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))
  72   ;;(print (format nil " equality pred for cmplx a=~w cmplx b=~w" a b))
  73   (< (abs (- a b)) tol))
  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 lists and vectors, but not 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 ;; To do.
  91
  92 (defmethod numerical= ((a array) (b array) &key (tol 0.00001))
  93   (print (format nil "checking equality for array a ~w and array b=~w" a b))
  94   ;;; FIXME Warning!  Need to generalize past  2-d array!!
  95   (if (/= (array-dimensions a) (array-dimensions b))
  96       nil
  97       (let* ((a-dim (array-dimensions a))
  98              (a-b-elt-eq (loop for i from 0 to (nth 0 a-dim)
  99                                for j from 0 to (nth 1 a-dim)
 100                                collect (numerical= (apply #'aref a (list i j))
 101                                                    (apply #'aref b (list i j))
 102                                                    :tol tol))))
 103         (every #'(lambda (x) x) a-b-elt-eq))))
 104
 105 (deftestsuite lisp-stat-testsupport (lisp-stat)
 106   ()
 107   (:tests
 108    (almost=1 (ensure (almost= 3 3.001 :tol 0.01)))
 109    (almost=2 (ensure (almost= 3 3.01 :tol 0.01)))
 110    (almost=3 (ensure (not (almost= 3 3.1 :tol 0.01))))
 111    (almost=lists1 (ensure (almost=lists nil nil :tol 0.01)))
 112    (almost=lists2 (ensure (almost=lists (list ) (list ) :tol 0.01)))
 113    (almost=lists3 (ensure (almost=lists (list 1.0) (list 1.0) :tol 0.01)))
 114    (almost=lists4 (ensure (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 115    (almost=lists5 (ensure (not (almost=lists (list 1.0 1.0)
 116                                              (list 1.0 1.1) :tol 0.01))))))
 117
 118 (deftestsuite lisp-stat-testsupport2 (lisp-stat)
 119   ()
 120   (:tests
 121    (numerical=1 (ensure (numerical= 3 3.001 :tol 0.01)))
 122    (numerical=1.1 (ensure    (numerical= 2 2)))
 123    (numerical=1.2 (ensure (not (numerical= 2 3))))
 124    (numerical=2 (ensure (numerical= 3 3.01 :tol 0.01)))
 125    (numerical=3 (ensure (not (numerical= 3 3.1 :tol 0.01))))
 126    (numerical=4 (ensure (numerical= nil nil :tol 0.01)))
 127    (numerical=5 (ensure (numerical= (list ) (list ) :tol 0.01)))
 128    (numerical=6 (ensure (numerical= (list 1.0) (list 1.0) :tol 0.01)))
 129    (numerical=7 (ensure (numerical= (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 130    (numerical=7.5 (ensure-error (numerical= 1.0 (list 1.0 1.0) :tol 0.01)))
 131    (numerical=8 (ensure (not (numerical= (list 2.0 2.0 2.2) (list 2.1 2.0 2.2)))))
 132    (numerical=9 (ensure    (numerical= (list 2.1 2.0 2.2) (list 2.1 2.0 2.2)) ))
 133    (numerical=10 (ensure    (numerical= (list 2.1 2.0 2.2 4.2) (list 2.1 2.0 2.2 4.2))))
 134    (numerical=11 (ensure (not (numerical= (list 2.1 2.0 2.3 4.0) (list 2.1 2.0 2.2 4.0)))))
 135    (numerical=12 (ensure (not (numerical= (list 1.0 1.0)
 136                                          (list 1.0 1.1) :tol 0.01))))
 137    (numerical=C1 (ensure (numerical= #C(2 3) #C(2 3))))
 138    (numerical=C2 (ensure (not(numerical= #C(2 3) #C(2 4)))))
 139    (numerical=C3 (ensure (numerical= #C(2 3) #C(3 4) :tol 2)))
 140    (numerical=C4 (ensure (not(numerical= #C(2 3) #C(3 4) :tol 1))))
 141
 142    ;;;; Tests to fix
 143
 144    (numerical=A1 (ensure (numerical= #1A(2 3 4)
 145                                      #1A(2 3 4))))
 146
 147    (numerical=A2 (ensure (numerical= #2A((2 3 4) (1 2 4) (2 4 5))
 148                                      #2A((2 3 4) (1 2 4) (2 4 5)))))
 149
 150    (numerical=A3 (ensure (not (numerical= #2A((2 3 4) (1 2 4) (2 5 4))
 151                                           #2A((2 3 4) (1 2 4) (2 4 5))))))
 152
 153    (numerical=A4 (ensure (not (numerical= #1A(2 2 4)
 154                                           #1A(2 3 4)))))
 155
 156    ))
 157
 158 ;; (describe (run-tests :suite 'lisp-stat-testsupport2))
 159
 160
 161
 162 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
 163          (ensure-same
 164           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 165           (list #2A((1.7888543819998317 0.0 0.0)
 166                       (1.6770509831248424 0.11180339887498929 0.0)
 167                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
 168                   5.000000000000003)
 169           :test 'almost=lists))
 170
 171 #|
 172 (addtest (lisp-stat-lin-alg) cholesky-decomposition-2
 173          (ensure-same
 174           (matlisp:chol)))
 175
 176 |#
 177
 178
 179 (addtest (lisp-stat-lin-alg) lu-decomposition
 180          (ensure-same
 181           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 182           (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)))
 183
 184 (addtest (lisp-stat-lin-alg) rcondest
 185          ;; (ensure-same
 186          (ensure-error  ;; it barfs,  FIXME!!
 187           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 188           6.8157451e7
 189           :test 'almost=))
 190
 191 (addtest (lisp-stat-lin-alg) lu-solve
 192          (ensure-same
 193           (lu-solve
 194            (lu-decomp
 195             #2A((2 3 4) (1 2 4) (2 4 5)))
 196            #(2 3 4))
 197           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 198
 199 (addtest (lisp-stat-lin-alg) inverse
 200          (ensure-same
 201           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 202           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 203               (-1.0 -0.6666666666666666 1.3333333333333333)
 204               (0.0 0.6666666666666666 -0.3333333333333333))))
 205
 206 (addtest (lisp-stat-lin-alg)  sv-decomp
 207          (ensure-same
 208           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 209           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 210                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 211                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 212                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 213                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 214                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 215                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 216                 T)
 217           :test 'almost=lists))
 218
 219 (addtest (lisp-stat-lin-alg) qr-decomp
 220          (ensure-same
 221           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 222           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 223                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 224                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 225                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 226                     (0.0 -0.7453559924999292 -1.1925695879998877)
 227                     (0.0 0.0 -1.3416407864998738)))
 228           :test 'almost=lists))
 229
 230 (addtest (lisp-stat-lin-alg) eigen
 231          (ensure-same
 232           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 233           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 234                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 235                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 236                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 237                 NIL)))
 238
 239 (addtest (lisp-stat-lin-alg) spline
 240          (ensure-same
 241           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 242                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 243                   :xvals 6)
 244           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 245                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 246           :test 'almost=lists))
 247
 248 (addtest (lisp-stat-lin-alg) kernel-smooth
 249          (ensure-same
 250           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 251           (kernel-smooth
 252            #(1.0 1.2 1.3 1.8 2.1 2.5)
 253            #(1.2 2.0 2.1 2.0 1.1 2.8)
 254            :xvals 5)
 255           (list (list 1.0 1.375 1.75 2.125 2.5)
 256                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 257                       1.5871511322219498 2.518194783156392))
 258           :test 'almost=lists))
 259
 260 (addtest (lisp-stat-lin-alg) kernel-dens
 261          (ensure-same
 262           (kernel-dens
 263            #(1.0 1.2 2.5 2.1 1.8 1.2)
 264            :xvals 5)
 265           (list (list 1.0 1.375 1.75 2.125 2.5)
 266                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 267                       0.4829822708587095 0.3485939156929503))))
 268
 269
 270 (addtest (lisp-stat-lin-alg) fft
 271          (ensure-same
 272           (fft #(1.0 1.2 2.5 2.1 1.8))
 273           (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)))
 274           :test 'almost=lists))
 275
 276
 277 (addtest (lisp-stat-lin-alg) lowess
 278          (ensure-same
 279           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 280                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 281           #(1.0 1.2 1.2 1.8 2.1 2.5)
 282           :test 'almost=lists)) ;; result isn't a list!
 283
 284
 285
 286 ;;;; Log-gamma function
 287
 288 (addtest (lisp-stat-spec-fns) log-gamma-fn
 289          (ensure-same
 290           (log-gamma 3.4)
 291           1.0923280596789584
 292           :test 'almost=))
 293
 294
 295 ;;; Probability distributions
 296
 297 ;; This macro should be generalized, but it's a good start now.
 298 ;;(defmacro ProbDistnTests (prefixName
 299 ;;                        quant-params quant-answer
 300 ;;                        cdf-params cdf-answer
 301 ;;                        pmf-params pmf-answer
 302 ;;                        rand-params rand-answer)
 303 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 304 ;;    ;;  ((  ))
 305 ;;    (:documentation "testing for ,testName distribution results")
 306 ;;    (:test (ensure-same
 307 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 308 ;;    (:test (ensure-same
 309 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 310 ;;    (:test (ensure-same
 311 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 312 ;;    (:test (progn
 313 ;;           (set-seed 234)
 314 ;;           (ensure-same
 315 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 316
 317 ;;; Normal distribution
 318
 319 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 320   ()
 321   (:documentation "testing for Gaussian distn results")
 322   (:test (ensure-same
 323           (normal-quant 0.95)
 324           1.6448536279366268))
 325   (:test (ensure-same
 326           (normal-cdf 1.3)
 327           0.9031995154143897))
 328   (:test (ensure-same
 329           (normal-dens 1.3)
 330           0.17136859204780736))
 331   (:test (ensure-same
 332           (normal-rand 2)
 333           (list -0.40502015f0 -0.8091404f0)))
 334   (:test (ensure-same
 335           (bivnorm-cdf 0.2 0.4 0.6)
 336           0.4736873734160288)))
 337
 338 ;;;; Cauchy distribution
 339
 340 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 341   ()
 342   (:documentation "testing for Cachy-distn results")
 343   (:test (ensure-same
 344           (cauchy-quant 0.95)
 345           6.313751514675031))
 346   (:test (ensure-same
 347           (cauchy-cdf 1.3)
 348           0.7912855998398473))
 349   (:test (ensure-same
 350           (cauchy-dens 1.3)
 351           0.1183308127104695 ))
 352   (:test (ensure-same
 353           (cauchy-rand 2)
 354           (list -1.06224644160405 -0.4524695943939537))))
 355
 356 ;;;; Gamma distribution
 357
 358 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 359   ()
 360   (:documentation "testing for gamma distn results")
 361   (:test (ensure-same
 362           (gamma-quant 0.95 4.3)
 363           8.178692439291645))
 364   (:test (ensure-same
 365           (gamma-cdf 1.3 4.3)
 366           0.028895150986674906))
 367   (:test (ensure-same
 368           (gamma-dens 1.3 4.3)
 369           0.0731517686447374))
 370   (:test (ensure-same
 371           (gamma-rand 2 4.3)
 372           (list 2.454918912880936 4.081365384357454))))
 373
 374 ;;;; Chi-square distribution
 375
 376 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 377   ()
 378   (:documentation "testing for Chi-square distn results")
 379   (:test (ensure-same
 380           (chisq-quant 0.95 3)
 381           7.814727903379012))
 382   (:test (ensure-same
 383           (chisq-cdf 1 5)
 384           0.03743422675631789))
 385   (:test (ensure-same
 386           (chisq-dens 1 5)
 387           0.08065690818083521))
 388   (:test (progn
 389            (set-seed 353)
 390            (ensure-same
 391             (chisq-rand 2 4)
 392             (list 1.968535826180572 2.9988646156942997)))))
 393
 394 ;;;; Beta distribution
 395
 396 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 397   ()
 398   (:documentation "testing for beta distn results")
 399   (:test (ensure-same
 400           (beta-quant 0.95 3 2)
 401           0.9023885371149876))
 402   (:test (ensure-same
 403           (beta-cdf 0.4 2 2.4)
 404           0.4247997418541529 ))
 405   (:test (ensure-same
 406           (beta-dens 0.4 2 2.4)
 407           1.5964741858913518 ))
 408   (:test (ensure-same
 409           (beta-rand 2 2 2.4)
 410           (list 0.8014897077282279 0.6516371997922659))))
 411
 412 ;;;; t distribution
 413
 414 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 415   ()
 416   (:documentation "testing for t-distn results")
 417   (:test (ensure-same
 418           (t-quant 0.95 3)
 419           2.35336343484194))
 420   (:test (ensure-same
 421           (t-cdf 1 2.3)
 422           0.794733624298342))
 423   (:test (ensure-same
 424           (t-dens 1 2.3)
 425           0.1978163816318102))
 426   (:test (ensure-same
 427           (t-rand 2 2.3)
 428           (list -0.34303672776089306 -1.142505872436518))))
 429
 430 ;;;; F distribution
 431
 432 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 433   ()
 434   (:documentation "testing for f-distn results")
 435   (:test (ensure-same
 436           (f-quant 0.95 3 5) 5.409451318117459))
 437   (:test (ensure-same
 438           (f-cdf 1 3.2 5.4)
 439           0.5347130905510765))
 440   (:test (ensure-same
 441           (f-dens 1 3.2 5.4)
 442           0.37551128864591415))
 443   (:test (progn
 444            (set-seed 234)
 445            (ensure-same
 446             (f-rand 2 3 2)
 447             (list 0.7939093442091963 0.07442694152491144)))))
 448
 449 ;;;; Poisson distribution
 450
 451 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 452   ()
 453   (:documentation "testing for poisson distribution results")
 454   (:test (ensure-same
 455           (poisson-quant 0.95 3.2) 6))
 456   (:test (ensure-same
 457           (poisson-cdf 1 3.2)
 458           0.17120125672252395))
 459   (:test (ensure-same
 460           (poisson-pmf 1 3.2)
 461           0.13043905274097067))
 462   (:test (progn
 463            (set-seed 234)
 464            (ensure-same
 465             (poisson-rand 5 3.2)
 466             (list 2 1 2 0 3)))))
 467
 468 ;; Binomial distribution
 469
 470 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 471   ()
 472   (:documentation "testing for binomial distribution results")
 473
 474   (:test (ensure-same
 475           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 476           ))
 477   (:test (ensure-same
 478           (binomial-quant 0 3 0.4)
 479           ;; -2147483648
 480           ))
 481   (:test (ensure-same
 482           (binomial-cdf 1 3 0.4)
 483           0.6479999999965776))
 484
 485   (:test (ensure-same
 486           (binomial-pmf 1 3 0.4)
 487           0.4320000000226171))
 488   (:test (progn
 489            (set-seed 526)
 490            (ensure-same
 491             (binomial-rand 5 3 0.4)
 492             (list 2 2 0 1 2)))))
 493
 494
 495
 496 ;;;; Object System tests
 497
 498 ;;(deftestsuite lisp-stat-proto-objects (lisp-stat)
 499 ;;  ()
 500 ;;  (:documentation "Make sure the proto object system is valid.")
 501 ;;  (:tests
 502 ;;   (create-proto (ensure (object-proto-p (defproto test-me))))
 503 ;;   (create-proto2 (ensure (object-proto-p (defproto2 test-me2))))
 504 ;;   (instance1 (ensure (send test-me :isnew)))
 505 ;;   (instance1-2 (ensure (send test-me2 :isnew)))
 506 ;;   (instance2 (ensure (send test-me :has-slot 'new)))
 507 ;;   (instance2-2 (ensure (send test-me2 :has-slot 'new)))
 508
 509 ;;   (instance5 (ensure (send test-me :has-slot 'new)))
 510 ;;   (instance5-2 (ensure (send test-me2 :has-slot 'new)))
 511 ;;   (instance5 (ensure (send test-me :own-slots 'new)))
 512 ;;   (instance5-2 (ensure (send test-me2 :own-slots 'new)))
 513 ;;   (instance5 (ensure (send test-me :has-slot 'new)))
 514 ;;   (instance5-2 (ensure (send test-me2 :has-slot 'new)))
 515 ;;   (instance5 (ensure (send test-me :has-slot 'new)))
 516 ;;   (instance5-2 (ensure (send test-me2 :has-slot 'new)))
 517
 518 ;;   ))
 519
 520
 521