src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-03-16 21:56:47 tony>
   4 ;;; Creation:   <2008-03-11 19:18:34 user>
   5 ;;; File:       packages.lisp
   6 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   7 ;;; Copyright:  (c)2007--2008, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   8 ;;;             on how it arrives.
   9 ;;; Purpose:    package structure description for lispstat
  10
  11 ;;; What is this talk of 'release'? Klingons do not make software
  12 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  13 ;;; designers and quality assurance people in its wake.
  14
  15 ;;; This organization and structure is new to the 21st Century
  16 ;;; version.
  17
  18 (in-package :cl-user)
  19
  20 ;;; LispStat Basics
  21
  22 (defpackage :lisp-stat-object-system
  23   (:nicknames :ls-objects :lsos)
  24   (:use :common-lisp)
  25   (:shadow :call-method :call-next-method :slot-value)
  26   (:export ls-object objectp *object* kind-of-p make-object
  27            *message-hook*
  28            *set-slot-hook* slot-value self
  29            send call-next-method call-method
  30            defmeth defproto instance-slots proto-name))
  31
  32 (defpackage :lisp-stat-types
  33   (:documentation "Provides some typeing for LispStat, but is clearly
  34   a bit incomplete.")
  35   (:use :common-lisp)
  36   (:export fixnump
  37            check-nonneg-fixnum check-one-nonneg-fixnum
  38            check-one-fixnum check-one-real check-one-number))
  39
  40 (defpackage :lisp-stat-float
  41   (:use :common-lisp)
  42   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  43            machine-epsilon base-float makedouble
  44
  45            make-base-trans-fun-2 make-base-trans-fun
  46
  47            base-log base-exp base-expt base-sqrt base-sin base-cos
  48            base-tan base-asin base-acos base-atan base-sinh
  49            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  50            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  51            BASE-FROUND BASE-SIGNUM BASE-CIS))
  52
  53 (defpackage :lisp-stat-compound-data
  54   (:use :common-lisp
  55         :lisp-stat-object-system
  56         :lisp-stat-types)
  57   (:shadowing-import-from :lisp-stat-object-system
  58                           slot-value
  59                           call-next-method call-method)
  60   (:export compound-data-p *compound-data-proto*
  61            compound-object-p
  62            compound-data-seq compound-data-length
  63            element-list element-seq
  64            sort-data order rank
  65            recursive-map-elements map-elements repeat
  66            check-sequence
  67            get-next-element make-next-element set-next-element
  68            ;; sequencep
  69            iseq ordered-nneg-seq
  70            select split-list which
  71            difference rseq
  72            flatten-list))
  73
  74 (defpackage :lisp-stat-macros
  75   (:use :common-lisp
  76         :lisp-stat-compound-data)
  77   (:export make-rv-function make-rv-function-1))
  78
  79 (defpackage :lisp-stat-basics
  80     (:use :common-lisp
  81           :lisp-stat-object-system
  82           :lisp-stat-types
  83           :lisp-stat-float
  84           :lisp-stat-macros
  85           :lisp-stat-compound-data)
  86   (:shadowing-import-from :lisp-stat-object-system
  87                           slot-value call-method call-next-method)
  88   (:export permute-array sum prod count-elements mean
  89            if-else sample))
  90
  91 (defpackage :lisp-stat-float
  92   (:use :common-lisp)
  93   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  94            machine-epsilon base-float makedouble
  95
  96            make-base-trans-fun-2 make-base-trans-fun
  97
  98            BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
  99            BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
 100            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
 101            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
 102            BASE-FROUND BASE-SIGNUM BASE-CIS))
 103
 104 (defpackage :lisp-stat-macros
 105   (:use :common-lisp
 106         :lisp-stat-compound-data)
 107   (:export make-rv-function make-rv-function-1))
 108
 109 ;;; NEW CLOS STRUCTURE
 110
 111 (defpackage :lisp-stat-data-clos
 112   (:use :common-lisp
 113         :lisp-matrix)
 114   (:export
 115    ;; generic container class for data -- if small enough
 116    ;; could be value, otherwise might be reference.
 117    dataframe-like
 118    dataframe-array
 119    get-variable-matrix get-variable-vector
 120    data-pointer))
 121
 122 #|
 123 (defpackage :lisp-stat-regression-linear-clos
 124   (:use :common-lisp
 125         :lisp-matrix
 126         :lisp-stat-data-clos)
 127   (:export regression-model))
 128 |#
 129
 130
 131 ;;; USER PACKAGES
 132
 133 (defpackage :lisp-stat-ffi-int
 134   (:use :common-lisp
 135         :cffi)
 136   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 137            get-buf ))
 138
 139 (defpackage :lisp-stat-probability
 140   (:use :common-lisp
 141         :cffi
 142         :lisp-stat-ffi-int
 143         :lisp-stat-macros)
 144   (:export log-gamma set-seed
 145            uniform-rand
 146            normal-cdf normal-quant normal-dens normal-rand
 147            bivnorm-cdf
 148            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 149            gamma-cdf gamma-quant gamma-dens gamma-rand
 150            chisq-cdf chisq-quant chisq-dens chisq-rand
 151            beta-cdf beta-quant beta-dens beta-rand
 152            t-cdf t-quant t-dens t-rand
 153            f-cdf f-quant f-dens f-rand
 154            poisson-cdf poisson-quant poisson-pmf poisson-rand
 155            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 156
 157
 158 #| removed, replace by lisp-matrix
 159 (defpackage :lisp-stat-matrix
 160   (:use :common-lisp
 161         :cffi
 162         :lisp-stat-compound-data)
 163   (:export matrixp ;;  matrix -- conflicts!
 164            num-rows num-cols matmult identity-matrix diagonal
 165            row-list column-list inner-product outer-product
 166            cross-product
 167            ;; transpose bind-columns bind-rows
 168            array-data-vector vector-to-array
 169
 170            check-matrix check-square-matrix
 171
 172            copy-array copy-vector
 173            ))
 174 |#
 175
 176 #| replaced by lisp-matrix
 177 (defpackage :lisp-stat-linalg-data
 178   (:use :common-lisp
 179         :cffi
 180         :lisp-stat-ffi-int
 181         :lisp-stat-types
 182         :lisp-stat-compound-data
 183         :lisp-stat-matrix)
 184   (:export ;; more to add
 185       +mode-in+ +mode-re+ +mode-cx+ mode-of
 186
 187       la-data-mode la-allocate la-free
 188
 189       la-get-double la-put-double
 190       la-put-integer
 191
 192       la-matrix la-free-matrix la-matrix-to-data la-data-to-matrix
 193       la-vector la-free-vector la-vector-to-data la-data-to-vector ))
 194 |#
 195
 196 (defpackage :lisp-stat-math
 197    (:use :common-lisp
 198          :lisp-stat-object-system
 199          :lisp-stat-macros
 200          :lisp-stat-compound-data
 201          :lisp-stat-float)
 202    (:shadowing-import-from :lisp-stat-object-system
 203                            slot-value call-method call-next-method)
 204    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 205            asin acos atan sinh cosh tanh asinh acosh atanh float random
 206            truncate floor ceiling round minusp zerop plusp evenp oddp
 207            < <= = /= >= > ;; complex
 208            conjugate realpart imagpart phase
 209            min max logand logior logxor lognot ffloor fceiling
 210            ftruncate fround signum cis)
 211    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 212            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 213            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 214            /= >= > ;; complex
 215            conjugate realpart imagpart phase min max
 216            logand logior logxor lognot ffloor fceiling ftruncate fround
 217            signum cis)
 218    (:documentation "Vectorization of numerical functions"))
 219
 220
 221 #| ;; some of this goes back in, but not all of it?
 222 (defpackage :lisp-stat-linalg
 223   (:use :common-lisp
 224         :cffi
 225         :lisp-matrix
 226         :lisp-stat-math
 227         :lisp-stat-types
 228         :lisp-stat-float
 229         :lisp-stat-compound-data)
 230   (:shadowing-import-from :lisp-stat-math
 231           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 232           asin acos atan sinh cosh tanh asinh acosh atanh float random
 233           truncate floor ceiling round minusp zerop plusp evenp oddp
 234           < <= = /= >= > complex conjugate realpart imagpart phase
 235           min max logand logior logxor lognot ffloor fceiling
 236           ftruncate fround signum cis)
 237   (:export chol-decomp lu-decomp lu-solve determinant inverse
 238            sv-decomp qr-decomp rcondest make-rotation spline
 239            kernel-dens kernel-smooth
 240            fft make-sweep-matrix sweep-operator ax+y eigen
 241
 242            check-real ;; for optimize
 243
 244            covariance-matrix matrix print-matrix solve
 245            backsolve eigenvalues eigenvectors accumulate cumsum combine
 246            lowess))
 247
 248 |#
 249
 250
 251
 252
 253 (defpackage :lisp-stat-data
 254   (:documentation "Data management, integration, I/O, and other data technologies.")
 255   (:nicknames :ls-data)
 256   (:use :common-lisp
 257         :lisp-stat-object-system
 258         :lisp-stat-config
 259         :lisp-stat-types
 260         :lisp-stat-compound-data)
 261   (:shadowing-import-from :lisp-stat-object-system
 262                           slot-value call-method call-next-method)
 263   (:export open-file-dialog read-data-file read-data-columns load-data
 264            load-example *variables* *ask-on-redefine*
 265            def variables savevar undef))
 266
 267 (defpackage :lisp-stat-descriptive-statistics
 268  (:use :common-lisp
 269        :lisp-stat-data
 270        :lisp-stat-math
 271        :lisp-stat-compound-data
 272        :lisp-matrix
 273        :lisp-stat-basics)
 274    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 275       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 276       asin acos atan sinh cosh tanh asinh acosh atanh float random
 277       truncate floor ceiling round minusp zerop plusp evenp oddp
 278       < <= = /= >= > ;; complex
 279       conjugate realpart imagpart phase
 280       min max logand logior logxor lognot ffloor fceiling
 281       ftruncate fround signum cis)
 282    (:export standard-deviation
 283             quantile median interquartile-range
 284             fivnum sample))
 285
 286
 287 (defpackage :lisp-stat-regression-linear
 288   (:use :common-lisp
 289         :lisp-matrix
 290         :lisp-stat-object-system
 291         :lisp-stat-basics
 292         :lisp-stat-compound-data
 293         :lisp-stat-descriptive-statistics
 294 #|
 295         :lisp-stat-math
 296 |#
 297         )
 298   (:shadowing-import-from :lisp-stat-object-system
 299                           slot-value call-method call-next-method)
 300 #|
 301   (:shadowing-import-from :lisp-stat-math
 302       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 303       asin acos atan sinh cosh tanh asinh acosh atanh float random
 304       truncate floor ceiling round minusp zerop plusp evenp oddp
 305       < <= = /= >= > ;; complex
 306       conjugate realpart imagpart phase
 307       min max logand logior logxor lognot ffloor fceiling
 308       ftruncate fround signum cis)
 309 |#
 310   (:export regression-model regression-model-proto x y intercept
 311            ;; sweep-matrix
 312            basis weights included
 313            total-sum-of-squares residual-sum-of-squares
 314            predictor-names response-name case-labels
 315            ;; functions for helpers
 316            lm xtxinv   ))
 317
 318 (defpackage :lisp-stat
 319     (:documentation "Experimentation package for LispStat.  Serious
 320     work should be packaged up elsewhere for reproducibility.  By this
 321     I mean, creating a data/analytics/analysis package with the
 322     minimal set of objects required.")
 323   (:use :common-lisp
 324         :lisp-stat-object-system
 325         :lisp-stat-compound-data
 326         :lisp-stat-probability
 327         :lisp-stat-types
 328         :lisp-stat-float
 329         :lisp-stat-basics
 330         :lisp-stat-data
 331         :lisp-stat-data-clos
 332         :lisp-stat-math
 333         :lisp-matrix ;; conversion to a more robust linalg approach
 334         :lisp-stat-descriptive-statistics
 335         :lisp-stat-regression-linear
 336         :cybertiggyr-dsv)
 337   (:shadowing-import-from :lisp-stat-object-system
 338         slot-value call-method call-next-method)
 339   (:shadowing-import-from :lisp-stat-math
 340         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 341         asin acos atan sinh cosh tanh asinh acosh atanh float random
 342         truncate floor ceiling round minusp zerop plusp evenp oddp
 343         < <= = /= >= >
 344         ;;complex
 345         conjugate realpart imagpart phase
 346
 347         min max
 348         logand logior logxor lognot
 349         ffloor fceiling ftruncate fround
 350         signum cis)
 351   (:export
 352    ;; lsobjects :
 353    defproto defproto2
 354    defmeth send
 355
 356    ;; lstypes :
 357    fixnump check-nonneg-fixnum check-one-fixnum
 358    check-one-real check-one-number
 359
 360    ;; lsmacros:
 361
 362    ;; lsfloat :
 363    machine-epsilon
 364
 365    ;; compound :
 366    compound-data-p *compound-data-proto* compound-object-p
 367    compound-data-seq compound-data-length
 368    element-list element-seq
 369    sort-data order rank
 370    recursive-map-elements map-elements
 371    repeat
 372    check-sequence
 373    get-next-element make-next-element set-next-element
 374    ;; sequencep
 375    iseq
 376    ordered-nneg-seq
 377    select which
 378    difference rseq
 379
 380    ;; lsmath.lsp
 381    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 382    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 383    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 384    /= >= > ;; complex
 385    conjugate realpart imagpart phase min max
 386    logand logior logxor lognot ffloor fceiling ftruncate fround
 387    signum cis
 388
 389 #| ;; The following need to be re-found in lisp-matrix...
 390
 391    ;; matrices.lisp
 392    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 393    column-list inner-product outer-product cross-product transpose
 394    bind-columns bind-rows
 395
 396    ;; linalg.lisp
 397    chol-decomp lu-decomp lu-solve determinant inverse
 398    sv-decomp qr-decomp rcondest make-rotation spline
 399    kernel-dens kernel-smooth
 400    fft make-sweep-matrix sweep-operator ax+y eigen
 401    check-real
 402    covariance-matrix matrix print-matrix solve
 403    backsolve eigenvalues eigenvectors accumulate cumsum combine
 404    lowess
 405
 406    ;; in linalg.lisp, possibly not supported by matlisp
 407    spline kernel-dens kernel-smooth
 408
 409 |#
 410
 411    ;; optimize.lsp
 412    newtonmax nelmeadmax
 413
 414    ;; lispstat-macros
 415    make-rv-function make-rv-function-1
 416
 417    ;; data
 418    open-file-dialog read-data-file read-data-columns load-data
 419    load-example *variables* *ask-on-redefine*
 420    def variables savevar undef
 421
 422    ;; data-clos
 423    dataframe-like
 424    dataframe-array
 425
 426
 427
 428    ;; statistics.lsp  (descriptions, should probably be moved
 429    ;; later...?
 430    standard-deviation quantile median interquartile-range
 431    fivnum sample
 432
 433    ;; probability (dists.lisp)
 434    log-gamma set-seed
 435    uniform-rand normal-cdf normal-quant normal-dens
 436    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 437    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 438    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 439    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 440    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 441    binomial-cdf binomial-quant binomial-pmf binomial-rand
 442
 443    ;; Here is where we have a problem -- lispstat core should be core
 444    ;; data management and config problems, with packages providing
 445    ;; specialized extensions to LispStat, i.e. regression, nonlin
 446    ;; regression, bayesian regression via laplace approximation, etc.
 447
 448    ;; The following could be considered "recommended packages",
 449    ;; similar to the idea of the recommended packages in R.  Probably
 450    ;; we want them to do the exporting within that package, therefore
 451    ;; NOT being able to lock the "data-ish" package, but only the
 452    ;; subpackages prior to export.
 453
 454    ;; regression.lsp
 455    ;; -- linear regressin models.
 456    regression-model regression-model-proto x y intercept sweep-matrix
 457    basis weights included total-sum-of-squares residual-sum-of-squares
 458    predictor-names response-name case-labels
 459    lm xtxinv
 460
 461    ;; nonlin.lsp
 462    ;; -- nonlinear regression models
 463    nreg-model nreg-model-proto mean-function theta-hat epsilon
 464    count-limit verbose
 465    ;; we might need something like xtxinv here?  But should be
 466    ;; encapsulated, so we use the one in regression.lisp
 467
 468    ;; bayes.lsp
 469    bayes-model bayes-model-proto bayes-internals))
 470
 471
 472 ;;;; PACKAGES FOR USEABILITY
 473
 474 (defpackage :lisp-stat-data-examples
 475   (:documentation "Example data for unittests, examples, illustrations,")
 476   (:use :common-lisp
 477         :lisp-stat)
 478   (:shadowing-import-from :lisp-stat
 479       slot-value call-method call-next-method
 480
 481       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 482       asin acos atan sinh cosh tanh asinh acosh atanh float random
 483       truncate floor ceiling round minusp zerop plusp evenp oddp
 484       < <= = /= >= > > ;; complex
 485       conjugate realpart imagpart phase
 486       min max logand logior logxor lognot ffloor fceiling
 487       ftruncate fround signum cis
 488
 489       <= float imagpart)
 490   (:export iron aluminum absorbtion
 491            diabetes dlabs))
 492
 493
 494 (defpackage :lisp-stat-user
 495   (:documentation "Experimentation package for LispStat.
 496 Serious work should be placed in a similar package elsewhere for
 497 reproducibility.  But this should hint as to what needs to be
 498 done for a user- or analysis-package.")
 499   (:nicknames :ls-user)
 500   (:use :common-lisp
 501         :lisp-matrix
 502         :lisp-stat
 503         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 504   (:shadowing-import-from :lisp-stat
 505       slot-value call-method call-next-method
 506
 507       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 508       asin acos atan sinh cosh tanh asinh acosh atanh float random
 509       truncate floor ceiling round minusp zerop plusp evenp oddp
 510       < <= = /= >= > > ;; complex
 511       conjugate realpart imagpart phase
 512       min max logand logior logxor lognot ffloor fceiling
 513       ftruncate fround signum cis
 514
 515       <= float imagpart))
 516
 517 (defpackage :lisp-stat-unittests
 518   (:use :common-lisp :lift :lisp-stat :lisp-stat-data-examples)
 519   (:shadowing-import-from :lisp-stat
 520         slot-value call-method call-next-method ;; objects
 521         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 522         asin acos atan sinh cosh tanh asinh acosh atanh float random
 523         truncate floor ceiling round minusp zerop plusp evenp oddp
 524         < <= = /= >= > ;; complex
 525         conjugate realpart imagpart phase
 526         min max logand logior logxor lognot ffloor fceiling
 527         ftruncate fround signum cis)
 528   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 529            almost= almost=lists numerical=)) ; compare
 530
 531 (defpackage :lisp-stat-data-clos-example
 532   (:use :common-lisp
 533         :lift  :lisp-stat-unittests
 534         :lisp-stat-data-examples
 535         :lisp-stat-data-clos)
 536   (:export absorbtion aluminum iron))
 537
 538
 539 (defpackage :lisp-stat-optimize
 540  (:use :common-lisp
 541        :cffi
 542        :lisp-matrix
 543        :lisp-stat-ffi-int
 544        :lisp-stat-object-system
 545        :lisp-stat-types
 546        :lisp-stat-compound-data
 547        :lisp-stat-math
 548        :lisp-stat-float
 549        :lisp-stat-basics
 550 #|
 551        :lisp-stat-matrix
 552        :lisp-stat-linalg-data
 553        :lisp-stat-linalg
 554 |#
 555        )
 556  (:shadowing-import-from :lisp-stat-object-system
 557                          slot-value call-method call-next-method)
 558  (:shadowing-import-from :lisp-stat-math
 559            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 560            asin acos atan sinh cosh tanh asinh acosh atanh float random
 561            truncate floor ceiling round minusp zerop plusp evenp oddp
 562            < <= = /= >= > complex conjugate realpart imagpart phase
 563            min max logand logior logxor lognot ffloor fceiling
 564            ftruncate fround signum cis)
 565  (:export
 566      ;; derivatives
 567      numgrad numhess
 568
 569      ;; optimization
 570      newtonmax nelmeadmax))