model.lisp

   1 ;;; -*- mode: lisp -*-
   2 ;;; Copyright (c) 2005--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:       model.lisp
   7 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   8 ;;; Copyright:  (c)2007, AJ Rossini.  BSD, LLGPL, or GPLv2, depending on how it arrives.
   9 ;;; Purpose:    models as a data summarization tools.
  10 ;;; Time-stamp: <2006-05-19 12:33:41 rossini>
  11 ;;; Creation:   <2006-05-17 21:34:07 rossini>
  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 ;;; Work towards an object system with a comprehensive theory of data
  18 ;;; summarization through models.  The basic idea is that models are
  19 ;;; used to summarize different aspects of a data generating process,
  20 ;;; possibly realized by a dataset.
  21
  22 (in-package :cl-user)
  23
  24 (defpackage :lisp-stat-model
  25   (:documentation "Model management and other mathematical technologies.")
  26   (:nicknames :ls-data)
  27   (:use :common-lisp
  28         :lisp-stat-config
  29         :lisp-stat-object-system
  30         :lisp-stat-types
  31         :lisp-stat-compound-data
  32         :lisp-stat-matrix
  33         :lisp-stat-linalg)
  34   (:shadowing-import-from :lisp-stat-object-system
  35                           slot-value call-method call-next-method)
  36   (:export model))
  37
  38 (in-package :lisp-stat-model)
  39
  40 (defclass model ()
  41   ((name :initform nil
  42          :initarg :name
  43          :accessor name
  44          :reader model-name)
  45    (form :initform nil
  46          :initarg :formula
  47          :accessor form
  48          :reader model-formula)
  49    (parameter-vars :initform nil
  50                    :initarg :parameter-vars
  51                    :accessor param-vars
  52                    :reader model-formula)
  53    (data-vars :initform nil
  54               :initarg :data-vars
  55               :accessor data-vars
  56               :reader model-formula)
  57    (fixed-vars :initform nil
  58                :initarg :fixed-vars
  59                :accessor fixed-vars
  60                :reader model-formula)
  61    (solution :initform nil
  62              :initarg :criteriaFunction
  63              :accessor critFcn-vars
  64              :reader model-formula)
  65
  66    (done-solution? :initform nil :reader done-setup?)
  67    (prototypes-initialized? :initform nil :reader prototypes-initialized?)
  68    (current-values :initform nil :accessor current-values)
  69
  70    (log-file :initform nil :initarg :log-file :reader log-file)
  71    (test-data :initform nil :accessor test-data)
  72    (expected-failure-p :initform nil :initarg :expected-failure-p
  73                        :reader expected-failure-p)
  74    (expected-error-p :initform nil :initarg :expected-error-p
  75                      :reader expected-error-p)
  76    (expected-problem-p :initform nil :initarg :expected-problem-p
  77                        :reader expected-problem-p))
  78   (:documentation "Mathematical Model"))
  79
  80 (defclass result (model)
  81   ((param-values  )
  82    (param-uncertainity )
  83    (param-characterization ))
  84
  85 ;; The following are types of models -- in particular, we can consider
  86 ;; that these models
  87
  88 (defclass statistical-model (model) )
  89
  90 (defclass ode-model (model ))
  91
  92 (defclass linear-regression-model (statistical-mode))
  93
  94 (defclass generalized-linear-regression-model (statistical-model))
  95
  96 (defclass nonlinear-linear-regression-model (statistical-model))
  97
  98
  99 ;;; garbage follows
 100
 101
 102 ;; modelType
 103
 104 root
 105 opt (min / max)
 106
 107 diffeqn
 108
 109 diffeqn + solve
 110
 111 ;; dataType
 112
 113 varExtract
 114 tableExtract
 115 relationExtract
 116
 117
 118 ;; mappingType
 119
 120 (setf myFirstModel
 121       (defineModel normalLikelihood '((* (/ 1 (sqrt (* 2 (pi) sigma)))
 122                                          (exp (/ (- x mu)
 123                                                  sigma))))
 124         :fixed '()
 125         :param '(mu sigma)
 126         :data '(x)
 127         :critFcnSoln '(:max (one-of bfgs nelder-mead conjugate-gradient))))
 128
 129 (defclass model ()
 130   ((name )
 131    (vars-fixed :initarg nil :arg fixed)
 132    (vars-param :initarg nil :arg param)
 133    (vars-data :initarg nil :arg data)
 134    (critFcn   ))
 135
 136 (de
 137
 138
 139
 140
 141 (defclass meanModel (model) ... ) ;; a macro to map onto Model
 142 (defclass meanVarModel (model)  ... )
 143 (defclass regressionModel (meanModel) )
 144 (defclass mixedModel (regressionModel) ... )
 145 (defclass bayesianModel (model)  ... )
 146 (defclass diffintgleqnModel (model) ) ;;(ODE, PDF, integral equations)
 147
 148
 149
 150 (setf modX
 151       (solveModel :model myFirstModel
 152                   :data myVar
 153                   :mapping '((x . myVar))))
 154
 155 ;; result structure
 156
 157 (:solution
 158  :params
 159  :params-characterisation
 160  :paradigm '(bayesian frequentist)
 161  :dataname
 162  :modelname )
 163
 164
 165 (with-mapping map :model mymod :data mydata
 166               (bootstrap mymod mydata))
 167
 168
 169 ;; solution should inherit from model and data (and be recomputable)
 170 ;; func args override embedded args
 171 ;;
 172 ;;  (solveModel firstSoln) "=" firstSoln
 173 ;;
 174 ;; unless stoch approx used.
 175
 176 ;;
 177
 178 (defclass
 179