254 ;;;; F distribution
 255
 256 (addtest (ls-probdistn)
 257          (ensure-same
 258
 259 (lisp-stat-basics:f-quant 0.95 3 5) ;;5.409451318117459
 260 (lisp-stat-basics:f-cdf 1 3.2 5.4) ;;0.5347130905510765
 261 (lisp-stat-basics:f-dens 1 3.2 5.4) ;;0.37551128864591415
 262 (lisp-stat-basics:f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144)
 263
 264 ;;;; Poisson distribution
 265
 266 (deftestsuite ls-probdist-poisson (ls-probdistn)
 267 ;;  ((  ))
 268   (:documentation "testing for binomial distribution results")
 269   (:test (ensure-same
 270           (lisp-stat-basics:poisson-quant 0.95 3.2) 6))
 271   (:test (ensure-same
 272           (lisp-stat-basics:poisson-cdf 1 3.2)
 273           0.17120125672252395))
 274   (:test (ensure-same
 275           (lisp-stat-basics:poisson-pmf 1 3.2)
 276           0.13043905274097067))
 277   (:test (progn
 278            (set-seed 234)
 279            (ensure-same
 280             (lisp-stat-basics:poisson-rand 5 3.2)
 281             (list 2 1 2 0 3)))))
 282
 283 ;; Binomial distribution
 284
 285 (deftestsuite ls-probdist-binomial (ls-probdistn)
 286 ;;  ((  ))
 287   (:documentation "testing for binomial distribution results")
 288   (:test (ensure-same
 289           (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 290           ))
 291   (:test (ensure-same
 292           (lisp-stat-basics:binomial-quant 0 3 0.4)
 293           ;; -2147483648
 294           ))
 295   (:test (ensure-same
 296           (lisp-stat-basics:binomial-cdf 1 3 0.4)
 297           0.6479999999965776))
 298
 299   (:test (ensure-same
 300           (lisp-stat-basics:binomial-pmf 1 3 0.4)
 301           0.4320000000226171))
 302   (:test (progn
 303            (set-seed 526)
 304            (ensure-same
 305             (lisp-stat-basics:binomial-rand 5 3 0.4)
 306             (list 2 2 0 1 2)))))
 307
 308
 309 ;;; External support for running tests
 310
 311 (defun run-ls-tests)