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 :common-lisp :lift :lisp-stat)
  15   (:shadowing-import-from :lisp-stat
  16         slot-value call-method call-next-method ;; objects
  17         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
  18         asin acos atan sinh cosh tanh asinh acosh atanh float random
  19         truncate floor ceiling round minusp zerop plusp evenp oddp
  20         < <= = /= >= > ;; complex
  21         conjugate realpart imagpart phase
  22         min max logand logior logxor lognot ffloor fceiling
  23         ftruncate fround signum cis)
  24   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard))
  25
  26 (in-package :lisp-stat-unittests)
  27
  28 ;;; TESTS
  29
  30 (defun run-lisp-stat-tests ()
  31   (run-tests :suite 'lisp-stat))
  32
  33 (defun run-lisp-stat-test (&rest x)
  34   (run-test x))
  35
  36
  37 (deftestsuite lisp-stat () ())
  38 (deftestsuite lisp-stat-lin-alg (lisp-stat) ())
  39 (deftestsuite lisp-stat-spec-fns (lisp-stat) ())
  40 (deftestsuite lisp-stat-probdistn (lisp-stat) ())
  41
  42
  43 (defun almost= (a b &key (tol 0.000001))
  44   "Numerically compares 2 values to a tolerance."
  45    (< (abs (- a b)) tol))
  46
  47 (defun almost=lists (a b &key (tol 0.000001))
  48   "Numerically compare 2 lists using almost=."
  49   (if (and (null a) (null b))
  50       t
  51       (and (almost= (car a) (car b) :tol tol)
  52            (almost=lists (cdr a) (cdr b) :tol tol))))
  53
  54
  55
  56 ;; Need to consider a CLOSy approach for almost= to cover the range of
  57 ;; possible data structures that we would like to be equal to a
  58 ;; particular tolerance range.  For example, fill in a shell like:
  59
  60 (defgeneric numerical= (a b &key tol))
  61
  62 (defmethod numerical= ((a real) (b real) &key (tol 0.00001)) ;; real))
  63   (print (format nil " equality pred for real a=~w real b=~w" a b))
  64   (< (abs (- a b)) tol))
  65
  66 (defmethod numerical= ((a integer) (b integer) &key (tol 0.1)) ;; real))
  67   (print (format nil " equality pred for int a=~w int b=~w" a b))
  68   (< (abs (- a b)) tol))
  69
  70 ;;(defmethod numerical= ((a complex) (b complex) &key (tol 0.00001)) ;; real))
  71 ;;  (< (abs (- a b)) tol))
  72
  73 ;; can we use sequence for both array and list? I think so.
  74 (defmethod numerical= ((a sequence) (b sequence) &key (tol 0.00001))
  75   (print (format nil "checking equality for list a ~w list b=~w" a b))
  76   (if (and (= (length a) (length b))
  77            (> (length a) 0)
  78            (numerical= (car a) (car b) :tol tol))
  79       (progn
  80         (numerical= (cdr a) (cdr b) :tol tol))
  81         nil))
  82 ;; FIXME++++  This is too slow, a few too many comparisons.
  83
  84 (numerical= (list 2.0 2.0 2.2) (list 2.1 2.0 2.2))
  85 (numerical= (list 2.1 2.0 2.2) (list 2.1 2.0 2.2))
  86
  87 (numerical= (list 2.1 2.0 2.2 4.2) (list 2.1 2.0 2.2 4.2))
  88 (numerical= (list 2.1 2.0 2.3 4.0) (list 2.1 2.0 2.2 4.0))
  89
  90 (let ((a (list 2.1 2.0 2.2 4.2))
  91       (b (list 2.0 2.1 2.2 4.2)))
  92   (and (= (length a) (length b))
  93        (numerical= (car a) (car b))))
  94
  95
  96 ;; (defmethod numerical= ((complex a) (complex b) &key (tol 0.00001))
  97 ;; (defmethod numerical= ((list a) (list b) &key (tol 0.00001))
  98 ;; (defmethod numerical= ((array a) (array b) &key (tol 0.00001))
  99
 100
 101
 102 (deftestsuite lisp-stat-testsupport (lisp-stat)
 103   ()
 104   (:tests
 105    (almost=1 (ensure (almost= 3 3.001 :tol 0.01)))
 106    (almost=2 (ensure (almost= 3 3.01 :tol 0.01)))
 107    (almost=3 (ensure (not (almost= 3 3.1 :tol 0.01))))
 108    (almost=lists1 (ensure (almost=lists nil nil :tol 0.01)))
 109    (almost=lists2 (ensure (almost=lists (list ) (list ) :tol 0.01)))
 110    (almost=lists3 (ensure (almost=lists (list 1.0) (list 1.0) :tol 0.01)))
 111    (almost=lists4 (ensure (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 112    (almost=lists5 (ensure (not (almost=lists (list 1.0 1.0)
 113                                              (list 1.0 1.1) :tol 0.01))))))
 114
 115 (deftestsuite lisp-stat-testsupport2 (lisp-stat)
 116   ()
 117   (:tests
 118    (numerical=1 (ensure (numerical= 3 3.001 :tol 0.01)))
 119    (numerical=2 (ensure (numerical= 3 3.01 :tol 0.01)))
 120    (numerical=3 (ensure (not (numerical= 3 3.1 :tol 0.01))))
 121    (numerical=4 (ensure (numerical= nil nil :tol 0.01)))
 122    (numerical=5 (ensure (numerical= (list ) (list ) :tol 0.01)))
 123    (numerical=6 (ensure (numerical= (list 1.0) (list 1.0) :tol 0.01)))
 124    (numerical=7 (ensure (numerical= (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
 125    (numerical=8 (ensure (not (numerical= (list 1.0 1.0)
 126                                          (list 1.0 1.1) :tol 0.01))))))
 127
 128
 129 (numerical= 2.0 2.0)
 130 (numerical= 2.0 2.1)
 131 (numerical= 2.0 2.1 :tol 0.5)
 132 (numerical= 2 2)
 133 (numerical= 2 3)
 134 ;;(numerical= 2.0 (list 2.1 2.0 2.2))
 135
 136
 137
 138
 139 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
 140          (ensure-same
 141           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 142           (list #2A((1.7888543819998317 0.0 0.0)
 143                       (1.6770509831248424 0.11180339887498929 0.0)
 144                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
 145                   5.000000000000003)
 146           :test 'almost=lists))
 147
 148 (addtest (lisp-stat-lin-alg) lu-decomposition
 149          (ensure-same
 150           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 151           (list #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)))
 152
 153 (addtest (lisp-stat-lin-alg) rcondest
 154          ;; (ensure-same
 155          (ensure-error  ;; it barfs,  FIXME!!
 156           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
 157           6.8157451e7
 158           :test 'almost=))
 159
 160 (addtest (lisp-stat-lin-alg) lu-solve
 161          (ensure-same
 162           (lu-solve
 163            (lu-decomp
 164             #2A((2 3 4) (1 2 4) (2 4 5)))
 165            #(2 3 4))
 166           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 167
 168 (addtest (lisp-stat-lin-alg) inverse
 169          (ensure-same
 170           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 171           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 172               (-1.0 -0.6666666666666666 1.3333333333333333)
 173               (0.0 0.6666666666666666 -0.3333333333333333))))
 174
 175 (addtest (lisp-stat-lin-alg)  sv-decomp
 176          (ensure-same
 177           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 178           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 179                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 180                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 181                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 182                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 183                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 184                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 185                 T)
 186           :test 'almost=lists))
 187
 188 (addtest (lisp-stat-lin-alg) qr-decomp
 189          (ensure-same
 190           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 191           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 192                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 193                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 194                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 195                     (0.0 -0.7453559924999292 -1.1925695879998877)
 196                     (0.0 0.0 -1.3416407864998738)))
 197           :test 'almost=lists))
 198
 199 (addtest (lisp-stat-lin-alg) eigen
 200          (ensure-same
 201           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 202           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 203                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 204                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 205                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 206                 NIL)))
 207
 208 (addtest (lisp-stat-lin-alg) spline
 209          (ensure-same
 210           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 211                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 212                   :xvals 6)
 213           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 214                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 215           :test 'almost=lists))
 216
 217 (addtest (lisp-stat-lin-alg) kernel-smooth
 218          (ensure-same
 219           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 220           (kernel-smooth
 221            #(1.0 1.2 1.3 1.8 2.1 2.5)
 222            #(1.2 2.0 2.1 2.0 1.1 2.8)
 223            :xvals 5)
 224           (list (list 1.0 1.375 1.75 2.125 2.5)
 225                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 226                       1.5871511322219498 2.518194783156392))
 227           :test 'almost=lists))
 228
 229 (addtest (lisp-stat-lin-alg) kernel-dens
 230          (ensure-same
 231           (kernel-dens
 232            #(1.0 1.2 2.5 2.1 1.8 1.2)
 233            :xvals 5)
 234           (list (list 1.0 1.375 1.75 2.125 2.5)
 235                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 236                       0.4829822708587095 0.3485939156929503))))
 237
 238
 239 (addtest (lisp-stat-lin-alg) fft
 240          (ensure-same
 241           (fft #(1.0 1.2 2.5 2.1 1.8))
 242           (list #(#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)))
 243           :test 'almost=lists))
 244
 245
 246 (addtest (lisp-stat-lin-alg) lowess
 247          (ensure-same
 248           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 249                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 250           #(1.0 1.2 1.2 1.8 2.1 2.5)
 251           :test 'almost=lists)) ;; result isn't a list!
 252
 253
 254
 255 ;;;; Log-gamma function
 256
 257 (addtest (lisp-stat-spec-fns) log-gamma-fn
 258          (ensure-same
 259           (log-gamma 3.4)
 260           1.0923280596789584
 261           :test 'almost=))
 262
 263
 264 ;;; Probability distributions
 265
 266 ;; This macro should be generalized, but it's a good start now.
 267 ;;(defmacro ProbDistnTests (prefixName
 268 ;;                        quant-params quant-answer
 269 ;;                        cdf-params cdf-answer
 270 ;;                        pmf-params pmf-answer
 271 ;;                        rand-params rand-answer)
 272 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 273 ;;    ;;  ((  ))
 274 ;;    (:documentation "testing for ,testName distribution results")
 275 ;;    (:test (ensure-same
 276 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 277 ;;    (:test (ensure-same
 278 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 279 ;;    (:test (ensure-same
 280 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 281 ;;    (:test (progn
 282 ;;           (set-seed 234)
 283 ;;           (ensure-same
 284 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 285
 286 ;;; Normal distribution
 287
 288 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 289   ()
 290   (:documentation "testing for Gaussian distn results")
 291   (:test (ensure-same
 292           (normal-quant 0.95)
 293           1.6448536279366268))
 294   (:test (ensure-same
 295           (normal-cdf 1.3)
 296           0.9031995154143897))
 297   (:test (ensure-same
 298           (normal-dens 1.3)
 299           0.17136859204780736))
 300   (:test (ensure-same
 301           (normal-rand 2)
 302           (list -0.40502015f0 -0.8091404f0)))
 303   (:test (ensure-same
 304           (bivnorm-cdf 0.2 0.4 0.6)
 305           0.4736873734160288)))
 306
 307 ;;;; Cauchy distribution
 308
 309 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 310   ()
 311   (:documentation "testing for Cachy-distn results")
 312   (:test (ensure-same
 313           (cauchy-quant 0.95)
 314           6.313751514675031))
 315   (:test (ensure-same
 316           (cauchy-cdf 1.3)
 317           0.7912855998398473))
 318   (:test (ensure-same
 319           (cauchy-dens 1.3)
 320           0.1183308127104695 ))
 321   (:test (ensure-same
 322           (cauchy-rand 2)
 323           (list -1.06224644160405 -0.4524695943939537))))
 324
 325 ;;;; Gamma distribution
 326
 327 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 328   ()
 329   (:documentation "testing for gamma distn results")
 330   (:test (ensure-same
 331           (gamma-quant 0.95 4.3)
 332           8.178692439291645))
 333   (:test (ensure-same
 334           (gamma-cdf 1.3 4.3)
 335           0.028895150986674906))
 336   (:test (ensure-same
 337           (gamma-dens 1.3 4.3)
 338           0.0731517686447374))
 339   (:test (ensure-same
 340           (gamma-rand 2 4.3)
 341           (list 2.454918912880936 4.081365384357454))))
 342
 343 ;;;; Chi-square distribution
 344
 345 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 346   ()
 347   (:documentation "testing for Chi-square distn results")
 348   (:test (ensure-same
 349           (chisq-quant 0.95 3)
 350           7.814727903379012))
 351   (:test (ensure-same
 352           (chisq-cdf 1 5)
 353           0.03743422675631789))
 354   (:test (ensure-same
 355           (chisq-dens 1 5)
 356           0.08065690818083521))
 357   (:test (progn
 358            (set-seed 353)
 359            (ensure-same
 360             (chisq-rand 2 4)
 361             (list 1.968535826180572 2.9988646156942997)))))
 362
 363 ;;;; Beta distribution
 364
 365 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 366   ()
 367   (:documentation "testing for beta distn results")
 368   (:test (ensure-same
 369           (beta-quant 0.95 3 2)
 370           0.9023885371149876))
 371   (:test (ensure-same
 372           (beta-cdf 0.4 2 2.4)
 373           0.4247997418541529 ))
 374   (:test (ensure-same
 375           (beta-dens 0.4 2 2.4)
 376           1.5964741858913518 ))
 377   (:test (ensure-same
 378           (beta-rand 2 2 2.4)
 379           (list 0.8014897077282279 0.6516371997922659))))
 380
 381 ;;;; t distribution
 382
 383 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 384   ()
 385   (:documentation "testing for t-distn results")
 386   (:test (ensure-same
 387           (t-quant 0.95 3)
 388           2.35336343484194))
 389   (:test (ensure-same
 390           (t-cdf 1 2.3)
 391           0.794733624298342))
 392   (:test (ensure-same
 393           (t-dens 1 2.3)
 394           0.1978163816318102))
 395   (:test (ensure-same
 396           (t-rand 2 2.3)
 397           (list -0.34303672776089306 -1.142505872436518))))
 398
 399 ;;;; F distribution
 400
 401 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 402   ()
 403   (:documentation "testing for f-distn results")
 404   (:test (ensure-same
 405           (f-quant 0.95 3 5) 5.409451318117459))
 406   (:test (ensure-same
 407           (f-cdf 1 3.2 5.4)
 408           0.5347130905510765))
 409   (:test (ensure-same
 410           (f-dens 1 3.2 5.4)
 411           0.37551128864591415))
 412   (:test (progn
 413            (set-seed 234)
 414            (ensure-same
 415             (f-rand 2 3 2)
 416             (list 0.7939093442091963 0.07442694152491144)))))
 417
 418 ;;;; Poisson distribution
 419
 420 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 421   ()
 422   (:documentation "testing for poisson distribution results")
 423   (:test (ensure-same
 424           (poisson-quant 0.95 3.2) 6))
 425   (:test (ensure-same
 426           (poisson-cdf 1 3.2)
 427           0.17120125672252395))
 428   (:test (ensure-same
 429           (poisson-pmf 1 3.2)
 430           0.13043905274097067))
 431   (:test (progn
 432            (set-seed 234)
 433            (ensure-same
 434             (poisson-rand 5 3.2)
 435             (list 2 1 2 0 3)))))
 436
 437 ;; Binomial distribution
 438
 439 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 440   ()
 441   (:documentation "testing for binomial distribution results")
 442
 443   (:test (ensure-same
 444           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 445           ))
 446   (:test (ensure-same
 447           (binomial-quant 0 3 0.4)
 448           ;; -2147483648
 449           ))
 450   (:test (ensure-same
 451           (binomial-cdf 1 3 0.4)
 452           0.6479999999965776))
 453
 454   (:test (ensure-same
 455           (binomial-pmf 1 3 0.4)
 456           0.4320000000226171))
 457   (:test (progn
 458            (set-seed 526)
 459            (ensure-same
 460             (binomial-rand 5 3 0.4)
 461             (list 2 2 0 1 2)))))