src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-04-28 23:03:22 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 (in-package :cl-user)
  16
  17 ;;; Basics
  18
  19
  20 (defpackage :lisp-stat-object-system
  21   (:nicknames :ls-objects :lsos)
  22   (:use :common-lisp)
  23   (:shadow :call-method :call-next-method)
  24   (:export ls-object objectp *object* kind-of-p make-object
  25            *message-hook*
  26            *set-slot-hook* proto-slot-value self
  27            send call-next-method call-method
  28            defmeth defproto instance-slots proto-name))
  29
  30 (defpackage :lisp-stat-types
  31   (:documentation "Provides some typeing for LispStat, but is clearly
  32   a bit incomplete.")
  33   (:use :common-lisp)
  34   (:export fixnump
  35            check-nonneg-fixnum check-one-nonneg-fixnum
  36            check-one-fixnum check-one-real check-one-number))
  37
  38 (defpackage :lisp-stat-float
  39   (:use :common-lisp)
  40   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  41            machine-epsilon base-float makedouble
  42
  43            make-base-trans-fun-2 make-base-trans-fun
  44
  45            base-log base-exp base-expt base-sqrt base-sin base-cos
  46            base-tan base-asin base-acos base-atan base-sinh
  47            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  48            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  49            BASE-FROUND BASE-SIGNUM BASE-CIS))
  50
  51 (defpackage :lisp-stat-compound-data
  52   (:use :common-lisp
  53         :lisp-stat-object-system
  54         :lisp-stat-types)
  55   (:shadowing-import-from :lisp-stat-object-system
  56                           call-next-method call-method)
  57   (:export compound-data-p *compound-data-proto*
  58            compound-object-p
  59            compound-data-seq compound-data-length
  60            element-list element-seq
  61            sort-data order rank
  62            recursive-map-elements map-elements repeat
  63            check-sequence
  64            get-next-element make-next-element set-next-element
  65            ;; sequencep
  66            iseq ordered-nneg-seq
  67            select split-list which
  68            difference rseq
  69            flatten-list))
  70
  71 (defpackage :lisp-stat-macros
  72   (:use :common-lisp
  73         :lisp-stat-compound-data)
  74   (:export make-rv-function make-rv-function-1))
  75
  76 (defpackage :lisp-stat-basics
  77     (:use :common-lisp
  78           :lisp-stat-object-system
  79           :lisp-stat-types
  80           :lisp-stat-float
  81           :lisp-stat-macros
  82           :lisp-stat-compound-data)
  83   (:shadowing-import-from :lisp-stat-object-system
  84                           call-method call-next-method)
  85   (:export permute-array sum prod count-elements mean
  86            if-else sample))
  87
  88 (defpackage :lisp-stat-float
  89   (:use :common-lisp)
  90   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  91            machine-epsilon base-float makedouble
  92
  93            make-base-trans-fun-2 make-base-trans-fun
  94
  95            BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
  96            BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
  97            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  98            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  99            BASE-FROUND BASE-SIGNUM BASE-CIS))
 100
 101 (defpackage :lisp-stat-macros
 102   (:use :common-lisp
 103         :lisp-stat-compound-data)
 104   (:export make-rv-function make-rv-function-1))
 105
 106 ;;; NEW CLOS STRUCTURE
 107
 108
 109
 110 (defpackage :cls-dataframe
 111   (:use :common-lisp
 112         :lisp-matrix)
 113   (:export
 114    ;; generic container class for data -- if small enough
 115    ;; could be value, otherwise might be reference.
 116    dataframe-like
 117    dataframe-array
 118    make-dataframe
 119
 120    ;; accessors
 121    varlabels caselabels nrows ncols
 122    dataframe-dimension dataframe-dimensons
 123    dfref dfref-case dfref-var
 124    consistent-dataframe-p
 125
 126    dataset
 127    list-of-columns ;; list-of-variables
 128    list-of-rows ;; list-of-observations
 129    ))
 130
 131
 132 (defpackage :cls-data-listoflist
 133   (:use :common-lisp
 134         :lisp-matrix
 135         :cls-dataframe) ; for dataframe
 136   (:export lists-of-same-size
 137            equal-listoflist
 138            transpose-listoflist
 139            listoflist->dataframe
 140            listoflist->array
 141            listoflist->matrix-like))
 142
 143
 144 (defpackage :cls-dataimport
 145   (:documentation "Data I/O and similar import technologies.")
 146   (:use :common-lisp
 147         :lisp-stat-object-system
 148         :cls-dataframe
 149         :cls-data-listoflist
 150         :rsm.string)
 151   (:shadowing-import-from :lisp-stat-object-system
 152                           call-method call-next-method)
 153   (:export dsvstream->dataframe dsvstream->matrix dsvstream->listoflist))
 154
 155
 156 (defpackage :lisp-stat-model
 157   (:documentation "Model management for data analysis.")
 158   (:use :common-lisp
 159         :lisp-matrix)
 160   (:export
 161    ;; data structures for model and model/data combination
 162    model statistical-model analysis))
 163
 164 ;;; visualization
 165
 166 (defpackage :cls-visualize
 167   (:use :common-lisp
 168         :lisp-matrix
 169         :cls-dataframe))
 170
 171 (defpackage :cls-visualize-plplot
 172   (:use :common-lisp
 173         :lisp-matrix
 174         :cls-dataframe
 175         :cl-plplot-system)
 176   (:export
 177    ;; examples
 178    plot-ex contour-plot-ex fn-contour-plot-ex shade-plot-ex 3D-plot-ex))
 179
 180
 181 ;;; USER PACKAGES
 182
 183 (defpackage :lisp-stat-ffi-int
 184   (:use :common-lisp
 185         :cffi)
 186   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 187            get-buf ))
 188
 189 (defpackage :lisp-stat-probability
 190   (:use :common-lisp
 191         :cffi
 192         :lisp-stat-ffi-int
 193         :lisp-stat-macros)
 194   (:export log-gamma set-seed
 195            uniform-rand
 196            normal-cdf normal-quant normal-dens normal-rand
 197            bivnorm-cdf
 198            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 199            gamma-cdf gamma-quant gamma-dens gamma-rand
 200            chisq-cdf chisq-quant chisq-dens chisq-rand
 201            beta-cdf beta-quant beta-dens beta-rand
 202            t-cdf t-quant t-dens t-rand
 203            f-cdf f-quant f-dens f-rand
 204            poisson-cdf poisson-quant poisson-pmf poisson-rand
 205            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 206
 207
 208
 209 (defpackage :lisp-stat-math
 210    (:use :common-lisp
 211          :lisp-stat-object-system
 212          :lisp-stat-macros
 213          :lisp-stat-compound-data
 214          :lisp-stat-float)
 215    (:shadowing-import-from :lisp-stat-object-system
 216                            call-method call-next-method)
 217    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 218            asin acos atan sinh cosh tanh asinh acosh atanh float random
 219            truncate floor ceiling round minusp zerop plusp evenp oddp
 220            < <= = /= >= > ;; complex
 221            conjugate realpart imagpart phase
 222            min max logand logior logxor lognot ffloor fceiling
 223            ftruncate fround signum cis)
 224    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 225            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 226            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 227            /= >= > ;; complex
 228            conjugate realpart imagpart phase min max
 229            logand logior logxor lognot ffloor fceiling ftruncate fround
 230            signum cis)
 231    (:documentation "Vectorization of numerical functions"))
 232
 233
 234 #| ;; some of this goes back in, but not all of it?
 235 (defpackage :lisp-stat-linalg
 236   (:use :common-lisp
 237         :cffi
 238         :lisp-matrix
 239         :lisp-stat-math
 240         :lisp-stat-types
 241         :lisp-stat-float
 242         :lisp-stat-compound-data)
 243   (:shadowing-import-from :lisp-stat-math
 244           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 245           asin acos atan sinh cosh tanh asinh acosh atanh float random
 246           truncate floor ceiling round minusp zerop plusp evenp oddp
 247           < <= = /= >= > complex conjugate realpart imagpart phase
 248           min max logand logior logxor lognot ffloor fceiling
 249           ftruncate fround signum cis)
 250   (:export chol-decomp lu-decomp lu-solve determinant inverse
 251            sv-decomp qr-decomp rcondest make-rotation spline
 252            kernel-dens kernel-smooth
 253            fft make-sweep-matrix sweep-operator ax+y eigen
 254
 255            check-real ;; for optimize
 256
 257            covariance-matrix matrix print-matrix solve
 258            backsolve eigenvalues eigenvectors accumulate cumsum combine
 259            lowess))
 260
 261 |#
 262
 263
 264
 265
 266 (defpackage :lisp-stat-data
 267   (:documentation "Data management, integration, I/O, and other data technologies.")
 268   (:nicknames :ls-data)
 269   (:use :common-lisp
 270         :lisp-stat-object-system
 271         :lisp-stat-config
 272         :lisp-stat-types
 273         :lisp-stat-compound-data)
 274   (:shadowing-import-from :lisp-stat-object-system
 275                           call-method call-next-method)
 276   (:export open-file-dialog read-data-file read-data-columns load-data
 277            load-example *variables* *ask-on-redefine*
 278            def variables savevar undef))
 279
 280 (defpackage :lisp-stat-descriptive-statistics
 281  (:use :common-lisp
 282        :lisp-stat-data
 283        :lisp-stat-math
 284        :lisp-stat-compound-data
 285        :lisp-matrix
 286        :lisp-stat-basics)
 287    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 288       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 289       asin acos atan sinh cosh tanh asinh acosh atanh float random
 290       truncate floor ceiling round minusp zerop plusp evenp oddp
 291       < <= = /= >= > ;; complex
 292       conjugate realpart imagpart phase
 293       min max logand logior logxor lognot ffloor fceiling
 294       ftruncate fround signum cis)
 295    (:export standard-deviation
 296             quantile median interquartile-range
 297             fivnum sample))
 298
 299
 300 (defpackage :lisp-stat-regression-linear
 301   (:use :common-lisp
 302         :lisp-matrix
 303         :lisp-stat-basics
 304         :lisp-stat-compound-data
 305         :lisp-stat-descriptive-statistics )
 306   (:shadowing-import-from :lisp-stat-object-system
 307                           call-method call-next-method)
 308   (:export regression-model fit-model
 309
 310            estimates covariance-matrix
 311            ;; functions for helpers
 312            lm xtxinv
 313            print-object ;; for method dispatch
 314            ))
 315
 316 (defpackage :lisp-stat
 317     (:documentation "Experimentation package for LispStat.  Serious
 318     work should be packaged up elsewhere for reproducibility.  By this
 319     I mean, creating a data/analytics/analysis package with the
 320     minimal set of objects required.")
 321   (:use :common-lisp
 322         :lisp-stat-object-system
 323         :lisp-stat-compound-data
 324         :lisp-stat-probability
 325         :lisp-stat-types
 326         :lisp-stat-float
 327         :lisp-stat-basics
 328         :lisp-stat-data
 329         :cls-dataframe
 330         :cls-data-listoflist
 331         :lisp-stat-math
 332         :lisp-matrix ;; conversion to a more robust linalg approach
 333         :lisp-stat-descriptive-statistics
 334         :lisp-stat-regression-linear
 335         :cybertiggyr-dsv
 336         :cls-visualize
 337         :cls-visualize-plplot)
 338   (:shadowing-import-from :lisp-stat-object-system
 339                           call-method call-next-method)
 340   (:shadowing-import-from :lisp-stat-math
 341         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 342         asin acos atan sinh cosh tanh asinh acosh atanh float random
 343         truncate floor ceiling round minusp zerop plusp evenp oddp
 344         < <= = /= >= >
 345         ;;complex
 346         conjugate realpart imagpart phase
 347
 348         min max
 349         logand logior logxor lognot
 350         ffloor fceiling ftruncate fround
 351         signum cis)
 352   (:export
 353    ;; lsobjects :
 354    defproto defproto2
 355    defmeth send
 356    proto-slot-value
 357
 358    ;; lstypes :
 359    fixnump check-nonneg-fixnum check-one-fixnum
 360    check-one-nonneg-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 #| ;; The following need to be re-found in lisp-matrix...
 393
 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
 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    ;; dataframe
 426    dataframe-like dataframe-array make-dataframe
 427    varlabels caselabels nrows ncols
 428    dataframe-dimension dataframe-dimensons
 429    dfref dfref-case dfref-var
 430    consistent-dataframe-p
 431    dataset
 432    list-of-columns list-of-rows
 433
 434    ;; listoflist
 435    lists-of-same-size equal-listoflist
 436    transpose-listoflist
 437    listoflist->dataframe listoflist->array listoflist->matrix-like
 438
 439    ;; statistics.lsp  (descriptions, should probably be moved
 440    ;; later...?
 441    standard-deviation quantile median interquartile-range
 442    fivnum sample
 443
 444    ;; probability (dists.lisp)
 445    log-gamma set-seed
 446    uniform-rand normal-cdf normal-quant normal-dens
 447    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 448    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 449    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 450    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 451    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 452    binomial-cdf binomial-quant binomial-pmf binomial-rand
 453
 454    ;; Here is where we have a problem -- lispstat core should be core
 455    ;; data management and config problems, with packages providing
 456    ;; specialized extensions to LispStat, i.e. regression, nonlin
 457    ;; regression, bayesian regression via laplace approximation, etc.
 458
 459    ;; The following could be considered "recommended packages",
 460    ;; similar to the idea of the recommended packages in R.  Probably
 461    ;; we want them to do the exporting within that package, therefore
 462    ;; NOT being able to lock the "data-ish" package, but only the
 463    ;; subpackages prior to export.
 464
 465    ;; regression.lsp
 466    ;; -- linear regressin models.
 467    regression-model fit-model
 468    estimates covariance-matrix
 469
 470    regression-model-proto x y intercept sweep-matrix
 471    basis weights included total-sum-of-squares residual-sum-of-squares
 472    predictor-names response-name case-labels
 473    lm xtxinv
 474
 475    ;; nonlin.lsp
 476    ;; -- nonlinear regression models
 477    nreg-model nreg-model-proto mean-function theta-hat epsilon
 478    count-limit verbose
 479    ;; we might need something like xtxinv here?  But should be
 480    ;; encapsulated, so we use the one in regression.lisp
 481
 482    ;; bayes.lsp
 483    bayes-model bayes-model-proto bayes-internals
 484
 485    ;; plots.lisp
 486    plot-ex
 487    contour-plot-ex
 488    fn-contour-plot-ex
 489    shade-plot-ex
 490    3D-plot-ex
 491
 492    ))
 493
 494
 495 ;;;; PACKAGES FOR USEABILITY
 496
 497 (defpackage :lisp-stat-data-examples
 498   (:documentation "Example data for unittests, examples, illustrations,")
 499   (:use :common-lisp
 500         :lisp-stat)
 501   (:shadowing-import-from :lisp-stat
 502                           call-method call-next-method
 503
 504       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 505       asin acos atan sinh cosh tanh asinh acosh atanh float random
 506       truncate floor ceiling round minusp zerop plusp evenp oddp
 507       < <= = /= >= > > ;; complex
 508       conjugate realpart imagpart phase
 509       min max logand logior logxor lognot ffloor fceiling
 510       ftruncate fround signum cis
 511
 512       <= float imagpart)
 513   (:export iron aluminum absorbtion
 514            diabetes dlabs))
 515
 516
 517 (defpackage :lisp-stat-user
 518   (:documentation "Experimentation package for LispStat.
 519 Serious work should be placed in a similar package elsewhere for
 520 reproducibility.  But this should hint as to what needs to be
 521 done for a user- or analysis-package.")
 522   (:nicknames :ls-user)
 523   (:use :common-lisp
 524         :lisp-matrix
 525         :lisp-stat
 526         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 527   (:shadowing-import-from :lisp-stat
 528                           call-method call-next-method
 529
 530       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 531       asin acos atan sinh cosh tanh asinh acosh atanh float random
 532       truncate floor ceiling round minusp zerop plusp evenp oddp
 533       < <= = /= >= > > ;; complex
 534       conjugate realpart imagpart phase
 535       min max logand logior logxor lognot ffloor fceiling
 536       ftruncate fround signum cis
 537
 538       <= float imagpart))
 539
 540 (defpackage :lisp-stat-unittests
 541   (:use :common-lisp
 542         :lift :lisp-matrix
 543         :lisp-stat :lisp-stat-data-examples)
 544   (:shadowing-import-from :lisp-stat
 545                           call-method call-next-method ;; objects
 546         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 547         asin acos atan sinh cosh tanh asinh acosh atanh float random
 548         truncate floor ceiling round minusp zerop plusp evenp oddp
 549         < <= = /= >= > ;; complex
 550         conjugate realpart imagpart phase
 551         min max logand logior logxor lognot ffloor fceiling
 552         ftruncate fround signum cis)
 553   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 554            almost= almost=lists numerical=)) ; compare
 555
 556 (defpackage :cls-dataframe-example
 557   (:use :common-lisp
 558         :lift  :lisp-stat-unittests
 559         :lisp-stat-data-examples
 560         :cls-dataframe)
 561   (:export absorbtion aluminum iron))
 562
 563
 564 (defpackage :lisp-stat-optimize
 565  (:use :common-lisp
 566        :cffi
 567        :lisp-matrix
 568        :lisp-stat-ffi-int
 569        :lisp-stat-object-system
 570        :lisp-stat-types
 571        :lisp-stat-compound-data
 572        :lisp-stat-math
 573        :lisp-stat-float
 574        :lisp-stat-basics
 575 #|
 576        :lisp-stat-matrix
 577        :lisp-stat-linalg-data
 578        :lisp-stat-linalg
 579 |#
 580        )
 581  (:shadowing-import-from :lisp-stat-object-system
 582                          call-method call-next-method)
 583  (:shadowing-import-from :lisp-stat-math
 584            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 585            asin acos atan sinh cosh tanh asinh acosh atanh float random
 586            truncate floor ceiling round minusp zerop plusp evenp oddp
 587            < <= = /= >= > complex conjugate realpart imagpart phase
 588            min max logand logior logxor lognot ffloor fceiling
 589            ftruncate fround signum cis)
 590  (:export
 591      ;; derivatives
 592      numgrad numhess
 593
 594      ;; optimization
 595      newtonmax nelmeadmax))