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