ls-demo.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 ;;; File:       ls-demo.lisp
   7 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   8 ;;; Copyright:  (c) 2007, AJ Rossini.  BSD.
   9 ;;; Purpose:    demonstrations of how one might use CLS.
  10 ;;; Time-stamp: <>
  11 ;;; Creation:
  12
  13 ;;; What is this talk of 'release'? Klingons do not make software
  14 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  15 ;;; designers and quality assurance people in its wake.
  16
  17 (load "init.lisp")  ;; init needs to be more like the asdf-loader for lisp-stat, though it is pretty close.
  18
  19 ;;; checking exports.
  20 ;;; This is generally not how I expect it to be used.
  21
  22 (in-package :cl-user)
  23 (lisp-stat:binomial-quant 0.95 3 0.4) ;;; 3
  24 (lisp-stat:binomial-quant 0 3 0.4) ;;; 0
  25 (lisp-stat:normal-rand 20) ;;; DOESN'T RETURN
  26
  27
  28 ;;; This is how I expect it to be used, either with work in ls-user,
  29 ;;; or a cloned package similar to ls-user.
  30
  31 (in-package :ls-user)
  32
  33 ;; Probability
  34
  35 (binomial-quant 0.95 3 0.4) ; 3
  36 (binomial-quant 0 3 0.4) ; 0
  37 (normal-rand 20)
  38
  39 ;; Matrix algebra.
  40
  41 (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  42 ;; (#2A((1.7888543819998317 0.0 0.0)
  43 ;;      (1.6770509831248424 0.11180339887498929 0.0)
  44 ;;      (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  45 ;;  5.000000000000003)
  46
  47 (defvar my-chol-decomp-test (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5))))
  48 my-chol-decomp-test
  49 (nth 0 my-chol-decomp-test)
  50 (nth 1 my-chol-decomp-test)
  51
  52
  53
  54
  55 (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  56 ;; (#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)
  57
  58 (lu-solve
  59  (lu-decomp #2A((2 3 4) (1 2 4) (2 4 5)))
  60  #(2 3 4))
  61 ;; #(-2.333333333333333 1.3333333333333335 0.6666666666666666)
  62
  63 (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  64 ;; #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  65 ;;     (-1.0 -0.6666666666666666 1.3333333333333333)
  66 ;;     (0.0 0.6666666666666666 -0.3333333333333333))
  67
  68 (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  69 ;; (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  70 ;;      (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  71 ;;      (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  72 ;;  #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  73 ;;  #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  74 ;;      (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  75 ;;      (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  76 ;;  T)
  77
  78 (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  79 ;; (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  80 ;;      (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  81 ;;      (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  82 ;;  #2A((-3.0 -5.333333333333334 -7.333333333333332)
  83 ;;      (0.0 -0.7453559924999292 -1.1925695879998877)
  84 ;;      (0.0 0.0 -1.3416407864998738)))
  85
  86 (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  87 ;; 6.8157451e7
  88
  89 (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
  90 ;; (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
  91 ;;  (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
  92 ;;   #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
  93 ;;   #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
  94 ;;  NIL)
  95
  96 (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
  97         #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 6)
  98 ;; ((1.0 1.3 1.6 1.9 2.2 2.5)
  99 ;;  (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 100
 101 ;;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 102 (kernel-smooth #(1.0 1.2 1.3 1.8 2.1 2.5)
 103                #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 5)
 104 ;; ((1.0 1.375 1.75 2.125 2.5)
 105 ;;  (1.6603277642110226 1.9471748095239771 1.7938127405752287
 106 ;;   1.5871511322219498 2.518194783156392))
 107
 108 (kernel-dens #(1.0 1.2 2.5 2.1 1.8 1.2) :xvals 5)
 109 ;; ((1.0 1.375 1.75 2.125 2.5)
 110 ;;  (0.7224150453621405 0.5820045548233707 0.38216411702854214
 111 ;;   0.4829822708587095 0.3485939156929503))
 112
 113 (fft #(1.0 1.2 2.5 2.1 1.8))
 114 ;; #(#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))
 115
 116 (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)  #(1.2 2.0 2.1 2.0 1.1 2.8))
 117 ;; (#(1.0 1.2 1.2 1.8 2.1 2.5))
 118
 119
 120
 121 ;;; Log-gamma function
 122
 123 (log-gamma 3.4) ;;1.0923280596789584
 124
 125 ;;; Probability functions
 126
 127 ;;; looking at these a bit more, perhaps a more CLOSy style is needed, i.e.
 128 ;;; (quantile :list-or-cons loc :type type (one of 'empirical 'normal 'cauchy, etc...))
 129 ;;; similar for the cdf, density, and rand.
 130 ;;; Probably worth figuring out how to add a new distribution
 131 ;;; efficiently, i.e. by keeping some kind of list.
 132
 133 ;;; Normal distribution
 134
 135 (normal-quant 0.95) ;;1.6448536279366268
 136 (normal-cdf 1.3) ;;0.9031995154143897
 137 (normal-dens 1.3) ;;0.17136859204780736
 138 (normal-rand 2) ;;(-0.40502015f0 -0.8091404f0)
 139
 140 (bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288
 141
 142 ;;; Cauchy distribution
 143
 144 (cauchy-quant 0.95) ;;6.313751514675031
 145 (cauchy-cdf 1.3) ;;0.7912855998398473
 146 (cauchy-dens 1.3) ;;0.1183308127104695
 147 (cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537)
 148
 149 ;;; Gamma distribution
 150
 151 (gamma-quant 0.95 4.3) ;;8.178692439291645
 152 (gamma-cdf 1.3 4.3) ;;0.028895150986674906
 153 (gamma-dens 1.3 4.3) ;;0.0731517686447374
 154 (gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454)
 155
 156 ;;; Chi-square distribution
 157
 158 (chisq-quant 0.95 3) ;;7.814727903379012
 159 (chisq-cdf 1 5) ;;0.03743422675631789
 160 (chisq-dens 1 5) ;;0.08065690818083521
 161 (chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997)
 162
 163 ;;; Beta distribution
 164
 165 (beta-quant 0.95 3 2) ;;0.9023885371149876
 166 (beta-cdf 0.4 2 2.4) ;;0.4247997418541529
 167 (beta-dens 0.4 2 2.4) ;;1.5964741858913518
 168 (beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659)
 169
 170 ;;; t distribution
 171
 172 (t-quant 0.95 3) ;;2.35336343484194
 173 (t-cdf 1 2.3) ;;0.794733624298342
 174 (t-dens 1 2.3) ;;0.1978163816318102
 175 (t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518)
 176
 177 ;;; F distribution
 178
 179 (f-quant 0.95 3 5) ;;5.409451318117459
 180 (f-cdf 1 3.2 5.4) ;;0.5347130905510765
 181 (f-dens 1 3.2 5.4) ;;0.37551128864591415
 182 (f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144)
 183
 184 ;;; Poisson distribution
 185
 186 (poisson-quant 0.95 3.2) ;;6
 187 (poisson-cdf 1 3.2) ;;0.17120125672252395
 188 (poisson-pmf 1 3.2) ;;0.13043905274097067
 189 (poisson-rand 5 3.2) ;;(2 1 2 0 3)
 190
 191 ;;; Binomial distribution
 192
 193 (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 194 (binomial-quant 0 3 0.4) ;;; -2147483648
 195 (binomial-cdf 1 3 0.4) ;;0.6479999999965776
 196 (binomial-pmf 1 3 0.4) ;;0.4320000000226171
 197 (binomial-rand 5 3 0.4) ;;(2 2 0 1 2)
 198
 199
 200 ;;; OBJECT SYSTEM
 201
 202 (in-package :ls-user)
 203 (defproto *test-proto*)
 204 *test-proto*
 205 (defmeth *test-proto* :make-data (&rest args) nil)
 206 (send *test-proto* :make-data)
 207
 208
 209 ;;; Testing
 210
 211 (in-package :lisp-stat-unittests)
 212 (testsuites)
 213 (print-tests)
 214 (run-tests)
 215 (last-test-status)
 216 ;;(failures)
 217
 218 (testsuite-tests 'lisp-stat)
 219 (run-tests :suite 'lisp-stat)
 220 (describe (run-tests :suite 'lisp-stat))
 221
 222
 223 (run-tests :suite 'lisp-stat-probdistn)
 224 (describe (run-tests :suite 'lisp-stat-probdistn))
 225
 226
 227
 228 (run-tests :suite 'lisp-stat-spec-fns)
 229 (describe (run-tests :suite 'lisp-stat-spec-fns))
 230
 231
 232 (find-testsuite 'lisp-stat-lin-alg)
 233 (testsuite-tests 'lisp-stat-lin-alg)
 234 (run-tests :suite 'lisp-stat-lin-alg)
 235 (describe (run-tests :suite 'lisp-stat-lin-alg))
 236
 237