src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-04-16 17:21:52 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 ;;; This organization and structure is new to the 21st Century
  16 ;;; version.
  17
  18 (in-package :cl-user)
  19
  20 ;;; Basics
  21
  22
  23 (defpackage :lisp-stat-object-system
  24   (:nicknames :ls-objects :lsos)
  25   (:use :common-lisp)
  26   (:shadow :call-method :call-next-method)
  27   (:export ls-object objectp *object* kind-of-p make-object
  28            *message-hook*
  29            *set-slot-hook* proto-slot-value self
  30            send call-next-method call-method
  31            defmeth defproto instance-slots proto-name))
  32
  33 (defpackage :lisp-stat-types
  34   (:documentation "Provides some typeing for LispStat, but is clearly
  35   a bit incomplete.")
  36   (:use :common-lisp)
  37   (:export fixnump
  38            check-nonneg-fixnum check-one-nonneg-fixnum
  39            check-one-fixnum check-one-real check-one-number))
  40
  41 (defpackage :lisp-stat-float
  42   (:use :common-lisp)
  43   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  44            machine-epsilon base-float makedouble
  45
  46            make-base-trans-fun-2 make-base-trans-fun
  47
  48            base-log base-exp base-expt base-sqrt base-sin base-cos
  49            base-tan base-asin base-acos base-atan base-sinh
  50            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  51            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  52            BASE-FROUND BASE-SIGNUM BASE-CIS))
  53
  54 (defpackage :lisp-stat-compound-data
  55   (:use :common-lisp
  56         :lisp-stat-object-system
  57         :lisp-stat-types)
  58   (:shadowing-import-from :lisp-stat-object-system
  59                           call-next-method call-method)
  60   (:export compound-data-p *compound-data-proto*
  61            compound-object-p
  62            compound-data-seq compound-data-length
  63            element-list element-seq
  64            sort-data order rank
  65            recursive-map-elements map-elements repeat
  66            check-sequence
  67            get-next-element make-next-element set-next-element
  68            ;; sequencep
  69            iseq ordered-nneg-seq
  70            select split-list which
  71            difference rseq
  72            flatten-list))
  73
  74 (defpackage :lisp-stat-macros
  75   (:use :common-lisp
  76         :lisp-stat-compound-data)
  77   (:export make-rv-function make-rv-function-1))
  78
  79 (defpackage :lisp-stat-basics
  80     (:use :common-lisp
  81           :lisp-stat-object-system
  82           :lisp-stat-types
  83           :lisp-stat-float
  84           :lisp-stat-macros
  85           :lisp-stat-compound-data)
  86   (:shadowing-import-from :lisp-stat-object-system
  87                           call-method call-next-method)
  88   (:export permute-array sum prod count-elements mean
  89            if-else sample))
  90
  91 (defpackage :lisp-stat-float
  92   (:use :common-lisp)
  93   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  94            machine-epsilon base-float makedouble
  95
  96            make-base-trans-fun-2 make-base-trans-fun
  97
  98            BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
  99            BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
 100            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
 101            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
 102            BASE-FROUND BASE-SIGNUM BASE-CIS))
 103
 104 (defpackage :lisp-stat-macros
 105   (:use :common-lisp
 106         :lisp-stat-compound-data)
 107   (:export make-rv-function make-rv-function-1))
 108
 109 ;;; NEW CLOS STRUCTURE
 110
 111
 112
 113 (defpackage :lisp-stat-dataframe
 114   (:use :common-lisp
 115         :lisp-matrix)
 116   (:export
 117    ;; generic container class for data -- if small enough
 118    ;; could be value, otherwise might be reference.
 119    dataframe-like
 120    dataframe-array
 121    make-dataframe
 122
 123    ;; accessors
 124    varlabels caselabels nrows ncols
 125    dataframe-dimension dataframe-dimensons
 126    dfref dfref-case dfref-var
 127    consistent-dataframe-p
 128
 129    dataset
 130    list-of-columns ;; list-of-variables
 131    list-of-rows ;; list-of-observations
 132    ))
 133
 134
 135 (defpackage :cls-data-listoflist
 136   (:use :common-lisp
 137         :lisp-matrix
 138         :lisp-stat-dataframe) ; for dataframe
 139   (:export lists-of-same-size
 140            equal-listoflist
 141            transpose-listoflist
 142            listoflist->dataframe
 143            listoflist->array
 144            listoflist->matrix-like))
 145
 146 (defpackage :lisp-stat-model
 147   (:documentation "Model management for data analysis.")
 148   (:use :common-lisp
 149         :lisp-matrix)
 150   (:export
 151    ;; data structures for model and model/data combination
 152    model statistical-model analysis))
 153
 154 #|
 155  (defpackage :lisp-stat-regression-linear-clos
 156   (:use :common-lisp
 157         :lisp-matrix
 158         :lisp-stat-dataframe)
 159   (:export regression-model))
 160 |#
 161
 162 (defpackage :lisp-stat-visualize
 163   (:use :common-lisp
 164         :lisp-matrix
 165         :lisp-stat-dataframe))
 166
 167 (defpackage :lisp-stat-visualize-plplot
 168   (:use :common-lisp
 169         :lisp-matrix
 170         :lisp-stat-dataframe
 171         :cl-plplot-system)
 172   (:export
 173    plot-ex
 174    contour-plot-ex
 175    fn-contour-plot-ex
 176    shade-plot-ex
 177    3D-plot-ex ))
 178
 179
 180 ;;; USER PACKAGES
 181
 182 (defpackage :lisp-stat-ffi-int
 183   (:use :common-lisp
 184         :cffi)
 185   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 186            get-buf ))
 187
 188 (defpackage :lisp-stat-probability
 189   (:use :common-lisp
 190         :cffi
 191         :lisp-stat-ffi-int
 192         :lisp-stat-macros)
 193   (:export log-gamma set-seed
 194            uniform-rand
 195            normal-cdf normal-quant normal-dens normal-rand
 196            bivnorm-cdf
 197            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 198            gamma-cdf gamma-quant gamma-dens gamma-rand
 199            chisq-cdf chisq-quant chisq-dens chisq-rand
 200            beta-cdf beta-quant beta-dens beta-rand
 201            t-cdf t-quant t-dens t-rand
 202            f-cdf f-quant f-dens f-rand
 203            poisson-cdf poisson-quant poisson-pmf poisson-rand
 204            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 205
 206
 207
 208 (defpackage :lisp-stat-math
 209    (:use :common-lisp
 210          :lisp-stat-object-system
 211          :lisp-stat-macros
 212          :lisp-stat-compound-data
 213          :lisp-stat-float)
 214    (:shadowing-import-from :lisp-stat-object-system
 215                            call-method call-next-method)
 216    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 217            asin acos atan sinh cosh tanh asinh acosh atanh float random
 218            truncate floor ceiling round minusp zerop plusp evenp oddp
 219            < <= = /= >= > ;; complex
 220            conjugate realpart imagpart phase
 221            min max logand logior logxor lognot ffloor fceiling
 222            ftruncate fround signum cis)
 223    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 224            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 225            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 226            /= >= > ;; complex
 227            conjugate realpart imagpart phase min max
 228            logand logior logxor lognot ffloor fceiling ftruncate fround
 229            signum cis)
 230    (:documentation "Vectorization of numerical functions"))
 231
 232
 233 #| ;; some of this goes back in, but not all of it?
 234 (defpackage :lisp-stat-linalg
 235   (:use :common-lisp
 236         :cffi
 237         :lisp-matrix
 238         :lisp-stat-math
 239         :lisp-stat-types
 240         :lisp-stat-float
 241         :lisp-stat-compound-data)
 242   (:shadowing-import-from :lisp-stat-math
 243           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 244           asin acos atan sinh cosh tanh asinh acosh atanh float random
 245           truncate floor ceiling round minusp zerop plusp evenp oddp
 246           < <= = /= >= > complex conjugate realpart imagpart phase
 247           min max logand logior logxor lognot ffloor fceiling
 248           ftruncate fround signum cis)
 249   (:export chol-decomp lu-decomp lu-solve determinant inverse
 250            sv-decomp qr-decomp rcondest make-rotation spline
 251            kernel-dens kernel-smooth
 252            fft make-sweep-matrix sweep-operator ax+y eigen
 253
 254            check-real ;; for optimize
 255
 256            covariance-matrix matrix print-matrix solve
 257            backsolve eigenvalues eigenvectors accumulate cumsum combine
 258            lowess))
 259
 260 |#
 261
 262
 263
 264
 265 (defpackage :lisp-stat-data
 266   (:documentation "Data management, integration, I/O, and other data technologies.")
 267   (:nicknames :ls-data)
 268   (:use :common-lisp
 269         :lisp-stat-object-system
 270         :lisp-stat-config
 271         :lisp-stat-types
 272         :lisp-stat-compound-data)
 273   (:shadowing-import-from :lisp-stat-object-system
 274                           call-method call-next-method)
 275   (:export open-file-dialog read-data-file read-data-columns load-data
 276            load-example *variables* *ask-on-redefine*
 277            def variables savevar undef))
 278
 279 (defpackage :lisp-stat-descriptive-statistics
 280  (:use :common-lisp
 281        :lisp-stat-data
 282        :lisp-stat-math
 283        :lisp-stat-compound-data
 284        :lisp-matrix
 285        :lisp-stat-basics)
 286    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 287       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 288       asin acos atan sinh cosh tanh asinh acosh atanh float random
 289       truncate floor ceiling round minusp zerop plusp evenp oddp
 290       < <= = /= >= > ;; complex
 291       conjugate realpart imagpart phase
 292       min max logand logior logxor lognot ffloor fceiling
 293       ftruncate fround signum cis)
 294    (:export standard-deviation
 295             quantile median interquartile-range
 296             fivnum sample))
 297
 298
 299 (defpackage :lisp-stat-regression-linear
 300   (:use :common-lisp
 301         :lisp-matrix
 302         :lisp-stat-object-system
 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            ;; OLD to remove
 316
 317            regression-model-proto x y intercept
 318            ;; sweep-matrix
 319            basis weights included
 320            total-sum-of-squares residual-sum-of-squares
 321            predictor-names response-name case-labels
 322            ))
 323
 324 (defpackage :lisp-stat
 325     (:documentation "Experimentation package for LispStat.  Serious
 326     work should be packaged up elsewhere for reproducibility.  By this
 327     I mean, creating a data/analytics/analysis package with the
 328     minimal set of objects required.")
 329   (:use :common-lisp
 330         :lisp-stat-object-system
 331         :lisp-stat-compound-data
 332         :lisp-stat-probability
 333         :lisp-stat-types
 334         :lisp-stat-float
 335         :lisp-stat-basics
 336         :lisp-stat-data
 337         :lisp-stat-dataframe
 338         :cls-data-listoflist
 339         :lisp-stat-math
 340         :lisp-matrix ;; conversion to a more robust linalg approach
 341         :lisp-stat-descriptive-statistics
 342         :lisp-stat-regression-linear
 343         :cybertiggyr-dsv)
 344   (:shadowing-import-from :lisp-stat-object-system
 345                           call-method call-next-method)
 346   (:shadowing-import-from :lisp-stat-math
 347         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 348         asin acos atan sinh cosh tanh asinh acosh atanh float random
 349         truncate floor ceiling round minusp zerop plusp evenp oddp
 350         < <= = /= >= >
 351         ;;complex
 352         conjugate realpart imagpart phase
 353
 354         min max
 355         logand logior logxor lognot
 356         ffloor fceiling ftruncate fround
 357         signum cis)
 358   (:export
 359    ;; lsobjects :
 360    defproto defproto2
 361    defmeth send
 362    proto-slot-value
 363
 364    ;; lstypes :
 365    fixnump check-nonneg-fixnum check-one-fixnum
 366    check-one-nonneg-fixnum
 367    check-one-real check-one-number
 368
 369    ;; lsmacros:
 370
 371    ;; lsfloat :
 372    machine-epsilon
 373
 374    ;; compound :
 375    compound-data-p *compound-data-proto* compound-object-p
 376    compound-data-seq compound-data-length
 377    element-list element-seq
 378    sort-data order rank
 379    recursive-map-elements map-elements
 380    repeat
 381    check-sequence
 382    get-next-element make-next-element set-next-element
 383    ;; sequencep
 384    iseq
 385    ordered-nneg-seq
 386    select which
 387    difference rseq
 388
 389    ;; lsmath.lsp
 390    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 391    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 392    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 393    /= >= > ;; complex
 394    conjugate realpart imagpart phase min max
 395    logand logior logxor lognot ffloor fceiling ftruncate fround
 396    signum cis
 397
 398 #| ;; The following need to be re-found in lisp-matrix...
 399
 400    ;; matrices.lisp
 401    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 402    column-list inner-product outer-product cross-product transpose
 403    bind-columns bind-rows
 404
 405    ;; linalg.lisp
 406    chol-decomp lu-decomp lu-solve determinant inverse
 407    sv-decomp qr-decomp rcondest make-rotation spline
 408    kernel-dens kernel-smooth
 409    fft make-sweep-matrix sweep-operator ax+y eigen
 410    check-real
 411    covariance-matrix matrix print-matrix solve
 412    backsolve eigenvalues eigenvectors accumulate cumsum combine
 413    lowess
 414
 415    ;; in linalg.lisp, possibly not supported by matlisp
 416    spline kernel-dens kernel-smooth
 417
 418 |#
 419
 420    ;; optimize.lsp
 421    newtonmax nelmeadmax
 422
 423    ;; lispstat-macros
 424    make-rv-function make-rv-function-1
 425
 426    ;; data
 427    open-file-dialog read-data-file read-data-columns load-data
 428    load-example *variables* *ask-on-redefine*
 429    def variables savevar undef
 430
 431    ;; dataframe
 432    dataframe-like dataframe-array make-dataframe
 433    varlabels caselabels nrows ncols
 434    dataframe-dimension dataframe-dimensons
 435    dfref dfref-case dfref-var
 436    consistent-dataframe-p
 437    dataset
 438    list-of-columns list-of-rows
 439
 440    ;; listoflist
 441    lists-of-same-size equal-listoflist
 442    transpose-listoflist
 443    listoflist->dataframe listoflist->array listoflist->matrix-like
 444
 445    ;; statistics.lsp  (descriptions, should probably be moved
 446    ;; later...?
 447    standard-deviation quantile median interquartile-range
 448    fivnum sample
 449
 450    ;; probability (dists.lisp)
 451    log-gamma set-seed
 452    uniform-rand normal-cdf normal-quant normal-dens
 453    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 454    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 455    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 456    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 457    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 458    binomial-cdf binomial-quant binomial-pmf binomial-rand
 459
 460    ;; Here is where we have a problem -- lispstat core should be core
 461    ;; data management and config problems, with packages providing
 462    ;; specialized extensions to LispStat, i.e. regression, nonlin
 463    ;; regression, bayesian regression via laplace approximation, etc.
 464
 465    ;; The following could be considered "recommended packages",
 466    ;; similar to the idea of the recommended packages in R.  Probably
 467    ;; we want them to do the exporting within that package, therefore
 468    ;; NOT being able to lock the "data-ish" package, but only the
 469    ;; subpackages prior to export.
 470
 471    ;; regression.lsp
 472    ;; -- linear regressin models.
 473    regression-model fit-model
 474    estimates covariance-matrix
 475
 476    regression-model-proto x y intercept sweep-matrix
 477    basis weights included total-sum-of-squares residual-sum-of-squares
 478    predictor-names response-name case-labels
 479    lm xtxinv
 480
 481    ;; nonlin.lsp
 482    ;; -- nonlinear regression models
 483    nreg-model nreg-model-proto mean-function theta-hat epsilon
 484    count-limit verbose
 485    ;; we might need something like xtxinv here?  But should be
 486    ;; encapsulated, so we use the one in regression.lisp
 487
 488    ;; bayes.lsp
 489    bayes-model bayes-model-proto bayes-internals
 490
 491
 492    ;; plots.lisp
 493    plot-ex
 494    contour-plot-ex
 495    fn-contour-plot-ex
 496    shade-plot-ex
 497    3D-plot-ex
 498
 499    ))
 500
 501
 502 ;;;; PACKAGES FOR USEABILITY
 503
 504 (defpackage :lisp-stat-data-examples
 505   (:documentation "Example data for unittests, examples, illustrations,")
 506   (:use :common-lisp
 507         :lisp-stat)
 508   (:shadowing-import-from :lisp-stat
 509                           call-method call-next-method
 510
 511       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 512       asin acos atan sinh cosh tanh asinh acosh atanh float random
 513       truncate floor ceiling round minusp zerop plusp evenp oddp
 514       < <= = /= >= > > ;; complex
 515       conjugate realpart imagpart phase
 516       min max logand logior logxor lognot ffloor fceiling
 517       ftruncate fround signum cis
 518
 519       <= float imagpart)
 520   (:export iron aluminum absorbtion
 521            diabetes dlabs))
 522
 523
 524 (defpackage :lisp-stat-user
 525   (:documentation "Experimentation package for LispStat.
 526 Serious work should be placed in a similar package elsewhere for
 527 reproducibility.  But this should hint as to what needs to be
 528 done for a user- or analysis-package.")
 529   (:nicknames :ls-user)
 530   (:use :common-lisp
 531         :lisp-matrix
 532         :lisp-stat
 533         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 534   (:shadowing-import-from :lisp-stat
 535                           call-method call-next-method
 536
 537       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 538       asin acos atan sinh cosh tanh asinh acosh atanh float random
 539       truncate floor ceiling round minusp zerop plusp evenp oddp
 540       < <= = /= >= > > ;; complex
 541       conjugate realpart imagpart phase
 542       min max logand logior logxor lognot ffloor fceiling
 543       ftruncate fround signum cis
 544
 545       <= float imagpart))
 546
 547 (defpackage :lisp-stat-unittests
 548   (:use :common-lisp
 549         :lift :lisp-matrix
 550         :lisp-stat :lisp-stat-data-examples)
 551   (:shadowing-import-from :lisp-stat
 552                           call-method call-next-method ;; objects
 553         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 554         asin acos atan sinh cosh tanh asinh acosh atanh float random
 555         truncate floor ceiling round minusp zerop plusp evenp oddp
 556         < <= = /= >= > ;; complex
 557         conjugate realpart imagpart phase
 558         min max logand logior logxor lognot ffloor fceiling
 559         ftruncate fround signum cis)
 560   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 561            almost= almost=lists numerical=)) ; compare
 562
 563 (defpackage :lisp-stat-dataframe-example
 564   (:use :common-lisp
 565         :lift  :lisp-stat-unittests
 566         :lisp-stat-data-examples
 567         :lisp-stat-dataframe)
 568   (:export absorbtion aluminum iron))
 569
 570
 571 (defpackage :lisp-stat-optimize
 572  (:use :common-lisp
 573        :cffi
 574        :lisp-matrix
 575        :lisp-stat-ffi-int
 576        :lisp-stat-object-system
 577        :lisp-stat-types
 578        :lisp-stat-compound-data
 579        :lisp-stat-math
 580        :lisp-stat-float
 581        :lisp-stat-basics
 582 #|
 583        :lisp-stat-matrix
 584        :lisp-stat-linalg-data
 585        :lisp-stat-linalg
 586 |#
 587        )
 588  (:shadowing-import-from :lisp-stat-object-system
 589                          call-method call-next-method)
 590  (:shadowing-import-from :lisp-stat-math
 591            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 592            asin acos atan sinh cosh tanh asinh acosh atanh float random
 593            truncate floor ceiling round minusp zerop plusp evenp oddp
 594            < <= = /= >= > complex conjugate realpart imagpart phase
 595            min max logand logior logxor lognot ffloor fceiling
 596            ftruncate fround signum cis)
 597  (:export
 598      ;; derivatives
 599      numgrad numhess
 600
 601      ;; optimization
 602      newtonmax nelmeadmax))