src/stat-models/likelihood-clos.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; File:       likelihood-clos.lisp
   4 ;;; Time-stamp: <2008-09-05 18:56:59 tony>
   5 ;;; Creation:   <2008-03-11 19:18:34 user>
   6 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   7 ;;; Copyright:  (c)2008, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   8 ;;;             on how it arrives.
   9 ;;; Purpose:    likelihood package for lispstat
  10
  11 ;;; What is this talk of 'release'? Klingons do not make software
  12 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  13 ;;; designers and quality assurance people in its wake.
  14
  15 ;;; This organization and structure is new to the 21st Century
  16 ;;; version.
  17
  18 ;;; likelihood-clos.lisp
  19 ;;;
  20 ;;; redoing likelihood computations in a CLOS based framework.
  21
  22 (in-package :cl-user)
  23
  24 (defpackage :lisp-stat-likelihood-clos
  25   (:use :common-lisp
  26         :lisp-stat-optimize)
  27   (:export likelihood-model ;; data structure
  28            maximize-likelihood ;; optimize
  29            report)) ;; tell about what we have
  30
  31 (in-package :lisp-stat-regression-linear-clos)
  32
  33
  34 (defclass likelihood-model (statistical-model)
  35   ((function :initform nil
  36              :initarg :function :accessor function)
  37    (estimable-vars :initform nil
  38                    :initarg :est-vars :accessor est-vars)
  39    (data-vars :initform nil
  40                     :initarg :data-vars :accessor data-vars)
  41    (description :initform "" :initarg :descr :accessor descr)
  42    (needs-computing :initform T :initarg :compute? :accessor compute?)
  43   (:documentation "Likelihood Model through CLOS.")))
  44
  45 (defclass prior (statistical-model)
  46   ((function :initform nil
  47              :initarg :function :accessor function)
  48    (estimable-vars :initform nil
  49                    :initarg :est-vars :accessor est-vars)
  50    (data-vars :initform nil
  51                     :initarg :data-vars :accessor data-vars)
  52    (description :initform "" :initarg :descr :accessor descr)
  53    (needs-computing :initform T :initarg :compute? :accessor compute?)
  54   (:documentation "Likelihood Model through CLOS.")))
  55
  56 (defclass inference-framework (statistical-model)
  57   ((inference-type :initform nil
  58                    :initarg :inf-type :accessor inf-type)
  59    (priors :initform nil)
  60    (description :initform nil :initarg :descr :accessor descr))
  61   (:documentation "inference framework, including priors"))
  62
  63 (defgeneric maximize-likelihood (likelihood inference-framework &optional prior))
  64
  65 (defgeneric maximize-likelihood (likelihood prior inference-framework))
  66
  67