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 (in-package #:cl-user)
   7
   8 ;;; This is semi-external to lispstat core packages.  The dependency
   9 ;;; should be that lispstat packages are dependencies for the unit
  10 ;;; tests.  However, where they will end up is still to be
  11 ;;; determined.
  12
  13 (defpackage #:lisp-stat-unittests
  14   (:use :lift :lisp-stat)
  15   (:export run-ls-tests run-ls-test scoreboard))
  16
  17 (in-package #:lisp-stat-unittests)
  18
  19 ;;; TESTS
  20
  21 ;; optimization-related functions not tested
  22 ;;(lisp-stat-optimize:numgrad
  23 ;;(lisp-stat-optimize:numhess
  24 ;;(lisp-stat-optimize::minfo-maximize
  25
  26 ;; the rest return reasonable values, except BINOMIAL-QUANT:
  27 ;; (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
  28 ;; (lisp-stat-basics:binomial-quant 0 3 0.4) ;;; -2147483648
  29
  30
  31 (deftestsuite ls-lin-alg () ())
  32
  33 (addtest (ls-lin-alg)
  34   cholesky-decomposition
  35   (ensure-same
  36           (lisp-stat-linalg:chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  37           (#2A((1.7888543819998317 0.0 0.0)
  38                (1.6770509831248424 0.11180339887498929 0.0)
  39                (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  40               5.000000000000003)))
  41
  42 (addtest (ls-lin-alg)
  43   lu-decomposition
  44   (ensure-same
  45    (lisp-stat-linalg:lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  46    (#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)))
  47
  48 (addtest (ls-lin-alg)
  49   lu-solve
  50   (ensure-same
  51    (lisp-stat-linalg:lu-solve
  52     (lisp-stat-linalg:lu-decomp
  53      #2A((2 3 4) (1 2 4) (2 4 5)))
  54     #(2 3 4))
  55    #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
  56
  57
  58 (addtest (ls-lin-alg)
  59   inverse
  60   (ensure-same
  61    (lisp-stat-linalg:inverse #2A((2 3 4) (1 2 4) (2 4 5)))
  62    #2A((2.0 -0.33333333333333326 -1.3333333333333335)
  63        (-1.0 -0.6666666666666666 1.3333333333333333)
  64        (0.0 0.6666666666666666 -0.3333333333333333))))
  65
  66 (addtest (ls-lin-alg)
  67   sv-decomp
  68   (ensure-same
  69    (lisp-stat-linalg:sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  70    (#2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
  71         (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
  72         (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
  73        #(9.699290438141343 0.8971681569301373 0.3447525123483081)
  74        #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
  75            (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
  76            (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
  77        T)))
  78
  79 (addtest (ls-lin-alg)
  80   qr-decomp
  81   (ensure-same
  82    (lisp-stat-linalg:qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  83    (#2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
  84         (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
  85         (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
  86        #2A((-3.0 -5.333333333333334 -7.333333333333332)
  87            (0.0 -0.7453559924999292 -1.1925695879998877)
  88            (0.0 0.0 -1.3416407864998738))) ))
  89
  90 (addtest (ls-lin-alg)
  91   rcondest
  92   (ensure-same
  93    (lisp-stat-linalg:rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  94    6.8157451e7 ))
  95
  96 (addtest (ls-lin-alg)
  97   eigen
  98   (ensure-same
  99    (lisp-stat-linalg:eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 100    (#(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 101      (#(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 102        #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 103        #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 104      NIL) ))
 105
 106 (addtest (ls-lin-alg)
 107   spline
 108   (ensure-same
 109    (lisp-stat-linalg:spline
 110     #(1.0 1.2 1.3 1.8 2.1 2.5)
 111     #(1.2 2.0 2.1 2.0 1.1 2.8)
 112     :xvals 6)
 113    ((1.0 1.3 1.6 1.9 2.2 2.5)
 114     (1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
 115
 116
 117 (addtest (ls-lin-alg)
 118   kernel-smooth
 119   (ensure-same
 120    ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 121    (lisp-stat-linalg:kernel-smooth
 122     #(1.0 1.2 1.3 1.8 2.1 2.5)
 123     #(1.2 2.0 2.1 2.0 1.1 2.8)
 124     :xvals 5)
 125    ((1.0 1.375 1.75 2.125 2.5)
 126            (1.6603277642110226 1.9471748095239771 1.7938127405752287
 127                                1.5871511322219498 2.518194783156392))))
 128
 129 (addtest (ls-lin-alg)
 130   kernel-dens
 131   (ensure-same
 132    (lisp-stat-linalg:kernel-dens
 133     #(1.0 1.2 2.5 2.1 1.8 1.2)
 134     :xvals 5)
 135    ((1.0 1.375 1.75 2.125 2.5)
 136     (0.7224150453621405 0.5820045548233707 0.38216411702854214
 137                         0.4829822708587095 0.3485939156929503)) ))
 138
 139 (addtest (ls-lin-alg)
 140   fft
 141   (ensure-same
 142    (lisp-stat-linalg:fft #(1.0 1.2 2.5 2.1 1.8))
 143    #(#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)) ))
 144
 145 (addtest (ls-lin-alg)
 146   lowess
 147   (ensure-same
 148    (lisp-stat-descriptive-statistics:lowess
 149     #(1.0 1.2 2.5 2.1 1.8 1.2)
 150     #(1.2 2.0 2.1 2.0 1.1 2.8))
 151    (#(1.0 1.2 1.2 1.8 2.1 2.5))))
 152
 153
 154 (deftestsuite ls-spec-fns () ())
 155
 156 ;;;; Log-gamma function
 157
 158 (addtest (ls-spec-fns)
 159          (ensure-same
 160           (lisp-stat-basics:log-gamma 3.4)
 161           1.0923280596789584))
 162
 163
 164 ;;; Probability distributions
 165
 166 ;; This macro should be generalized, but it's a good start now.
 167 (defmacro ProbDistnTests (prefixName
 168                           quant-params quant-answer
 169                           cdf-params cdf-answer
 170                           pmf-params pmf-answer
 171                           rand-params rand-answer)
 172
 173   (deftestsuite ls-probdist-,prefixName (ls-probdistn)
 174     ;;  ((  ))
 175     (:documentation "testing for ,testName distribution results")
 176     (:test (ensure-same
 177             (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 178     (:test (ensure-same
 179             (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 180     (:test (ensure-same
 181             (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 182     (:test (progn
 183              (set-seed 234)
 184              (ensure-same
 185               (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 186
 187 ;;; Normal distribution
 188
 189 (deftestsuite ls-probdist-f (ls-probdistn)
 190   (:documentation "testing for Gaussian distn results")
 191   (:test (ensure-same
 192           (lisp-stat-basics:normal-quant 0.95)
 193           1.6448536279366268))
 194   (:test (ensure-same
 195           (lisp-stat-basics:normal-cdf 1.3)
 196           0.9031995154143897))
 197   (:test (ensure-same
 198           (lisp-stat-basics:normal-dens 1.3)
 199           0.17136859204780736))
 200   (:test (ensure-same
 201           (lisp-stat-basics:normal-rand 2)
 202           (-0.40502015f0 -0.8091404f0)))
 203   (:test (ensure-same
 204           (lisp-stat-basics:bivnorm-cdf 0.2 0.4 0.6)
 205           0.4736873734160288)))
 206
 207 ;;;; Cauchy distribution
 208
 209 (deftestsuite ls-probdist-cauchy (ls-probdistn)
 210   (:documentation "testing for Cachy-distn results")
 211   (:test (ensure-same
 212           (lisp-stat-basics:cauchy-quant 0.95)
 213           6.313751514675031))
 214   (:test (ensure-same
 215           (lisp-stat-basics:cauchy-cdf 1.3)
 216           0.7912855998398473))
 217   (:test (ensure-same
 218           (lisp-stat-basics:cauchy-dens 1.3)
 219           0.1183308127104695 ))
 220   (:test (ensure-same
 221           (lisp-stat-basics:cauchy-rand 2)
 222           (-1.06224644160405 -0.4524695943939537))))
 223
 224 ;;;; Gamma distribution
 225
 226 (deftestsuite ls-probdist-gamma (ls-probdistn)
 227   (:documentation "testing for gamma distn results")
 228   (:test (ensure-same
 229           (lisp-stat-basics:gamma-quant 0.95 4.3)
 230           8.178692439291645))
 231   (:test (ensure-same
 232           (lisp-stat-basics:gamma-cdf 1.3 4.3)
 233           0.028895150986674906))
 234   (:test (ensure-same
 235           (lisp-stat-basics:gamma-dens 1.3 4.3)
 236           0.0731517686447374))
 237   (:test (ensure-same
 238           (lisp-stat-basics:gamma-rand 2 4.3)
 239           (2.454918912880936 4.081365384357454))))
 240
 241 ;;;; Chi-square distribution
 242
 243 (deftestsuite ls-probdist-chisq (ls-probdistn)
 244   ()
 245   (:documentation "testing for Chi-square distn results")
 246   (:test (ensure-same
 247           (lisp-stat-basics:chisq-quant 0.95 3)
 248           7.814727903379012))
 249   (:test (ensure-same
 250           (lisp-stat-basics:chisq-cdf 1 5)
 251           0.03743422675631789))
 252   (:test (ensure-same
 253           (lisp-stat-basics:chisq-dens 1 5)
 254           0.08065690818083521))
 255   (:test (progn
 256            (set-seed 353)
 257            (ensure-same
 258             (lisp-stat-basics:chisq-rand 2 4)
 259             (1.968535826180572 2.9988646156942997)))))
 260
 261 ;;;; Beta distribution
 262
 263 (deftestsuite ls-probdist-beta (ls-probdistn)
 264   ()
 265   (:documentation "testing for beta distn results")
 266   (:test (ensure-same
 267           (lisp-stat-basics:beta-quant 0.95 3 2)
 268           0.9023885371149876))
 269   (:test (ensure-same
 270           (lisp-stat-basics:beta-cdf 0.4 2 2.4)
 271           0.4247997418541529 ))
 272   (:test (ensure-same
 273           (lisp-stat-basics:beta-dens 0.4 2 2.4)
 274           1.5964741858913518 ))
 275   (:test (ensure-same
 276           (lisp-stat-basics:beta-rand 2 2 2.4)
 277           (0.8014897077282279 0.6516371997922659))))
 278
 279 ;;;; t distribution
 280
 281 (deftestsuite ls-probdist-t (ls-probdistn)
 282   (:documentation "testing for t-distn results")
 283   (:test (ensure-same
 284           (lisp-stat-basics:t-quant 0.95 3)
 285           2.35336343484194))
 286   (:test (ensure-same
 287           (lisp-stat-basics:t-cdf 1 2.3)
 288           0.794733624298342))
 289   (:test (ensure-same
 290           (lisp-stat-basics:t-dens 1 2.3)
 291           0.1978163816318102))
 292   (:test (ensure-same
 293           (lisp-stat-basics:t-rand 2 2.3)
 294           (-0.34303672776089306 -1.142505872436518))))
 295
 296 ;;;; F distribution
 297
 298 (deftestsuite ls-probdist-f (ls-probdistn)
 299   (:documentation "testing for f-distn results")
 300   (:test (ensure-same
 301           (lisp-stat-basics:f-quant 0.95 3 5) 5.409451318117459))
 302   (:test (ensure-same
 303           (lisp-stat-basics:f-cdf 1 3.2 5.4)
 304           0.5347130905510765))
 305   (:test (ensure-same
 306           (lisp-stat-basics:f-dens 1 3.2 5.4)
 307           0.37551128864591415))
 308   (:test (progn
 309            (set-seed 234)
 310            (ensure-same
 311             (lisp-stat-basics:f-rand 2 3 2)
 312             (0.7939093442091963 0.07442694152491144)))))
 313
 314 ;;;; Poisson distribution
 315
 316 (deftestsuite ls-probdist-poisson (ls-probdistn)
 317 ;;  ((  ))
 318   (:documentation "testing for poisson distribution results")
 319   (:test (ensure-same
 320           (lisp-stat-basics:poisson-quant 0.95 3.2) 6))
 321   (:test (ensure-same
 322           (lisp-stat-basics:poisson-cdf 1 3.2)
 323           0.17120125672252395))
 324   (:test (ensure-same
 325           (lisp-stat-basics:poisson-pmf 1 3.2)
 326           0.13043905274097067))
 327   (:test (progn
 328            (set-seed 234)
 329            (ensure-same
 330             (lisp-stat-basics:poisson-rand 5 3.2)
 331             (list 2 1 2 0 3)))))
 332
 333 ;; Binomial distribution
 334
 335 (deftestsuite ls-probdist-binomial (ls-probdistn)
 336 ;;  ((  ))
 337   (:documentation "testing for binomial distribution results")
 338   (:test (ensure-same
 339           (lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 340           ))
 341   (:test (ensure-same
 342           (lisp-stat-basics:binomial-quant 0 3 0.4)
 343           ;; -2147483648
 344           ))
 345   (:test (ensure-same
 346           (lisp-stat-basics:binomial-cdf 1 3 0.4)
 347           0.6479999999965776))
 348
 349   (:test (ensure-same
 350           (lisp-stat-basics:binomial-pmf 1 3 0.4)
 351           0.4320000000226171))
 352   (:test (progn
 353            (set-seed 526)
 354            (ensure-same
 355             (lisp-stat-basics:binomial-rand 5 3 0.4)
 356             (list 2 2 0 1 2)))))
 357
 358
 359 ;;; External support for running tests
 360
 361 (defun run-ls-tests)