src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2008-11-25 08:31:31 tony>
   4 ;;; Creation:   <2008-03-11 19:18:34 user>
   5 ;;; File:       packages.lisp
   6 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   7 ;;; Copyright:  (c)2007--2008, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   8 ;;;             on how it arrives.
   9 ;;; Purpose:    package structure description 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 (in-package :cl-user)
  19
  20 ;;; LispStat Basics
  21
  22 (in-package :cl-user)
  23
  24 (defpackage :lisp-stat-object-system
  25  (:nicknames :ls-objects :lsos)
  26  (:use :common-lisp)
  27  (:shadow :call-method :call-next-method :slot-value)
  28  (:export ls-object objectp *object* kind-of-p make-object
  29           *message-hook*
  30           *set-slot-hook* slot-value self
  31           send call-next-method call-method
  32           defmeth defproto instance-slots proto-name))
  33
  34
  35
  36
  37
  38 (defpackage :lisp-stat-types
  39   (:documentation "Provides some typeing for LispStat, but is clearly
  40                    a bit incomplete.")
  41   (:use :common-lisp)
  42   (:export fixnump
  43            check-nonneg-fixnum check-one-nonneg-fixnum
  44            check-one-fixnum check-one-real check-one-number))
  45
  46
  47 ;;; Package Setup
  48
  49 (in-package :cl-user)
  50
  51 (defpackage :lisp-stat-float
  52   (:use :common-lisp)
  53   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  54            machine-epsilon base-float makedouble
  55
  56            make-base-trans-fun-2 make-base-trans-fun
  57
  58            base-log base-exp base-expt base-sqrt base-sin base-cos
  59            base-tan base-asin base-acos base-atan base-sinh
  60            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  61            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  62            BASE-FROUND BASE-SIGNUM BASE-CIS))
  63
  64
  65 (defpackage :lisp-stat-compound-data
  66   (:use :common-lisp
  67         :lisp-stat-object-system
  68         :lisp-stat-types)
  69   (:shadowing-import-from :lisp-stat-object-system
  70                           slot-value
  71                           call-next-method call-method)
  72   (:export compound-data-p *compound-data-proto*
  73            compound-object-p
  74            compound-data-seq compound-data-length
  75            element-list element-seq
  76            sort-data order rank
  77            recursive-map-elements map-elements repeat
  78            check-sequence
  79            get-next-element make-next-element set-next-element
  80            ;; sequencep
  81            iseq ordered-nneg-seq
  82            select split-list which
  83            difference rseq
  84            flatten-list ))
  85
  86 (defpackage :lisp-stat-macros
  87   (:use :common-lisp
  88         :lisp-stat-compound-data)
  89   (:export make-rv-function make-rv-function-1))
  90
  91 (defpackage :lisp-stat-basics
  92     (:use :common-lisp
  93           :lisp-stat-object-system
  94           :lisp-stat-types
  95           :lisp-stat-float
  96           :lisp-stat-macros
  97           :lisp-stat-compound-data)
  98   (:shadowing-import-from :lisp-stat-object-system
  99                           slot-value call-method call-next-method)
 100   (:export permute-array sum prod count-elements mean
 101            if-else sample))
 102
 103
 104
 105 (defpackage :lisp-stat-float
 106   (:use :common-lisp)
 107   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
 108            machine-epsilon base-float makedouble
 109
 110            make-base-trans-fun-2 make-base-trans-fun
 111
 112            BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
 113            BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
 114            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
 115            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
 116            BASE-FROUND BASE-SIGNUM BASE-CIS))
 117
 118 ;;;
 119
 120 (defpackage :lisp-stat-macros
 121   (:use :common-lisp
 122         :lisp-stat-compound-data)
 123   (:export make-rv-function make-rv-function-1))
 124
 125 ;;; NEW CLOS STRUCTURE
 126
 127 (defpackage :lisp-stat-data-clos
 128   (:use :common-lisp
 129         :lisp-matrix)
 130   (:export get-variable-matrix get-variable-vector
 131            ;; generic container class for data -- if small enough
 132            ;; could be value, otherwise might be reference.
 133            data-pointer))
 134
 135 (defpackage :lisp-stat-regression-linear-clos
 136   (:use :common-lisp
 137         :lisp-matrix
 138         :lisp-stat-data-clos)
 139   (:export regression-model))
 140
 141
 142
 143 ;;; USER PACKAGES
 144
 145 (defpackage :lisp-stat-ffi-int
 146   (:use :common-lisp
 147         :cffi)
 148   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 149            get-buf ))
 150
 151 (defpackage :lisp-stat-probability
 152   (:use :common-lisp
 153         :cffi
 154         :lisp-stat-ffi-int
 155         :lisp-stat-macros)
 156   (:export log-gamma set-seed
 157            uniform-rand
 158            normal-cdf normal-quant normal-dens normal-rand
 159            bivnorm-cdf
 160            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 161            gamma-cdf gamma-quant gamma-dens gamma-rand
 162            chisq-cdf chisq-quant chisq-dens chisq-rand
 163            beta-cdf beta-quant beta-dens beta-rand
 164            t-cdf t-quant t-dens t-rand
 165            f-cdf f-quant f-dens f-rand
 166            poisson-cdf poisson-quant poisson-pmf poisson-rand
 167            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 168
 169
 170
 171 (defpackage :lisp-stat-matrix
 172   (:use :common-lisp
 173         :cffi
 174         :lisp-stat-compound-data)
 175   (:export matrixp ;;  matrix -- conflicts!
 176            num-rows num-cols matmult identity-matrix diagonal
 177            row-list column-list inner-product outer-product
 178            cross-product transpose bind-columns bind-rows
 179            array-data-vector vector-to-array
 180
 181            check-matrix check-square-matrix
 182
 183            copy-array copy-vector
 184            ))
 185
 186 (defpackage :lisp-stat-linalg-data
 187   (:use :common-lisp
 188         :cffi
 189         :lisp-stat-ffi-int
 190         :lisp-stat-types
 191         :lisp-stat-compound-data
 192         :lisp-stat-matrix)
 193   (:export ;; more to add
 194       +mode-in+ +mode-re+ +mode-cx+ mode-of
 195
 196       la-data-mode la-allocate la-free
 197
 198       la-get-double la-put-double
 199       la-put-integer
 200
 201       la-matrix la-free-matrix la-matrix-to-data la-data-to-matrix
 202       la-vector la-free-vector la-vector-to-data la-data-to-vector ))
 203
 204
 205 (defpackage :lisp-stat-math
 206    (:use :common-lisp
 207          :lisp-stat-object-system
 208          :lisp-stat-macros
 209          :lisp-stat-compound-data
 210          :lisp-stat-float)
 211    (:shadowing-import-from :lisp-stat-object-system
 212                            slot-value call-method call-next-method)
 213    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 214            asin acos atan sinh cosh tanh asinh acosh atanh float random
 215            truncate floor ceiling round minusp zerop plusp evenp oddp
 216            < <= = /= >= > ;; complex
 217            conjugate realpart imagpart phase
 218            min max logand logior logxor lognot ffloor fceiling
 219            ftruncate fround signum cis)
 220    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 221            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 222            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 223            /= >= > ;; complex
 224            conjugate realpart imagpart phase min max
 225            logand logior logxor lognot ffloor fceiling ftruncate fround
 226            signum cis)
 227    (:documentation "Vectorization of numerical functions"))
 228
 229
 230 (defpackage :lisp-stat-linalg
 231   (:use :common-lisp
 232         :cffi
 233         :lisp-stat-ffi-int
 234         :lisp-stat-math
 235         :lisp-stat-types
 236         :lisp-stat-float
 237         :lisp-stat-compound-data
 238         :lisp-stat-linalg-data
 239         :lisp-stat-matrix)
 240   (:shadowing-import-from :lisp-stat-math
 241           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 242           asin acos atan sinh cosh tanh asinh acosh atanh float random
 243           truncate floor ceiling round minusp zerop plusp evenp oddp
 244           < <= = /= >= > complex conjugate realpart imagpart phase
 245           min max logand logior logxor lognot ffloor fceiling
 246           ftruncate fround signum cis)
 247   (:export chol-decomp lu-decomp lu-solve determinant inverse
 248            sv-decomp qr-decomp rcondest make-rotation spline
 249            kernel-dens kernel-smooth
 250            fft make-sweep-matrix sweep-operator ax+y eigen
 251
 252            check-real ;; for optimize
 253
 254            covariance-matrix matrix print-matrix solve
 255            backsolve eigenvalues eigenvectors accumulate cumsum combine
 256            lowess))
 257
 258
 259
 260
 261 (defpackage :lisp-stat-data
 262   (:documentation "Data management, integration, I/O, and other data technologies.")
 263   (:nicknames :ls-data)
 264   (:use :common-lisp
 265         :lisp-stat-object-system
 266         :lisp-stat-config
 267         :lisp-stat-types
 268         :lisp-stat-compound-data)
 269   (:shadowing-import-from :lisp-stat-object-system
 270                           slot-value call-method call-next-method)
 271   (:export open-file-dialog read-data-file read-data-columns load-data
 272            load-example *variables* *ask-on-redefine*
 273            def variables savevar undef))
 274
 275 (defpackage :lisp-stat-descriptive-statistics
 276  (:use :common-lisp
 277        :lisp-stat-data
 278        :lisp-stat-math
 279        :lisp-stat-compound-data
 280        :lisp-matrix
 281 #|
 282        ;; redone within lisp-matrix -- will need to have a package for
 283        ;; any leftovers...
 284        :lisp-stat-matrix
 285        :lisp-stat-linalg-data
 286        :lisp-stat-linalg
 287 |#
 288        :lisp-stat-basics)
 289    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 290       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 291       asin acos atan sinh cosh tanh asinh acosh atanh float random
 292       truncate floor ceiling round minusp zerop plusp evenp oddp
 293       < <= = /= >= > ;; complex
 294       conjugate realpart imagpart phase
 295       min max logand logior logxor lognot ffloor fceiling
 296       ftruncate fround signum cis)
 297    (:export standard-deviation quantile median interquartile-range
 298             fivnum sample))
 299
 300
 301 (defpackage :lisp-stat-regression-linear
 302   (:use :common-lisp
 303         :lisp-stat-object-system
 304         :lisp-stat-basics
 305         :lisp-stat-compound-data
 306         :lisp-stat-math
 307         :lisp-matrix
 308         :lisp-stat-descriptive-statistics)
 309   (:shadowing-import-from :lisp-stat-object-system
 310                           slot-value call-method call-next-method)
 311   (:shadowing-import-from :lisp-stat-math
 312       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 313       asin acos atan sinh cosh tanh asinh acosh atanh float random
 314       truncate floor ceiling round minusp zerop plusp evenp oddp
 315       < <= = /= >= > ;; complex
 316       conjugate realpart imagpart phase
 317       min max logand logior logxor lognot ffloor fceiling
 318       ftruncate fround signum cis)
 319   (:export regression-model regression-model-proto x y intercept sweep-matrix
 320            basis weights included total-sum-of-squares residual-sum-of-squares
 321            predictor-names response-name case-labels))
 322
 323 (defpackage :lisp-stat
 324     (:documentation "Experimentation package for LispStat.  Serious
 325     work should be packaged up elsewhere for reproducibility.  By this
 326     I mean, creating a data/analytics/analysis package with the
 327     minimal set of objects required.")
 328   (:use :common-lisp
 329         :lisp-stat-object-system
 330         :lisp-stat-compound-data
 331         :lisp-stat-probability
 332         :lisp-stat-types
 333         :lisp-stat-float
 334         :lisp-stat-basics
 335         :lisp-stat-data
 336         :lisp-stat-math
 337         :lisp-matrix ;; conversion to a more robust linalg approach
 338         :lisp-stat-descriptive-statistics
 339         :lisp-stat-regression-linear)
 340   (:shadowing-import-from :lisp-stat-object-system
 341         slot-value call-method call-next-method)
 342   (:shadowing-import-from :lisp-stat-math
 343         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 344         asin acos atan sinh cosh tanh asinh acosh atanh float random
 345         truncate floor ceiling round minusp zerop plusp evenp oddp
 346         < <= = /= >= >
 347         ;;complex
 348         conjugate realpart imagpart phase
 349
 350         min max
 351         logand logior logxor lognot
 352         ffloor fceiling ftruncate fround
 353         signum cis)
 354   (:export
 355    ;; lsobjects :
 356    defproto defproto2
 357    defmeth send
 358
 359    ;; lstypes :
 360    fixnump check-nonneg-fixnum check-one-fixnum
 361    check-one-real check-one-number
 362
 363    ;; lsmacros:
 364
 365    ;; lsfloat :
 366    machine-epsilon
 367
 368    ;; compound :
 369    compound-data-p *compound-data-proto* compound-object-p
 370    compound-data-seq compound-data-length
 371    element-list element-seq
 372    sort-data order rank
 373    recursive-map-elements map-elements
 374    repeat
 375    check-sequence
 376    get-next-element make-next-element set-next-element
 377    ;; sequencep
 378    iseq
 379    ordered-nneg-seq
 380    select which
 381    difference rseq
 382
 383    ;; lsmath.lsp
 384    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 385    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 386    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 387    /= >= > ;; complex
 388    conjugate realpart imagpart phase min max
 389    logand logior logxor lognot ffloor fceiling ftruncate fround
 390    signum cis
 391
 392 #|
 393    ;; The following need to be re-found in lisp-matrix...
 394    ;; matrices.lisp
 395    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 396    column-list inner-product outer-product cross-product transpose
 397    bind-columns bind-rows
 398
 399    ;; linalg.lisp
 400    chol-decomp lu-decomp lu-solve determinant inverse
 401    sv-decomp qr-decomp rcondest make-rotation spline
 402    kernel-dens kernel-smooth
 403    fft make-sweep-matrix sweep-operator ax+y eigen
 404    check-real
 405    covariance-matrix matrix print-matrix solve
 406    backsolve eigenvalues eigenvectors accumulate cumsum combine
 407    lowess
 408
 409    ;; in linalg.lisp, possibly not supported by matlisp
 410    spline kernel-dens kernel-smooth
 411
 412 |#
 413
 414    ;; optimize.lsp
 415    newtonmax nelmeadmax
 416
 417    ;; lispstat-macros
 418    make-rv-function make-rv-function-1
 419
 420    ;; data.lisp
 421    open-file-dialog read-data-file read-data-columns load-data
 422    load-example *variables* *ask-on-redefine*
 423    def variables savevar undef
 424
 425    ;; statistics.lsp  (descriptions, should probably be moved
 426    ;; later...?
 427    standard-deviation quantile median interquartile-range
 428    fivnum sample
 429
 430    ;; probability (dists.lisp)
 431    log-gamma set-seed
 432    uniform-rand normal-cdf normal-quant normal-dens
 433    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 434    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 435    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 436    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 437    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 438    binomial-cdf binomial-quant binomial-pmf binomial-rand
 439
 440    ;; Here is where we have a problem -- lispstat core should be core
 441    ;; data management and config problems, with packages providing
 442    ;; specialized extensions to LispStat, i.e. regression, nonlin
 443    ;; regression, bayesian regression via laplace approximation, etc.
 444
 445    ;; The following could be considered "recommended packages",
 446    ;; similar to the idea of the recommended packages in R.  Probably
 447    ;; we want them to do the exporting within that package, therefore
 448    ;; NOT being able to lock the "data-ish" package, but only the
 449    ;; subpackages prior to export.
 450
 451    ;; regression.lsp
 452    regression-model regression-model-proto x y intercept sweep-matrix
 453    basis weights included total-sum-of-squares residual-sum-of-squares
 454    predictor-names response-name case-labels
 455
 456    ;; nonlin.lsp
 457    nreg-model nreg-model-proto mean-function theta-hat epsilon
 458    count-limit verbose
 459
 460    ;; bayes.lsp
 461    bayes-model bayes-model-proto bayes-internals))
 462
 463
 464 ;;;; PACKAGES FOR USEABILITY
 465
 466 (defpackage :lisp-stat-data-examples
 467   (:documentation "Example data for unittests, examples, illustrations,")
 468   (:use :common-lisp
 469         :lisp-stat)
 470   (:shadowing-import-from :lisp-stat
 471       slot-value call-method call-next-method
 472
 473       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 474       asin acos atan sinh cosh tanh asinh acosh atanh float random
 475       truncate floor ceiling round minusp zerop plusp evenp oddp
 476       < <= = /= >= > > ;; complex
 477       conjugate realpart imagpart phase
 478       min max logand logior logxor lognot ffloor fceiling
 479       ftruncate fround signum cis
 480
 481       <= float imagpart)
 482   (:export iron aluminum absorbtion
 483            diabetes dlabs))
 484
 485
 486 (defpackage :lisp-stat-user
 487   (:documentation "Experimentation package for LispStat.
 488 Serious work should be placed in a similar package elsewhere for
 489 reproducibility.  But this should hint as to what needs to be
 490 done for a user- or analysis-package.")
 491   (:nicknames :ls-user)
 492   (:use :common-lisp
 493         :lisp-matrix
 494         :lisp-stat
 495         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 496   (:shadowing-import-from :lisp-stat
 497       slot-value call-method call-next-method
 498
 499       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 500       asin acos atan sinh cosh tanh asinh acosh atanh float random
 501       truncate floor ceiling round minusp zerop plusp evenp oddp
 502       < <= = /= >= > > ;; complex
 503       conjugate realpart imagpart phase
 504       min max logand logior logxor lognot ffloor fceiling
 505       ftruncate fround signum cis
 506
 507       <= float imagpart))
 508
 509 (defpackage :lisp-stat-unittests
 510   (:use :common-lisp :lift :lisp-stat :lisp-stat-data-examples)
 511   (:shadowing-import-from :lisp-stat
 512         slot-value call-method call-next-method ;; objects
 513         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 514         asin acos atan sinh cosh tanh asinh acosh atanh float random
 515         truncate floor ceiling round minusp zerop plusp evenp oddp
 516         < <= = /= >= > ;; complex
 517         conjugate realpart imagpart phase
 518         min max logand logior logxor lognot ffloor fceiling
 519         ftruncate fround signum cis)
 520   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 521            almost= almost=lists numerical=)) ; compare
 522
 523 (defpackage :lisp-stat-data-clos-example
 524   (:use :common-lisp
 525         :lift  :lisp-stat-unittests
 526         :lisp-stat-data-examples
 527         :lisp-stat-data-clos)
 528   (:export absorbtion aluminum iron))