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
  36 (deftestsuite lisp-stat () ())
  37 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  38 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  39 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  40
  41
  42 ;; Need to consider a CLOSy approach for almost= to cover the range of
  43 ;; possible data structures that we would like to be equal to a
  44 ;; particular tolerance range.
  45
  46 (defun almost= (a b &key (tol 0.000001))
  47    (< (abs (- a b)) tol))
  48
  49 (defun almost=lists (a b &key (tol 0.000001))
  50   "Numerically compare 2 lists using almost=."
  51   (if (and (null a) (null b))
  52       t
  53       (and (almost= (car a) (car b) :tol tol)
  54            (almost=lists (cdr a) (cdr b) :tol tol))))
  55
  56 (deftestsuite lisp-stat-unitsupport (lisp-stat) ())
  57
  58 ;;; FIXME THIS IS WRONG
  59 (add-test (lisp-stat-testsupport) almost=-1
  60           (almost= 3 3.001 :tol 0.01)
  61           (almost= 3 3.01 :tol 0.01)
  62           (almost= 3 3.1 :tol 0.01)
  63           )
  64
  65 ;;; FIXME THIS IS WRONG
  66 (add-test (lisp-stat-testsupport) almost=lists-1
  67           (almost=lists nil nil :tol 0.01)
  68           (almost=lists (list ) (list ) :tol 0.01)
  69           (almost=lists (list 1.0) (list 1.0) :tol 0.01)
  70           (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)
  71           (almost=lists (list 1.0 1.0) (list 1.0 1.1) :tol 0.01)
  72           (almost=lists testlist1 testlist3 :tol 0.01)
  73           )
  74
  75 ;; ;;; and add a test to it
  76 ;; (addtest (lisp-stat)
  77 ;;   (ensure-same (+ 1 1) 2))
  78 ;; ;; => #<Test passed>
  79
  80 ;; ;;; add another test using ensure-error
  81 ;; (addtest (lisp-stat-lin-alg)
  82 ;;   (ensure-error (let ((x 0)) (/ x))))
  83 ;; ;; => #<Test passed>
  84
  85 ;; ;;; add another, slightly more specific test
  86 ;; (addtest (lisp-stat)
  87 ;;   (ensure-condition division-by-zero (let ((x 0)) (/ x))))
  88 ;; ;; => #<Test passed>
  89
  90 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
  91          (ensure-same
  92           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  93           (list #2A((1.7888543819998317 0.0 0.0)
  94                       (1.6770509831248424 0.11180339887498929 0.0)
  95                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  96                   5.000000000000003)
  97           :test 'almost=lists))
  98
  99
 100
 101
 102 ;; (print-tests)
 103 ;; (run-test :name 'cholesky-decomposition-1)
 104 ;; (describe (run-test :name 'cholesky-decomposition-1))
 105
 106 (addtest (lisp-stat-lin-alg) lu-decomposition
 107          (ensure-same
 108           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 109           (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)))
 110
 111 (addtest (lisp-stat-lin-alg) rcondest
 112          (ensure-same
 113           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 114           6.8157451e7 ))
 115
 116 (addtest (lisp-stat-lin-alg) lu-solve
 117          (ensure-same
 118           (lu-solve
 119            (lu-decomp
 120             #2A((2 3 4) (1 2 4) (2 4 5)))
 121            #(2 3 4))
 122           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 123
 124 (addtest (lisp-stat-lin-alg) inverse
 125          (ensure-same
 126           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 127           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 128               (-1.0 -0.6666666666666666 1.3333333333333333)
 129               (0.0 0.6666666666666666 -0.3333333333333333))))
 130
 131 (addtest (lisp-stat-lin-alg)  sv-decomp
 132          (ensure-same
 133           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 134           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 135                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 136                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 137                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 138                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 139                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 140                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 141                 T)))
 142
 143 (addtest (lisp-stat-lin-alg) qr-decomp
 144          (ensure-same
 145           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 146           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 147                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 148                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 149                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 150                     (0.0 -0.7453559924999292 -1.1925695879998877)
 151                     (0.0 0.0 -1.3416407864998738)))))
 152
 153 (addtest (lisp-stat-lin-alg) eigen
 154          (ensure-same
 155           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 156           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 157                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 158                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 159                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 160                 NIL)))
 161
 162 (addtest (lisp-stat-lin-alg) spline
 163          (ensure-same
 164           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 165                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 166                   :xvals 6)
 167           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 168                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 169
 170 (addtest (lisp-stat-lin-alg) kernel-smooth
 171          (ensure-same
 172           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 173           (kernel-smooth
 174            #(1.0 1.2 1.3 1.8 2.1 2.5)
 175            #(1.2 2.0 2.1 2.0 1.1 2.8)
 176            :xvals 5)
 177           (list (list 1.0 1.375 1.75 2.125 2.5)
 178                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 179                       1.5871511322219498 2.518194783156392))))
 180
 181 (addtest (lisp-stat-lin-alg) kernel-dens
 182          (ensure-same
 183           (kernel-dens
 184            #(1.0 1.2 2.5 2.1 1.8 1.2)
 185            :xvals 5)
 186           (list (list 1.0 1.375 1.75 2.125 2.5)
 187                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 188                       0.4829822708587095 0.3485939156929503))))
 189
 190
 191 (addtest (lisp-stat-lin-alg) fft
 192          (ensure-same
 193           (fft #(1.0 1.2 2.5 2.1 1.8))
 194           (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)))))
 195
 196 (addtest (lisp-stat-lin-alg) lowess
 197          (ensure-same
 198           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 199                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 200            #(1.0 1.2 1.2 1.8 2.1 2.5)))
 201
 202
 203
 204 ;;;; Log-gamma function
 205
 206 (addtest (lisp-stat-spec-fns) log-gamma-fn
 207          (ensure-same
 208           (log-gamma 3.4)
 209           1.0923280596789584))
 210
 211
 212 #+nil(progn
 213
 214 ;;; Probability distributions
 215
 216 ;; This macro should be generalized, but it's a good start now.
 217 ;;(defmacro ProbDistnTests (prefixName
 218 ;;                        quant-params quant-answer
 219 ;;                        cdf-params cdf-answer
 220 ;;                        pmf-params pmf-answer
 221 ;;                        rand-params rand-answer)
 222 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 223 ;;    ;;  ((  ))
 224 ;;    (:documentation "testing for ,testName distribution results")
 225 ;;    (:test (ensure-same
 226 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 227 ;;    (:test (ensure-same
 228 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 229 ;;    (:test (ensure-same
 230 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 231 ;;    (:test (progn
 232 ;;           (set-seed 234)
 233 ;;           (ensure-same
 234 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 235
 236 ;;; Normal distribution
 237
 238 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 239   (:documentation "testing for Gaussian distn results")
 240   (:test (ensure-same
 241           (normal-quant 0.95)
 242           1.6448536279366268))
 243   (:test (ensure-same
 244           (normal-cdf 1.3)
 245           0.9031995154143897))
 246   (:test (ensure-same
 247           (normal-dens 1.3)
 248           0.17136859204780736))
 249   (:test (ensure-same
 250           (normal-rand 2)
 251           (list -0.40502015f0 -0.8091404f0)))
 252   (:test (ensure-same
 253           (bivnorm-cdf 0.2 0.4 0.6)
 254           0.4736873734160288)))
 255
 256 ;;;; Cauchy distribution
 257
 258 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 259   (:documentation "testing for Cachy-distn results")
 260   (:test (ensure-same
 261           (cauchy-quant 0.95)
 262           6.313751514675031))
 263   (:test (ensure-same
 264           (cauchy-cdf 1.3)
 265           0.7912855998398473))
 266   (:test (ensure-same
 267           (cauchy-dens 1.3)
 268           0.1183308127104695 ))
 269   (:test (ensure-same
 270           (cauchy-rand 2)
 271           (-1.06224644160405 -0.4524695943939537))))
 272
 273 ;;;; Gamma distribution
 274
 275 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 276   (:documentation "testing for gamma distn results")
 277   (:test (ensure-same
 278           (gamma-quant 0.95 4.3)
 279           8.178692439291645))
 280   (:test (ensure-same
 281           (gamma-cdf 1.3 4.3)
 282           0.028895150986674906))
 283   (:test (ensure-same
 284           (gamma-dens 1.3 4.3)
 285           0.0731517686447374))
 286   (:test (ensure-same
 287           (gamma-rand 2 4.3)
 288           (2.454918912880936 4.081365384357454))))
 289
 290 ;;;; Chi-square distribution
 291
 292 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 293   ()
 294   (:documentation "testing for Chi-square distn results")
 295   (:test (ensure-same
 296           (chisq-quant 0.95 3)
 297           7.814727903379012))
 298   (:test (ensure-same
 299           (chisq-cdf 1 5)
 300           0.03743422675631789))
 301   (:test (ensure-same
 302           (chisq-dens 1 5)
 303           0.08065690818083521))
 304   (:test (progn
 305            (set-seed 353)
 306            (ensure-same
 307             (chisq-rand 2 4)
 308             (list 1.968535826180572 2.9988646156942997)))))
 309
 310 ;;;; Beta distribution
 311
 312 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 313   ()
 314   (:documentation "testing for beta distn results")
 315   (:test (ensure-same
 316           (beta-quant 0.95 3 2)
 317           0.9023885371149876))
 318   (:test (ensure-same
 319           (beta-cdf 0.4 2 2.4)
 320           0.4247997418541529 ))
 321   (:test (ensure-same
 322           (beta-dens 0.4 2 2.4)
 323           1.5964741858913518 ))
 324   (:test (ensure-same
 325           (beta-rand 2 2 2.4)
 326           (list 0.8014897077282279 0.6516371997922659))))
 327
 328 ;;;; t distribution
 329
 330 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 331   (:documentation "testing for t-distn results")
 332   (:test (ensure-same
 333           (t-quant 0.95 3)
 334           2.35336343484194))
 335   (:test (ensure-same
 336           (t-cdf 1 2.3)
 337           0.794733624298342))
 338   (:test (ensure-same
 339           (t-dens 1 2.3)
 340           0.1978163816318102))
 341   (:test (ensure-same
 342           (t-rand 2 2.3)
 343           (list -0.34303672776089306 -1.142505872436518))))
 344
 345 ;;;; F distribution
 346
 347 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 348   (:documentation "testing for f-distn results")
 349   (:test (ensure-same
 350           (f-quant 0.95 3 5) 5.409451318117459))
 351   (:test (ensure-same
 352           (f-cdf 1 3.2 5.4)
 353           0.5347130905510765))
 354   (:test (ensure-same
 355           (f-dens 1 3.2 5.4)
 356           0.37551128864591415))
 357   (:test (progn
 358            (set-seed 234)
 359            (ensure-same
 360             (f-rand 2 3 2)
 361             (list 0.7939093442091963 0.07442694152491144)))))
 362
 363 ;;;; Poisson distribution
 364
 365 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 366 ;;  ((  ))
 367   (:documentation "testing for poisson distribution results")
 368   (:test (ensure-same
 369           (poisson-quant 0.95 3.2) 6))
 370   (:test (ensure-same
 371           (poisson-cdf 1 3.2)
 372           0.17120125672252395))
 373   (:test (ensure-same
 374           (poisson-pmf 1 3.2)
 375           0.13043905274097067))
 376   (:test (progn
 377            (set-seed 234)
 378            (ensure-same
 379             (poisson-rand 5 3.2)
 380             (list 2 1 2 0 3)))))
 381
 382 ;; Binomial distribution
 383
 384 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 385 ;;  ((  ))
 386   (:documentation "testing for binomial distribution results")
 387
 388   (:test (ensure-same
 389           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 390           ))
 391   (:test (ensure-same
 392           (binomial-quant 0 3 0.4)
 393           ;; -2147483648
 394           ))
 395   (:test (ensure-same
 396           (binomial-cdf 1 3 0.4)
 397           0.6479999999965776))
 398
 399   (:test (ensure-same
 400           (binomial-pmf 1 3 0.4)
 401           0.4320000000226171))
 402   (:test (progn
 403            (set-seed 526)
 404            (ensure-same
 405             (binomial-rand 5 3 0.4)
 406             (list 2 2 0 1 2)))))
 407
 408 )