src/stat-models/model.lisp

   1 ;;; -*- mode: lisp -*-
   2 ;;; Copyright (c) 2005--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 ;;; File:       model.lisp
   7 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   8 ;;; Copyright:  (c)2007, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   9 ;;;             on how it arrives.
  10 ;;; Purpose:    models as a data summarization tools.
  11 ;;; Time-stamp: <2006-05-19 12:33:41 rossini>
  12 ;;; Creation:   <2006-05-17 21:34:07 rossini>
  13
  14 ;;; What is this talk of 'release'? Klingons do not make software
  15 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  16 ;;; designers and quality assurance people in its wake.
  17
  18 ;;; Work towards an object system with a comprehensive theory of data
  19 ;;; summarization through models.  The basic idea is that models are
  20 ;;; used to summarize different aspects of a data generating process,
  21 ;;; possibly realized by a dataset.
  22
  23 (in-package :cl-user)
  24
  25 (defpackage :lisp-stat-model
  26   (:documentation "Model management and other mathematical technologies.")
  27   (:nicknames :ls-data)
  28   (:use :common-lisp
  29         :lisp-stat-config
  30         :lisp-stat-object-system
  31         :lisp-stat-types
  32         :lisp-stat-compound-data
  33 #|
  34         :lisp-stat-matrix
  35         :lisp-stat-linalg
  36 |#
  37         )
  38   (:shadowing-import-from :lisp-stat-object-system
  39                           slot-value call-method call-next-method)
  40   (:export model))
  41
  42 (in-package :lisp-stat-model)
  43
  44 (defclass model ()
  45   ((name :initform nil
  46          :initarg :name
  47          :accessor name
  48          :reader model-name)
  49    (form :initform nil
  50          :initarg :formula
  51          :accessor form
  52          :reader model-formula)
  53    (parameter-vars :initform nil
  54                    :initarg :parameter-vars
  55                    :accessor param-vars
  56                    :reader model-formula)
  57    (data-vars :initform nil
  58               :initarg :data-vars
  59               :accessor data-vars
  60               :reader model-formula)
  61    (fixed-vars :initform nil
  62                :initarg :fixed-vars
  63                :accessor fixed-vars
  64                :reader model-formula)
  65    (solution :initform nil
  66              :initarg :criteriaFunction
  67              :accessor critFcn-vars
  68              :reader model-formula)
  69
  70    (done-solution? :initform nil :reader done-setup?)
  71    (prototypes-initialized? :initform nil :reader prototypes-initialized?)
  72    (current-values :initform nil :accessor current-values)
  73
  74    (log-file :initform nil :initarg :log-file :reader log-file)
  75    (test-data :initform nil :accessor test-data)
  76    (expected-failure-p :initform nil :initarg :expected-failure-p
  77                        :reader expected-failure-p)
  78    (expected-error-p :initform nil :initarg :expected-error-p
  79                      :reader expected-error-p)
  80    (expected-problem-p :initform nil :initarg :expected-problem-p
  81                        :reader expected-problem-p))
  82   (:documentation "Mathematical Model"))
  83
  84 (defclass result (model)
  85   ((param-values  )
  86    (param-uncertainity )
  87    (param-characterization ))
  88
  89 ;; The following are types of models -- in particular, we can consider
  90 ;; that these models
  91
  92 (defclass statistical-model (model) )
  93
  94 (defclass ode-model (model ))
  95
  96 (defclass linear-regression-model (statistical-mode))
  97
  98 (defclass generalized-linear-regression-model (statistical-model))
  99
 100 (defclass nonlinear-linear-regression-model (statistical-model))
 101
 102
 103
 104
 105 ;;; garbage follows
 106
 107
 108 ;; modelType
 109
 110 root
 111 opt (min / max)
 112
 113 diffeqn
 114
 115 diffeqn + solve
 116
 117 ;; dataType
 118
 119 varExtract
 120 tableExtract
 121 relationExtract
 122
 123
 124 ;; mappingType
 125
 126 (setf myFirstModel
 127       (defineModel normalLikelihood '((* (/ 1 (sqrt (* 2 (pi) sigma)))
 128                                          (exp (/ (- x mu)
 129                                                  sigma))))
 130         :fixed '()
 131         :param '(mu sigma)
 132         :data '(x)
 133         :critFcnSoln '(:max (one-of bfgs nelder-mead conjugate-gradient))))
 134
 135 (defclass model ()
 136   ((name )
 137    (vars-fixed :initarg nil :arg fixed)
 138    (vars-param :initarg nil :arg param)
 139    (vars-data :initarg nil :arg data)
 140    (critFcn   ))
 141
 142 (de
 143
 144
 145
 146
 147 (defclass meanModel (model) ... ) ;; a macro to map onto Model
 148 (defclass meanVarModel (model)  ... )
 149 (defclass regressionModel (meanModel) )
 150 (defclass mixedModel (regressionModel) ... )
 151 (defclass bayesianModel (model)  ... )
 152 (defclass diffintgleqnModel (model) ) ;;(ODE, PDF, integral equations)
 153
 154
 155
 156 (setf modX
 157       (solveModel :model myFirstModel
 158                   :data myVar
 159                   :mapping '((x . myVar))))
 160
 161 ;; result structure
 162
 163 (:solution
 164  :params
 165  :params-characterisation
 166  :paradigm '(bayesian frequentist)
 167  :dataname
 168  :modelname )
 169
 170
 171 (with-mapping map :model mymod :data mydata
 172               (bootstrap mymod mydata))
 173
 174
 175 ;; solution should inherit from model and data (and be recomputable)
 176 ;; func args override embedded args
 177 ;;
 178 ;;  (solveModel firstSoln) "=" firstSoln
 179 ;;
 180 ;; unless stoch approx used.
 181
 182 ;;
 183
 184 (defclass
 185