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 ;;; Need a waz to minimize the possibilities
  30
  31 (defun run-lisp-stat-tests ()
  32   (run-tests :suite 'lisp-stat))
  33
  34 (defun run-lisp-stat-test (&rest x)
  35   (run-test x))
  36
  37 (defun almost= (a b &key (tol 0.000001))
  38    (< (abs (- a b)) tol))
  39
  40 (deftestsuite lisp-stat () ())
  41 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  42 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  43 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  44
  45 ;; ;;; and add a test to it
  46 ;; (addtest (lisp-stat)
  47 ;;   (ensure-same (+ 1 1) 2))
  48 ;; ;; => #<Test passed>
  49
  50 ;; ;;; add another test using ensure-error
  51 ;; (addtest (lisp-stat-lin-alg)
  52 ;;   (ensure-error (let ((x 0)) (/ x))))
  53 ;; ;; => #<Test passed>
  54
  55 ;; ;;; add another, slightly more specific test
  56 ;; (addtest (lisp-stat)
  57 ;;   (ensure-condition division-by-zero (let ((x 0)) (/ x))))
  58 ;; ;; => #<Test passed>
  59
  60 (addtest (lisp-stat-lin-alg) cholesky-decomposition
  61          (ensure-same
  62           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  63           (values #2A((1.7888543819998317 0.0 0.0)
  64                       (1.6770509831248424 0.11180339887498929 0.0)
  65                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  66                   5.000000000000003)))
  67
  68 (addtest (lisp-stat-lin-alg) lu-decomposition
  69          (ensure-same
  70           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  71           (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)))
  72
  73 (addtest (lisp-stat-lin-alg) rcondest
  74          (ensure-same
  75           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  76           6.8157451e7 ))
  77
  78 (addtest (lisp-stat-lin-alg) lu-solve
  79          (ensure-same
  80           (lu-solve
  81            (lu-decomp
  82             #2A((2 3 4) (1 2 4) (2 4 5)))
  83            #(2 3 4))
  84           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  85
  86 (addtest (lisp-stat-lin-alg) inverse
  87          (ensure-same
  88           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  89           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  90               (-1.0 -0.6666666666666666 1.3333333333333333)
  91               (0.0 0.6666666666666666 -0.3333333333333333))))
  92
  93 (addtest (lisp-stat-lin-alg)  sv-decomp
  94          (ensure-same
  95           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  96           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  97                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  98                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  99                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 100                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 101                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 102                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 103                 T)))
 104
 105 (addtest (lisp-stat-lin-alg) qr-decomp
 106          (ensure-same
 107           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 108           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 109                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 110                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 111                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 112                     (0.0 -0.7453559924999292 -1.1925695879998877)
 113                     (0.0 0.0 -1.3416407864998738)))))
 114
 115 (addtest (lisp-stat-lin-alg) eigen
 116          (ensure-same
 117           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 118           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 119                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 120                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 121                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 122                 NIL)))
 123
 124 (addtest (lisp-stat-lin-alg) spline
 125          (ensure-same
 126           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 127                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 128                   :xvals 6)
 129           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 130                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 131
 132 (addtest (lisp-stat-lin-alg) kernel-smooth
 133          (ensure-same
 134           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 135           (kernel-smooth
 136            #(1.0 1.2 1.3 1.8 2.1 2.5)
 137            #(1.2 2.0 2.1 2.0 1.1 2.8)
 138            :xvals 5)
 139           (list (list 1.0 1.375 1.75 2.125 2.5)
 140                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 141                       1.5871511322219498 2.518194783156392))))
 142
 143 (addtest (lisp-stat-lin-alg) kernel-dens
 144          (ensure-same
 145           (kernel-dens
 146            #(1.0 1.2 2.5 2.1 1.8 1.2)
 147            :xvals 5)
 148           (list (list 1.0 1.375 1.75 2.125 2.5)
 149                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 150                       0.4829822708587095 0.3485939156929503))))
 151
 152
 153 (addtest (lisp-stat-lin-alg) fft
 154          (ensure-same
 155           (fft #(1.0 1.2 2.5 2.1 1.8))
 156           (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)))))
 157
 158 (addtest (lisp-stat-lin-alg) lowess
 159          (ensure-same
 160           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 161                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 162            #(1.0 1.2 1.2 1.8 2.1 2.5)))
 163
 164
 165
 166 ;;;; Log-gamma function
 167
 168 (addtest (lisp-stat-spec-fns) log-gamma-fn
 169          (ensure-same
 170           (log-gamma 3.4)
 171           1.0923280596789584))
 172
 173
 174 #+nil(progn
 175
 176 ;;; Probability distributions
 177
 178 ;; This macro should be generalized, but it's a good start now.
 179 ;;(defmacro ProbDistnTests (prefixName
 180 ;;                        quant-params quant-answer
 181 ;;                        cdf-params cdf-answer
 182 ;;                        pmf-params pmf-answer
 183 ;;                        rand-params rand-answer)
 184 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 185 ;;    ;;  ((  ))
 186 ;;    (:documentation "testing for ,testName distribution results")
 187 ;;    (:test (ensure-same
 188 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 189 ;;    (:test (ensure-same
 190 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 191 ;;    (:test (ensure-same
 192 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 193 ;;    (:test (progn
 194 ;;           (set-seed 234)
 195 ;;           (ensure-same
 196 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 197
 198 ;;; Normal distribution
 199
 200 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 201   (:documentation "testing for Gaussian distn results")
 202   (:test (ensure-same
 203           (normal-quant 0.95)
 204           1.6448536279366268))
 205   (:test (ensure-same
 206           (normal-cdf 1.3)
 207           0.9031995154143897))
 208   (:test (ensure-same
 209           (normal-dens 1.3)
 210           0.17136859204780736))
 211   (:test (ensure-same
 212           (normal-rand 2)
 213           (list -0.40502015f0 -0.8091404f0)))
 214   (:test (ensure-same
 215           (bivnorm-cdf 0.2 0.4 0.6)
 216           0.4736873734160288)))
 217
 218 ;;;; Cauchy distribution
 219
 220 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 221   (:documentation "testing for Cachy-distn results")
 222   (:test (ensure-same
 223           (cauchy-quant 0.95)
 224           6.313751514675031))
 225   (:test (ensure-same
 226           (cauchy-cdf 1.3)
 227           0.7912855998398473))
 228   (:test (ensure-same
 229           (cauchy-dens 1.3)
 230           0.1183308127104695 ))
 231   (:test (ensure-same
 232           (cauchy-rand 2)
 233           (-1.06224644160405 -0.4524695943939537))))
 234
 235 ;;;; Gamma distribution
 236
 237 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 238   (:documentation "testing for gamma distn results")
 239   (:test (ensure-same
 240           (gamma-quant 0.95 4.3)
 241           8.178692439291645))
 242   (:test (ensure-same
 243           (gamma-cdf 1.3 4.3)
 244           0.028895150986674906))
 245   (:test (ensure-same
 246           (gamma-dens 1.3 4.3)
 247           0.0731517686447374))
 248   (:test (ensure-same
 249           (gamma-rand 2 4.3)
 250           (2.454918912880936 4.081365384357454))))
 251
 252 ;;;; Chi-square distribution
 253
 254 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 255   ()
 256   (:documentation "testing for Chi-square distn results")
 257   (:test (ensure-same
 258           (chisq-quant 0.95 3)
 259           7.814727903379012))
 260   (:test (ensure-same
 261           (chisq-cdf 1 5)
 262           0.03743422675631789))
 263   (:test (ensure-same
 264           (chisq-dens 1 5)
 265           0.08065690818083521))
 266   (:test (progn
 267            (set-seed 353)
 268            (ensure-same
 269             (chisq-rand 2 4)
 270             (list 1.968535826180572 2.9988646156942997)))))
 271
 272 ;;;; Beta distribution
 273
 274 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 275   ()
 276   (:documentation "testing for beta distn results")
 277   (:test (ensure-same
 278           (beta-quant 0.95 3 2)
 279           0.9023885371149876))
 280   (:test (ensure-same
 281           (beta-cdf 0.4 2 2.4)
 282           0.4247997418541529 ))
 283   (:test (ensure-same
 284           (beta-dens 0.4 2 2.4)
 285           1.5964741858913518 ))
 286   (:test (ensure-same
 287           (beta-rand 2 2 2.4)
 288           (list 0.8014897077282279 0.6516371997922659))))
 289
 290 ;;;; t distribution
 291
 292 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 293   (:documentation "testing for t-distn results")
 294   (:test (ensure-same
 295           (t-quant 0.95 3)
 296           2.35336343484194))
 297   (:test (ensure-same
 298           (t-cdf 1 2.3)
 299           0.794733624298342))
 300   (:test (ensure-same
 301           (t-dens 1 2.3)
 302           0.1978163816318102))
 303   (:test (ensure-same
 304           (t-rand 2 2.3)
 305           (list -0.34303672776089306 -1.142505872436518))))
 306
 307 ;;;; F distribution
 308
 309 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 310   (:documentation "testing for f-distn results")
 311   (:test (ensure-same
 312           (f-quant 0.95 3 5) 5.409451318117459))
 313   (:test (ensure-same
 314           (f-cdf 1 3.2 5.4)
 315           0.5347130905510765))
 316   (:test (ensure-same
 317           (f-dens 1 3.2 5.4)
 318           0.37551128864591415))
 319   (:test (progn
 320            (set-seed 234)
 321            (ensure-same
 322             (f-rand 2 3 2)
 323             (list 0.7939093442091963 0.07442694152491144)))))
 324
 325 ;;;; Poisson distribution
 326
 327 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 328 ;;  ((  ))
 329   (:documentation "testing for poisson distribution results")
 330   (:test (ensure-same
 331           (poisson-quant 0.95 3.2) 6))
 332   (:test (ensure-same
 333           (poisson-cdf 1 3.2)
 334           0.17120125672252395))
 335   (:test (ensure-same
 336           (poisson-pmf 1 3.2)
 337           0.13043905274097067))
 338   (:test (progn
 339            (set-seed 234)
 340            (ensure-same
 341             (poisson-rand 5 3.2)
 342             (list 2 1 2 0 3)))))
 343
 344 ;; Binomial distribution
 345
 346 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 347 ;;  ((  ))
 348   (:documentation "testing for binomial distribution results")
 349
 350   (:test (ensure-same
 351           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 352           ))
 353   (:test (ensure-same
 354           (binomial-quant 0 3 0.4)
 355           ;; -2147483648
 356           ))
 357   (:test (ensure-same
 358           (binomial-cdf 1 3 0.4)
 359           0.6479999999965776))
 360
 361   (:test (ensure-same
 362           (binomial-pmf 1 3 0.4)
 363           0.4320000000226171))
 364   (:test (progn
 365            (set-seed 526)
 366            (ensure-same
 367             (binomial-rand 5 3 0.4)
 368             (list 2 2 0 1 2)))))
 369
 370 )