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 ;;   (error "types not matched."))
  61 ;; (defmethod numerical= ((real a) (real b) &key (tol 0.00001))
  62 ;; (defmethod numerical= ((list a) (list b) &key (tol 0.00001))
  63 ;; (defmethod numerical= ((int a) (int b) &key (tol 0.00001))
  64 ;; (defmethod numerical= ((complex a) (complex b) &key (tol 0.00001))
  65
  66 (deftestsuite lisp-stat-testsupport (lisp-stat)
  67   ()
  68   (:tests
  69    (almost=1 (ensure (almost= 3 3.001 :tol 0.01)))
  70    (almost=2 (ensure (almost= 3 3.01 :tol 0.01)))
  71    (almost=3 (ensure (not (almost= 3 3.1 :tol 0.01))))
  72    (almost=lists1 (ensure (almost=lists nil nil :tol 0.01)))
  73    (almost=lists2 (ensure (almost=lists (list ) (list ) :tol 0.01)))
  74    (almost=lists3 (ensure (almost=lists (list 1.0) (list 1.0) :tol 0.01)))
  75    (almost=lists4 (ensure (almost=lists (list 1.0 1.0) (list 1.0 1.0) :tol 0.01)))
  76    (almost=lists5 (ensure (not (almost=lists (list 1.0 1.0) (list 1.0 1.1) :tol 0.01))))))
  77
  78
  79
  80 (addtest (lisp-stat-lin-alg) cholesky-decomposition-1
  81          (ensure-same
  82           (chol-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  83           (list #2A((1.7888543819998317 0.0 0.0)
  84                       (1.6770509831248424 0.11180339887498929 0.0)
  85                       (2.23606797749979 2.23606797749979 3.332000937312528e-8))
  86                   5.000000000000003)
  87           :test 'almost=lists))
  88
  89 (addtest (lisp-stat-lin-alg) lu-decomposition
  90          (ensure-same
  91           (lu-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
  92           (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)))
  93
  94 (addtest (lisp-stat-lin-alg) rcondest
  95          ;; (ensure-same
  96          (ensure-error  ;; it barfs,  FIXME!!
  97           (rcondest #2A((2 3 4) (1 2 4) (2 4 5)))
  98           6.8157451e7
  99           :test 'almost=))
 100
 101 (addtest (lisp-stat-lin-alg) lu-solve
 102          (ensure-same
 103           (lu-solve
 104            (lu-decomp
 105             #2A((2 3 4) (1 2 4) (2 4 5)))
 106            #(2 3 4))
 107           #(-2.333333333333333 1.3333333333333335 0.6666666666666666)))
 108
 109 (addtest (lisp-stat-lin-alg) inverse
 110          (ensure-same
 111           (inverse #2A((2 3 4) (1 2 4) (2 4 5)))
 112           #2A((2.0 -0.33333333333333326 -1.3333333333333335)
 113               (-1.0 -0.6666666666666666 1.3333333333333333)
 114               (0.0 0.6666666666666666 -0.3333333333333333))))
 115
 116 (addtest (lisp-stat-lin-alg)  sv-decomp
 117          (ensure-same
 118           (sv-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 119           (list #2A((-0.5536537653489974 0.34181191712789266 -0.7593629708013371)
 120                     (-0.4653437312661058 -0.8832095891230851 -0.05827549615722014)
 121                     (-0.6905959164998124 0.3211003503429828 0.6480523475178517))
 122                 #(9.699290438141343 0.8971681569301373 0.3447525123483081)
 123                 #2A((-0.30454218417339873 0.49334669582252344 -0.8147779426198863)
 124                     (-0.5520024849987308 0.6057035911404464 0.5730762743603965)
 125                     (-0.7762392122368734 -0.6242853493399995 -0.08786630745236332))
 126                 T)
 127           :test 'almost=lists))
 128
 129 (addtest (lisp-stat-lin-alg) qr-decomp
 130          (ensure-same
 131           (qr-decomp  #2A((2 3 4) (1 2 4) (2 4 5)))
 132           (list #2A((-0.6666666666666665 0.7453559924999298 5.551115123125783e-17)
 133                     (-0.3333333333333333 -0.2981423969999719 -0.894427190999916)
 134                     (-0.6666666666666666 -0.5962847939999439 0.44721359549995787))
 135                 #2A((-3.0 -5.333333333333334 -7.333333333333332)
 136                     (0.0 -0.7453559924999292 -1.1925695879998877)
 137                     (0.0 0.0 -1.3416407864998738)))
 138           :test 'almost=lists))
 139
 140 (addtest (lisp-stat-lin-alg) eigen
 141          (ensure-same
 142           (eigen #2A((2 3 4) (1 2 4) (2 4 5)))
 143           (list #(10.656854249492381 -0.6568542494923802 -0.9999999999999996)
 144                 (list #(0.4999999999999998 0.4999999999999997 0.7071067811865475)
 145                       #(-0.49999999999999856 -0.5000000000000011 0.7071067811865474)
 146                       #(0.7071067811865483 -0.7071067811865466 -1.2560739669470215e-15))
 147                 NIL)))
 148
 149 (addtest (lisp-stat-lin-alg) spline
 150          (ensure-same
 151           (spline #(1.0 1.2 1.3 1.8 2.1 2.5)
 152                   #(1.2 2.0 2.1 2.0 1.1 2.8)
 153                   :xvals 6)
 154           (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
 155                 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))
 156           :test 'almost=lists))
 157
 158 (addtest (lisp-stat-lin-alg) kernel-smooth
 159          (ensure-same
 160           ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
 161           (kernel-smooth
 162            #(1.0 1.2 1.3 1.8 2.1 2.5)
 163            #(1.2 2.0 2.1 2.0 1.1 2.8)
 164            :xvals 5)
 165           (list (list 1.0 1.375 1.75 2.125 2.5)
 166                 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
 167                       1.5871511322219498 2.518194783156392))
 168           :test 'almost=lists))
 169
 170 (addtest (lisp-stat-lin-alg) kernel-dens
 171          (ensure-same
 172           (kernel-dens
 173            #(1.0 1.2 2.5 2.1 1.8 1.2)
 174            :xvals 5)
 175           (list (list 1.0 1.375 1.75 2.125 2.5)
 176                 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
 177                       0.4829822708587095 0.3485939156929503))))
 178
 179
 180 (addtest (lisp-stat-lin-alg) fft
 181          (ensure-same
 182           (fft #(1.0 1.2 2.5 2.1 1.8))
 183           (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)))
 184           :test 'almost=lists))
 185
 186
 187 (addtest (lisp-stat-lin-alg) lowess
 188          (ensure-same
 189           (lowess #(1.0 1.2 2.5 2.1 1.8 1.2)
 190                   #(1.2 2.0 2.1 2.0 1.1 2.8))
 191           #(1.0 1.2 1.2 1.8 2.1 2.5)
 192           :test 'almost=lists)) ;; result isn't a list!
 193
 194
 195
 196 ;;;; Log-gamma function
 197
 198 (addtest (lisp-stat-spec-fns) log-gamma-fn
 199          (ensure-same
 200           (log-gamma 3.4)
 201           1.0923280596789584
 202           :test 'almost=))
 203
 204
 205 ;;; Probability distributions
 206
 207 ;; This macro should be generalized, but it's a good start now.
 208 ;;(defmacro ProbDistnTests (prefixName
 209 ;;                        quant-params quant-answer
 210 ;;                        cdf-params cdf-answer
 211 ;;                        pmf-params pmf-answer
 212 ;;                        rand-params rand-answer)
 213 ;;  (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
 214 ;;    ;;  ((  ))
 215 ;;    (:documentation "testing for ,testName distribution results")
 216 ;;    (:test (ensure-same
 217 ;;          (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
 218 ;;    (:test (ensure-same
 219 ;;          (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
 220 ;;    (:test (ensure-same
 221 ;;          (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
 222 ;;    (:test (progn
 223 ;;           (set-seed 234)
 224 ;;           (ensure-same
 225 ;;            (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
 226
 227 ;;; Normal distribution
 228
 229 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 230   ()
 231   (:documentation "testing for Gaussian distn results")
 232   (:test (ensure-same
 233           (normal-quant 0.95)
 234           1.6448536279366268))
 235   (:test (ensure-same
 236           (normal-cdf 1.3)
 237           0.9031995154143897))
 238   (:test (ensure-same
 239           (normal-dens 1.3)
 240           0.17136859204780736))
 241   (:test (ensure-same
 242           (normal-rand 2)
 243           (list -0.40502015f0 -0.8091404f0)))
 244   (:test (ensure-same
 245           (bivnorm-cdf 0.2 0.4 0.6)
 246           0.4736873734160288)))
 247
 248 ;;;; Cauchy distribution
 249
 250 (deftestsuite lisp-stat-probdist-cauchy (lisp-stat-probdistn)
 251   ()
 252   (:documentation "testing for Cachy-distn results")
 253   (:test (ensure-same
 254           (cauchy-quant 0.95)
 255           6.313751514675031))
 256   (:test (ensure-same
 257           (cauchy-cdf 1.3)
 258           0.7912855998398473))
 259   (:test (ensure-same
 260           (cauchy-dens 1.3)
 261           0.1183308127104695 ))
 262   (:test (ensure-same
 263           (cauchy-rand 2)
 264           (list -1.06224644160405 -0.4524695943939537))))
 265
 266 ;;;; Gamma distribution
 267
 268 (deftestsuite lisp-stat-probdist-gamma (lisp-stat-probdistn)
 269   ()
 270   (:documentation "testing for gamma distn results")
 271   (:test (ensure-same
 272           (gamma-quant 0.95 4.3)
 273           8.178692439291645))
 274   (:test (ensure-same
 275           (gamma-cdf 1.3 4.3)
 276           0.028895150986674906))
 277   (:test (ensure-same
 278           (gamma-dens 1.3 4.3)
 279           0.0731517686447374))
 280   (:test (ensure-same
 281           (gamma-rand 2 4.3)
 282           (list 2.454918912880936 4.081365384357454))))
 283
 284 ;;;; Chi-square distribution
 285
 286 (deftestsuite lisp-stat-probdist-chisq (lisp-stat-probdistn)
 287   ()
 288   (:documentation "testing for Chi-square distn results")
 289   (:test (ensure-same
 290           (chisq-quant 0.95 3)
 291           7.814727903379012))
 292   (:test (ensure-same
 293           (chisq-cdf 1 5)
 294           0.03743422675631789))
 295   (:test (ensure-same
 296           (chisq-dens 1 5)
 297           0.08065690818083521))
 298   (:test (progn
 299            (set-seed 353)
 300            (ensure-same
 301             (chisq-rand 2 4)
 302             (list 1.968535826180572 2.9988646156942997)))))
 303
 304 ;;;; Beta distribution
 305
 306 (deftestsuite lisp-stat-probdist-beta (lisp-stat-probdistn)
 307   ()
 308   (:documentation "testing for beta distn results")
 309   (:test (ensure-same
 310           (beta-quant 0.95 3 2)
 311           0.9023885371149876))
 312   (:test (ensure-same
 313           (beta-cdf 0.4 2 2.4)
 314           0.4247997418541529 ))
 315   (:test (ensure-same
 316           (beta-dens 0.4 2 2.4)
 317           1.5964741858913518 ))
 318   (:test (ensure-same
 319           (beta-rand 2 2 2.4)
 320           (list 0.8014897077282279 0.6516371997922659))))
 321
 322 ;;;; t distribution
 323
 324 (deftestsuite lisp-stat-probdist-t (lisp-stat-probdistn)
 325   ()
 326   (:documentation "testing for t-distn results")
 327   (:test (ensure-same
 328           (t-quant 0.95 3)
 329           2.35336343484194))
 330   (:test (ensure-same
 331           (t-cdf 1 2.3)
 332           0.794733624298342))
 333   (:test (ensure-same
 334           (t-dens 1 2.3)
 335           0.1978163816318102))
 336   (:test (ensure-same
 337           (t-rand 2 2.3)
 338           (list -0.34303672776089306 -1.142505872436518))))
 339
 340 ;;;; F distribution
 341
 342 (deftestsuite lisp-stat-probdist-f (lisp-stat-probdistn)
 343   ()
 344   (:documentation "testing for f-distn results")
 345   (:test (ensure-same
 346           (f-quant 0.95 3 5) 5.409451318117459))
 347   (:test (ensure-same
 348           (f-cdf 1 3.2 5.4)
 349           0.5347130905510765))
 350   (:test (ensure-same
 351           (f-dens 1 3.2 5.4)
 352           0.37551128864591415))
 353   (:test (progn
 354            (set-seed 234)
 355            (ensure-same
 356             (f-rand 2 3 2)
 357             (list 0.7939093442091963 0.07442694152491144)))))
 358
 359 ;;;; Poisson distribution
 360
 361 (deftestsuite lisp-stat-probdist-poisson (lisp-stat-probdistn)
 362   ()
 363   (:documentation "testing for poisson distribution results")
 364   (:test (ensure-same
 365           (poisson-quant 0.95 3.2) 6))
 366   (:test (ensure-same
 367           (poisson-cdf 1 3.2)
 368           0.17120125672252395))
 369   (:test (ensure-same
 370           (poisson-pmf 1 3.2)
 371           0.13043905274097067))
 372   (:test (progn
 373            (set-seed 234)
 374            (ensure-same
 375             (poisson-rand 5 3.2)
 376             (list 2 1 2 0 3)))))
 377
 378 ;; Binomial distribution
 379
 380 (deftestsuite lisp-stat-probdist-binomial (lisp-stat-probdistn)
 381   ()
 382   (:documentation "testing for binomial distribution results")
 383
 384   (:test (ensure-same
 385           (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
 386           ))
 387   (:test (ensure-same
 388           (binomial-quant 0 3 0.4)
 389           ;; -2147483648
 390           ))
 391   (:test (ensure-same
 392           (binomial-cdf 1 3 0.4)
 393           0.6479999999965776))
 394
 395   (:test (ensure-same
 396           (binomial-pmf 1 3 0.4)
 397           0.4320000000226171))
 398   (:test (progn
 399            (set-seed 526)
 400            (ensure-same
 401             (binomial-rand 5 3 0.4)
 402             (list 2 2 0 1 2)))))