testsupport unit tests work and verify numerical equality approach.

[CommonLispStat.git] / ls-demo.lisp

;;; -*- mode: lisp -*-
;;; Copyright (c) 2007, by A.J. Rossini <blindglobe@gmail.com>
;;; See COPYRIGHT file for any additional restrictions (BSD license).
;;; Since 1991, ANSI was finally finished.  Edited for ANSI Common Lisp. 

;;; File:       ls-demo.lisp
;;; Author:     AJ Rossini <blindglobe@gmail.com>
;;; Copyright:  (c) 2007, AJ Rossini.  BSD.
;;; Purpose:    demonstrations of how one might use CLS.
;;; Time-stamp: <>
;;; Creation:   

;;; What is this talk of 'release'? Klingons do not make software
;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
;;; designers and quality assurance people in its wake.

(load "init.lisp")  ;; init needs to be more like the asdf-loader for lisp-stat, though it is pretty close. 

;;; checking exports.
;;; This is generally not how I expect it to be used.

(in-package :cl-user)
(lisp-stat:binomial-quant 0.95 3 0.4) ;;; 3
(lisp-stat:binomial-quant 0 3 0.4) ;;; 0
(lisp-stat:normal-rand 20) ;;; DOESN'T RETURN


;;; This is how I expect it to be used, either with work in ls-user,
;;; or a cloned package similar to ls-user.

(in-package :ls-user)

;; Probability

(binomial-quant 0.95 3 0.4) ; 3
(binomial-quant 0 3 0.4) ; 0
(normal-rand 20)

;; Matrix algebra.

(chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
;; (#2A((1.7888543819998317 0.0 0.0)
;;      (1.6770509831248424 0.11180339887498929 0.0)
;;      (2.23606797749979 2.23606797749979 3.332000937312528e-8))
;;  5.000000000000003)

(defvar my-chol-decomp-test (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5))))
my-chol-decomp-test
(nth 0 my-chol-decomp-test)
(nth 1 my-chol-decomp-test)




(lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
;; (#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)

(lu-solve 
 (lu-decomp #2A((2 3 4) (1 2 4) (2 4 5))) 
 #(2 3 4))
;; #(-2.333333333333333 1.3333333333333335 0.6666666666666666)

(inverse #2A((2 3 4) (1 2 4) (2 4 5)))
;; #2A((2.0 -0.33333333333333326 -1.3333333333333335)
;;     (-1.0 -0.6666666666666666 1.3333333333333333)
;;     (0.0 0.6666666666666666 -0.3333333333333333))

(sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
;; (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
;;      (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
;;      (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
;;  #(9.699290438141343 0.8971681569301373 0.3447525123483081)
;;  #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
;;      (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
;;      (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
;;  T)

(qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
;; (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
;;      (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
;;      (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
;;  #2A((-3.0 -5.333333333333334 -7.333333333333332)
;;      (0.0 -0.7453559924999292 -1.1925695879998877)
;;      (0.0 0.0 -1.3416407864998738)))

(rcondest #2A((2 3 4) (1 2 4) (2 4 5))) 
;; 6.8157451e7

(eigen #2A((2 3 4) (1 2 4) (2 4 5)))
;; (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
;;  (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
;;   #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
;;   #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
;;  NIL)

(spline #(1.0 1.2 1.3 1.8 2.1 2.5)  
        #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 6)
;; ((1.0 1.3 1.6 1.9 2.2 2.5)
;;  (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))

;;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
(kernel-smooth #(1.0 1.2 1.3 1.8 2.1 2.5)  
               #(1.2 2.0 2.1 2.0 1.1 2.8) :xvals 5)
;; ((1.0 1.375 1.75 2.125 2.5)
;;  (1.6603277642110226 1.9471748095239771 1.7938127405752287 
;;   1.5871511322219498 2.518194783156392))

(kernel-dens #(1.0 1.2 2.5 2.1 1.8 1.2) :xvals 5)
;; ((1.0 1.375 1.75 2.125 2.5)
;;  (0.7224150453621405 0.5820045548233707 0.38216411702854214 
;;   0.4829822708587095 0.3485939156929503))

(fft #(1.0 1.2 2.5 2.1 1.8))
;; #(#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))

(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))
;; (#(1.0 1.2 1.2 1.8 2.1 2.5))



;;; Log-gamma function

(log-gamma 3.4) ;;1.0923280596789584

;;; Probability functions

;;; looking at these a bit more, perhaps a more CLOSy style is needed, i.e. 
;;; (quantile :list-or-cons loc :type type (one of 'empirical 'normal 'cauchy, etc...))
;;; similar for the cdf, density, and rand.
;;; Probably worth figuring out how to add a new distribution
;;; efficiently, i.e. by keeping some kind of list.

;;; Normal distribution

(normal-quant 0.95) ;;1.6448536279366268
(normal-cdf 1.3) ;;0.9031995154143897
(normal-dens 1.3) ;;0.17136859204780736
(normal-rand 2) ;;(-0.40502015f0 -0.8091404f0)

(bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288

;;; Cauchy distribution

(cauchy-quant 0.95) ;;6.313751514675031 
(cauchy-cdf 1.3) ;;0.7912855998398473
(cauchy-dens 1.3) ;;0.1183308127104695 
(cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537)

;;; Gamma distribution

(gamma-quant 0.95 4.3) ;;8.178692439291645
(gamma-cdf 1.3 4.3) ;;0.028895150986674906
(gamma-dens 1.3 4.3) ;;0.0731517686447374
(gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454)

;;; Chi-square distribution

(chisq-quant 0.95 3) ;;7.814727903379012
(chisq-cdf 1 5) ;;0.03743422675631789
(chisq-dens 1 5) ;;0.08065690818083521
(chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997)

;;; Beta distribution

(beta-quant 0.95 3 2) ;;0.9023885371149876
(beta-cdf 0.4 2 2.4) ;;0.4247997418541529 
(beta-dens 0.4 2 2.4) ;;1.5964741858913518 
(beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659) 

;;; t distribution

(t-quant 0.95 3) ;;2.35336343484194
(t-cdf 1 2.3) ;;0.794733624298342
(t-dens 1 2.3) ;;0.1978163816318102
(t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518)

;;; F distribution

(f-quant 0.95 3 5) ;;5.409451318117459
(f-cdf 1 3.2 5.4) ;;0.5347130905510765
(f-dens 1 3.2 5.4) ;;0.37551128864591415
(f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144)

;;; Poisson distribution

(poisson-quant 0.95 3.2) ;;6
(poisson-cdf 1 3.2) ;;0.17120125672252395
(poisson-pmf 1 3.2) ;;0.13043905274097067
(poisson-rand 5 3.2) ;;(2 1 2 0 3)

;;; Binomial distribution

(binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
(binomial-quant 0 3 0.4) ;;; -2147483648
(binomial-cdf 1 3 0.4) ;;0.6479999999965776
(binomial-pmf 1 3 0.4) ;;0.4320000000226171
(binomial-rand 5 3 0.4) ;;(2 2 0 1 2)


;;; OBJECT SYSTEM

(in-package :ls-user)
(defproto *test-proto*)
*test-proto*
(defmeth *test-proto* :make-data (&rest args) nil)
(send *test-proto* :make-data)


;;; Testing 

(in-package :lisp-stat-unittests)
(testsuites)
(print-tests)
(run-tests)
(last-test-status)
;;(failures)

(testsuite-tests 'lisp-stat)
(run-tests :suite 'lisp-stat)
(describe (run-tests :suite 'lisp-stat))

(describe (run-tests :suite 'lisp-stat-testsupport))

(run-tests :suite 'lisp-stat-probdistn)
(describe (run-tests :suite 'lisp-stat-probdistn))



(run-tests :suite 'lisp-stat-spec-fns)
(describe (run-tests :suite 'lisp-stat-spec-fns))


(find-testsuite 'lisp-stat-lin-alg)
(testsuite-tests 'lisp-stat-lin-alg)
(run-tests :suite 'lisp-stat-lin-alg)
(describe (run-tests :suite 'lisp-stat-lin-alg))


;;; Data Analysis test


(in-package :ls-user)

(def iron  (list 61 175 111 124 130 173 169 169 160 224 257 333 199))
iron
(def aluminum (list 13 21 24 23 64 38 33 61 39 71 112 88 54))
aluminum
(def absorbtion (list 4 18 14 18 26 26 21 30 28 36 65 62 40))
absorbtion

(fivnum absorbtion)
(median absorbtion) (sort absorbtion) (rank absorbtion)
(standard-deviation absorbtion)
(interquartile-range absorbtion)


*variables*

(variables)
(undef 'iron)
(variables)