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 :lift :lisp-stat)
  15   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard))
  16
  17 (in-package #:lisp-stat-unittests)
  18
  19 ;;; TESTS
  20
  21
  22 (deftestsuite lisp-stat () ())
  23
  24 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  25
  26 (addtest (lisp-stat-lin-alg)
  27   cholesky-decomposition
  28   (ensure-same
  29           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  30           (#2A((1.7888543819998317 0.0 0.0)
  31                (1.6770509831248424 0.11180339887498929 0.0)
  32                (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  33               5.000000000000003)))
  34
  35 (addtest (lisp-stat-lin-alg)
  36   lu-decomposition
  37   (ensure-same
  38    (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  39    (#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)))
  40
  41 (addtest (lisp-stat-lin-alg)
  42   lu-solve
  43   (ensure-same
  44    (lu-solve
  45     (lu-decomp
  46      #2A((2 3 4) (1 2 4) (2 4 5)))
  47     #(2 3 4))
  48    #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  49
  50
  51 (addtest (lisp-stat-lin-alg)
  52   inverse
  53   (ensure-same
  54    (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  55    #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  56        (-1.0 -0.6666666666666666 1.3333333333333333)
  57        (0.0 0.6666666666666666 -0.3333333333333333))))
  58
  59 (addtest (lisp-stat-lin-alg)
  60   sv-decomp
  61   (ensure-same
  62    (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  63    (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  64         (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  65         (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  66        #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  67        #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  68            (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  69            (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  70        T)))
  71
  72 (addtest (lisp-stat-lin-alg)
  73   qr-decomp
  74   (ensure-same
  75    (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  76    (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  77         (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  78         (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  79        #2A((-3.0 -5.333333333333334 -7.333333333333332)
  80            (0.0 -0.7453559924999292 -1.1925695879998877)
  81            (0.0 0.0 -1.3416407864998738))) ))
  82
  83 (addtest (lisp-stat-lin-alg)
  84   rcondest
  85   (ensure-same
  86    (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  87    6.8157451e7 ))
  88
  89 (addtest (lisp-stat-lin-alg)
  90   eigen
  91   (ensure-same
  92    (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
  93    (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
  94      (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
  95        #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
  96        #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
  97      NIL) ))
  98
  99 (addtest (lisp-stat-lin-alg)
 100   spline
 101   (ensure-same
 102    (spline
 103     #(1.0 1.2 1.3 1.8 2.1 2.5)
 104     #(1.2 2.0 2.1 2.0 1.1 2.8)
 105     :xvals 6)
 106    ((1.0 1.3 1.6 1.9 2.2 2.5)
 107     (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 108
 109
 110 (addtest (lisp-stat-lin-alg)
 111   kernel-smooth
 112   (ensure-same
 113    ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 114    (kernel-smooth
 115     #(1.0 1.2 1.3 1.8 2.1 2.5)
 116     #(1.2 2.0 2.1 2.0 1.1 2.8)
 117     :xvals 5)
 118    ((1.0 1.375 1.75 2.125 2.5)
 119            (1.6603277642110226 1.9471748095239771 1.7938127405752287
 120                                1.5871511322219498 2.518194783156392))))
 121
 122 (addtest (lisp-stat-lin-alg)
 123   kernel-dens
 124   (ensure-same
 125    (kernel-dens
 126     #(1.0 1.2 2.5 2.1 1.8 1.2)
 127     :xvals 5)
 128    ((1.0 1.375 1.75 2.125 2.5)
 129     (0.7224150453621405 0.5820045548233707 0.38216411702854214
 130                         0.4829822708587095 0.3485939156929503)) ))
 131
 132 (addtest (lisp-stat-lin-alg)
 133   fft
 134   (ensure-same
 135    (fft #(1.0 1.2 2.5 2.1 1.8))
 136    #(#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)) ))
 137
 138 (addtest (lisp-stat-lin-alg)
 139   lowess
 140   (ensure-same
 141    (lisp-stat-descriptive-statistics:lowess
 142     #(1.0 1.2 2.5 2.1 1.8 1.2)
 143     #(1.2 2.0 2.1 2.0 1.1 2.8))
 144    (#(1.0 1.2 1.2 1.8 2.1 2.5))))
 145
 146
 147 (deftestsuite lisp-stat-spec-fns () ())
 148
 149 ;;;; Log-gamma function
 150
 151 (addtest (lisp-stat-spec-fns)
 152          (ensure-same
 153           (lisp-stat-basics:log-gamma 3.4)
 154           1.0923280596789584))
 155
 156
 157 ;;; Probability distributions
 158
 159 ;; This macro should be generalized, but it's a good start now.
 160 (defmacro ProbDistnTests (prefixName
 161                           quant-params quant-answer
 162                           cdf-params cdf-answer
 163                           pmf-params pmf-answer
 164                           rand-params rand-answer)
 165
 166   (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 167     ;;  ((  ))
 168     (:documentation "testing for ,testName distribution results")
 169     (:test (ensure-same
 170             (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 171     (:test (ensure-same
 172             (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 173     (:test (ensure-same
 174             (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 175     (:test (progn
 176              (set-seed 234)
 177              (ensure-same
 178               (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 179
 180 ;;; Normal distribution
 181
 182 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 183   (:documentation "testing for Gaussian distn results")
 184   (:test (ensure-same
 185           (lisp-stat-basics:normal-quant 0.95)
 186           1.6448536279366268))
 187   (:test (ensure-same
 188           (lisp-stat-basics:normal-cdf 1.3)
 189           0.9031995154143897))
 190   (:test (ensure-same
 191           (lisp-stat-basics:normal-dens 1.3)
 192           0.17136859204780736))
 193   (:test (ensure-same
 194           (lisp-stat-basics:normal-rand 2)
 195           (-0.40502015f0 -0.8091404f0)))
 196   (:test (ensure-same
 197           (lisp-stat-basics:bivnorm-cdf 0.2 0.4 0.6)
 198           0.4736873734160288)))
 199
 200 ;;;; Cauchy distribution
 201
 202 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 203   (:documentation "testing for Cachy-distn results")
 204   (:test (ensure-same
 205           (lisp-stat-basics:cauchy-quant 0.95)
 206           6.313751514675031))
 207   (:test (ensure-same
 208           (lisp-stat-basics:cauchy-cdf 1.3)
 209           0.7912855998398473))
 210   (:test (ensure-same
 211           (lisp-stat-basics:cauchy-dens 1.3)
 212           0.1183308127104695 ))
 213   (:test (ensure-same
 214           (lisp-stat-basics:cauchy-rand 2)
 215           (-1.06224644160405 -0.4524695943939537))))
 216
 217 ;;;; Gamma distribution
 218
 219 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 220   (:documentation "testing for gamma distn results")
 221   (:test (ensure-same
 222           (lisp-stat-basics:gamma-quant 0.95 4.3)
 223           8.178692439291645))
 224   (:test (ensure-same
 225           (lisp-stat-basics:gamma-cdf 1.3 4.3)
 226           0.028895150986674906))
 227   (:test (ensure-same
 228           (lisp-stat-basics:gamma-dens 1.3 4.3)
 229           0.0731517686447374))
 230   (:test (ensure-same
 231           (lisp-stat-basics:gamma-rand 2 4.3)
 232           (2.454918912880936 4.081365384357454))))
 233
 234 ;;;; Chi-square distribution
 235
 236 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 237   ()
 238   (:documentation "testing for Chi-square distn results")
 239   (:test (ensure-same
 240           (lisp-stat-basics:chisq-quant 0.95 3)
 241           7.814727903379012))
 242   (:test (ensure-same
 243           (lisp-stat-basics:chisq-cdf 1 5)
 244           0.03743422675631789))
 245   (:test (ensure-same
 246           (lisp-stat-basics:chisq-dens 1 5)
 247           0.08065690818083521))
 248   (:test (progn
 249            (set-seed 353)
 250            (ensure-same
 251             (lisp-stat-basics:chisq-rand 2 4)
 252             (1.968535826180572 2.9988646156942997)))))
 253
 254 ;;;; Beta distribution
 255
 256 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 257   ()
 258   (:documentation "testing for beta distn results")
 259   (:test (ensure-same
 260           (lisp-stat-basics:beta-quant 0.95 3 2)
 261           0.9023885371149876))
 262   (:test (ensure-same
 263           (lisp-stat-basics:beta-cdf 0.4 2 2.4)
 264           0.4247997418541529 ))
 265   (:test (ensure-same
 266           (lisp-stat-basics:beta-dens 0.4 2 2.4)
 267           1.5964741858913518 ))
 268   (:test (ensure-same
 269           (lisp-stat-basics:beta-rand 2 2 2.4)
 270           (0.8014897077282279 0.6516371997922659))))
 271
 272 ;;;; t distribution
 273
 274 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 275   (:documentation "testing for t-distn results")
 276   (:test (ensure-same
 277           (lisp-stat-basics:t-quant 0.95 3)
 278           2.35336343484194))
 279   (:test (ensure-same
 280           (lisp-stat-basics:t-cdf 1 2.3)
 281           0.794733624298342))
 282   (:test (ensure-same
 283           (lisp-stat-basics:t-dens 1 2.3)
 284           0.1978163816318102))
 285   (:test (ensure-same
 286           (lisp-stat-basics:t-rand 2 2.3)
 287           (-0.34303672776089306 -1.142505872436518))))
 288
 289 ;;;; F distribution
 290
 291 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 292   (:documentation "testing for f-distn results")
 293   (:test (ensure-same
 294           (lisp-stat-basics:f-quant 0.95 3 5) 5.409451318117459))
 295   (:test (ensure-same
 296           (lisp-stat-basics:f-cdf 1 3.2 5.4)
 297           0.5347130905510765))
 298   (:test (ensure-same
 299           (lisp-stat-basics:f-dens 1 3.2 5.4)
 300           0.37551128864591415))
 301   (:test (progn
 302            (set-seed 234)
 303            (ensure-same
 304             (lisp-stat-basics:f-rand 2 3 2)
 305             (0.7939093442091963 0.07442694152491144)))))
 306
 307 ;;;; Poisson distribution
 308
 309 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 310 ;;  ((  ))
 311   (:documentation "testing for poisson distribution results")
 312   (:test (ensure-same
 313           (lisp-stat-basics:poisson-quant 0.95 3.2) 6))
 314   (:test (ensure-same
 315           (lisp-stat-basics:poisson-cdf 1 3.2)
 316           0.17120125672252395))
 317   (:test (ensure-same
 318           (lisp-stat-basics:poisson-pmf 1 3.2)
 319           0.13043905274097067))
 320   (:test (progn
 321            (set-seed 234)
 322            (ensure-same
 323             (lisp-stat-basics:poisson-rand 5 3.2)
 324             (list 2 1 2 0 3)))))
 325
 326 ;; Binomial distribution
 327
 328 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 329 ;;  ((  ))
 330   (:documentation "testing for binomial distribution results")
 331   (:test (ensure-same
 332           (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 333           ))
 334   (:test (ensure-same
 335           (lisp-stat-basics:binomial-quant 0 3 0.4)
 336           ;; -2147483648
 337           ))
 338   (:test (ensure-same
 339           (lisp-stat-basics:binomial-cdf 1 3 0.4)
 340           0.6479999999965776))
 341
 342   (:test (ensure-same
 343           (lisp-stat-basics:binomial-pmf 1 3 0.4)
 344           0.4320000000226171))
 345   (:test (progn
 346            (set-seed 526)
 347            (ensure-same
 348             (lisp-stat-basics:binomial-rand 5 3 0.4)
 349             (list 2 2 0 1 2)))))
 350
 351
 352 ;;; External support for running tests
 353
 354 (defun run-lisp-stat-tests ())