src/unittests/unittests-prob.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 :lisp-stat-unittests)
  12
  13 ;;; TESTS
  14
  15 (deftestsuite lisp-stat-ut-probdistn (lisp-stat-ut) ())
  16
  17 ;;; Probability distributions
  18
  19 ;; This macro should be generalized, but it's a good start now.
  20 ;;(defmacro ProbDistnTests (prefixName
  21 ;;                        quant-params quant-answer
  22 ;;                        cdf-params cdf-answer
  23 ;;                        pmf-params pmf-answer
  24 ;;                        rand-params rand-answer)
  25 ;;  (deftestsuite lisp-stat-ut-probdist-,prefixName (lisp-stat-ut-probdistn)
  26 ;;    ;;  ((  ))
  27 ;;    (:documentation "testing for ,testName distribution results")
  28 ;;    (:test (ensure-same
  29 ;;          (lisp-stat-ut-basics:,testName-quant ,quant-params) ,quant-answer))
  30 ;;    (:test (ensure-same
  31 ;;          (lisp-stat-ut-basics:,testName-cdf ,cdf-params) ,cdf-answer))
  32 ;;    (:test (ensure-same
  33 ;;          (lisp-stat-ut-basics:,testName-pmf ,pmf-params) ,pmf-answer))
  34 ;;    (:test (progn
  35 ;;           (set-seed 234)
  36 ;;           (ensure-same
  37 ;;            (lisp-stat-ut-basics:,testName-rand ,rand-params) ,rand-answer)))))
  38
  39 ;;; Normal distribution
  40
  41 (deftestsuite lisp-stat-ut-probdist-f (lisp-stat-ut-probdistn)
  42   ()
  43   (:documentation "testing for Gaussian distn results")
  44   (:test (ensure-same
  45           (normal-quant 0.95)
  46           1.6448536279366268))
  47   (:test (ensure-same
  48           (normal-cdf 1.3)
  49           0.9031995154143897))
  50   (:test (ensure-same
  51           (normal-dens 1.3)
  52           0.17136859204780736))
  53   (:test (ensure-same
  54           (normal-rand 2)
  55           (list -0.40502015f0 -0.8091404f0)))
  56   (:test (ensure-same
  57           (bivnorm-cdf 0.2 0.4 0.6)
  58           0.4736873734160288)))
  59
  60 ;;;; Cauchy distribution
  61
  62 (deftestsuite lisp-stat-ut-probdist-cauchy (lisp-stat-ut-probdistn)
  63   ()
  64   (:documentation "testing for Cachy-distn results")
  65   (:test (ensure-same
  66           (cauchy-quant 0.95)
  67           6.313751514675031))
  68   (:test (ensure-same
  69           (cauchy-cdf 1.3)
  70           0.7912855998398473))
  71   (:test (ensure-same
  72           (cauchy-dens 1.3)
  73           0.1183308127104695 ))
  74   (:test (ensure-same
  75           (cauchy-rand 2)
  76           (list -1.06224644160405 -0.4524695943939537))))
  77
  78 ;;;; Gamma distribution
  79
  80 (deftestsuite lisp-stat-ut-probdist-gamma (lisp-stat-ut-probdistn)
  81   ()
  82   (:documentation "testing for gamma distn results")
  83   (:test (ensure-same
  84           (gamma-quant 0.95 4.3)
  85           8.178692439291645))
  86   (:test (ensure-same
  87           (gamma-cdf 1.3 4.3)
  88           0.028895150986674906))
  89   (:test (ensure-same
  90           (gamma-dens 1.3 4.3)
  91           0.0731517686447374))
  92   (:test (ensure-same
  93           (gamma-rand 2 4.3)
  94           (list 2.454918912880936 4.081365384357454))))
  95
  96 ;;;; Chi-square distribution
  97
  98 (deftestsuite lisp-stat-ut-probdist-chisq (lisp-stat-ut-probdistn)
  99   ()
 100   (:documentation "testing for Chi-square distn results")
 101   (:test (ensure-same
 102           (chisq-quant 0.95 3)
 103           7.814727903379012))
 104   (:test (ensure-same
 105           (chisq-cdf 1 5)
 106           0.03743422675631789))
 107   (:test (ensure-same
 108           (chisq-dens 1 5)
 109           0.08065690818083521))
 110   (:test (progn
 111            (set-seed 353)
 112            (ensure-same
 113             (chisq-rand 2 4)
 114             (list 1.968535826180572 2.9988646156942997)))))
 115
 116 ;;;; Beta distribution
 117
 118 (deftestsuite lisp-stat-ut-probdist-beta (lisp-stat-ut-probdistn)
 119   ()
 120   (:documentation "testing for beta distn results")
 121   (:test (ensure-same
 122           (beta-quant 0.95 3 2)
 123           0.9023885371149876))
 124   (:test (ensure-same
 125           (beta-cdf 0.4 2 2.4)
 126           0.4247997418541529 ))
 127   (:test (ensure-same
 128           (beta-dens 0.4 2 2.4)
 129           1.5964741858913518 ))
 130   (:test (ensure-same
 131           (beta-rand 2 2 2.4)
 132           (list 0.8014897077282279 0.6516371997922659))))
 133
 134 ;;;; t distribution
 135
 136 (deftestsuite lisp-stat-ut-probdist-t (lisp-stat-ut-probdistn)
 137   ()
 138   (:documentation "testing for t-distn results")
 139   (:test (ensure-same
 140           (t-quant 0.95 3)
 141           2.35336343484194))
 142   (:test (ensure-same
 143           (t-cdf 1 2.3)
 144           0.794733624298342))
 145   (:test (ensure-same
 146           (t-dens 1 2.3)
 147           0.1978163816318102))
 148   (:test (ensure-same
 149           (t-rand 2 2.3)
 150           (list -0.34303672776089306 -1.142505872436518))))
 151
 152 ;;;; F distribution
 153
 154 (deftestsuite lisp-stat-ut-probdist-f (lisp-stat-ut-probdistn)
 155   ()
 156   (:documentation "testing for f-distn results")
 157   (:test (ensure-same
 158           (f-quant 0.95 3 5) 5.409451318117459))
 159   (:test (ensure-same
 160           (f-cdf 1 3.2 5.4)
 161           0.5347130905510765))
 162   (:test (ensure-same
 163           (f-dens 1 3.2 5.4)
 164           0.37551128864591415))
 165   (:test (progn
 166            (set-seed 234)
 167            (ensure-same
 168             (f-rand 2 3 2)
 169             (list 0.7939093442091963 0.07442694152491144)))))
 170
 171 ;;;; Poisson distribution
 172
 173 (deftestsuite lisp-stat-ut-probdist-poisson (lisp-stat-ut-probdistn)
 174   ()
 175   (:documentation "testing for poisson distribution results")
 176   (:test (ensure-same
 177           (poisson-quant 0.95 3.2) 6))
 178   (:test (ensure-same
 179           (poisson-cdf 1 3.2)
 180           0.17120125672252395))
 181   (:test (ensure-same
 182           (poisson-pmf 1 3.2)
 183           0.13043905274097067))
 184   (:test (progn
 185            (set-seed 234)
 186            (ensure-same
 187             (poisson-rand 5 3.2)
 188             (list 2 1 2 0 3)))))
 189
 190 ;; Binomial distribution
 191
 192 (deftestsuite lisp-stat-ut-probdist-binomial (lisp-stat-ut-probdistn)
 193   ()
 194   (:documentation "testing for binomial distribution results")
 195
 196   (:test (ensure-same
 197           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 198           ))
 199   (:test (ensure-same
 200           (binomial-quant 0 3 0.4)
 201           ;; -2147483648
 202           ))
 203   (:test (ensure-same
 204           (binomial-cdf 1 3 0.4)
 205           0.6479999999965776))
 206
 207   (:test (ensure-same
 208           (binomial-pmf 1 3 0.4)
 209           0.4320000000226171))
 210   (:test (progn
 211            (set-seed 526)
 212            (ensure-same
 213             (binomial-rand 5 3 0.4)
 214             (list 2 2 0 1 2)))))