src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-03-11 05:53:30 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 ;;; LispStat Basics
  21
  22 (defpackage :lisp-stat-object-system
  23   (:nicknames :ls-objects :lsos)
  24   (:use :common-lisp)
  25   (:shadow :call-method :call-next-method :slot-value)
  26   (:export ls-object objectp *object* kind-of-p make-object
  27            *message-hook*
  28            *set-slot-hook* slot-value self
  29            send call-next-method call-method
  30            defmeth defproto instance-slots proto-name))
  31
  32 (defpackage :lisp-stat-types
  33   (:documentation "Provides some typeing for LispStat, but is clearly
  34   a bit incomplete.")
  35   (:use :common-lisp)
  36   (:export fixnump
  37            check-nonneg-fixnum check-one-nonneg-fixnum
  38            check-one-fixnum check-one-real check-one-number))
  39
  40 (defpackage :lisp-stat-float
  41   (:use :common-lisp)
  42   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  43            machine-epsilon base-float makedouble
  44
  45            make-base-trans-fun-2 make-base-trans-fun
  46
  47            base-log base-exp base-expt base-sqrt base-sin base-cos
  48            base-tan base-asin base-acos base-atan base-sinh
  49            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  50            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  51            BASE-FROUND BASE-SIGNUM BASE-CIS))
  52
  53 (defpackage :lisp-stat-compound-data
  54   (:use :common-lisp
  55         :lisp-stat-object-system
  56         :lisp-stat-types)
  57   (:shadowing-import-from :lisp-stat-object-system
  58                           slot-value
  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                           slot-value 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 (defpackage :lisp-stat-data-clos
 112   (:use :common-lisp
 113         :lisp-matrix)
 114   (:export get-variable-matrix get-variable-vector
 115            ;; generic container class for data -- if small enough
 116            ;; could be value, otherwise might be reference.
 117            data-pointer))
 118
 119 #|
 120 (defpackage :lisp-stat-regression-linear-clos
 121   (:use :common-lisp
 122         :lisp-matrix
 123         :lisp-stat-data-clos)
 124   (:export regression-model))
 125 |#
 126
 127
 128 ;;; USER PACKAGES
 129
 130 (defpackage :lisp-stat-ffi-int
 131   (:use :common-lisp
 132         :cffi)
 133   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 134            get-buf ))
 135
 136 (defpackage :lisp-stat-probability
 137   (:use :common-lisp
 138         :cffi
 139         :lisp-stat-ffi-int
 140         :lisp-stat-macros)
 141   (:export log-gamma set-seed
 142            uniform-rand
 143            normal-cdf normal-quant normal-dens normal-rand
 144            bivnorm-cdf
 145            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 146            gamma-cdf gamma-quant gamma-dens gamma-rand
 147            chisq-cdf chisq-quant chisq-dens chisq-rand
 148            beta-cdf beta-quant beta-dens beta-rand
 149            t-cdf t-quant t-dens t-rand
 150            f-cdf f-quant f-dens f-rand
 151            poisson-cdf poisson-quant poisson-pmf poisson-rand
 152            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 153
 154
 155 #| removed, replace by lisp-matrix
 156 (defpackage :lisp-stat-matrix
 157   (:use :common-lisp
 158         :cffi
 159         :lisp-stat-compound-data)
 160   (:export matrixp ;;  matrix -- conflicts!
 161            num-rows num-cols matmult identity-matrix diagonal
 162            row-list column-list inner-product outer-product
 163            cross-product
 164            ;; transpose bind-columns bind-rows
 165            array-data-vector vector-to-array
 166
 167            check-matrix check-square-matrix
 168
 169            copy-array copy-vector
 170            ))
 171 |#
 172
 173 #| replaced by lisp-matrix
 174 (defpackage :lisp-stat-linalg-data
 175   (:use :common-lisp
 176         :cffi
 177         :lisp-stat-ffi-int
 178         :lisp-stat-types
 179         :lisp-stat-compound-data
 180         :lisp-stat-matrix)
 181   (:export ;; more to add
 182       +mode-in+ +mode-re+ +mode-cx+ mode-of
 183
 184       la-data-mode la-allocate la-free
 185
 186       la-get-double la-put-double
 187       la-put-integer
 188
 189       la-matrix la-free-matrix la-matrix-to-data la-data-to-matrix
 190       la-vector la-free-vector la-vector-to-data la-data-to-vector ))
 191 |#
 192
 193 (defpackage :lisp-stat-math
 194    (:use :common-lisp
 195          :lisp-stat-object-system
 196          :lisp-stat-macros
 197          :lisp-stat-compound-data
 198          :lisp-stat-float)
 199    (:shadowing-import-from :lisp-stat-object-system
 200                            slot-value call-method call-next-method)
 201    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 202            asin acos atan sinh cosh tanh asinh acosh atanh float random
 203            truncate floor ceiling round minusp zerop plusp evenp oddp
 204            < <= = /= >= > ;; complex
 205            conjugate realpart imagpart phase
 206            min max logand logior logxor lognot ffloor fceiling
 207            ftruncate fround signum cis)
 208    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 209            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 210            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 211            /= >= > ;; complex
 212            conjugate realpart imagpart phase min max
 213            logand logior logxor lognot ffloor fceiling ftruncate fround
 214            signum cis)
 215    (:documentation "Vectorization of numerical functions"))
 216
 217
 218 #| ;; some of this goes back in, but not all of it?
 219 (defpackage :lisp-stat-linalg
 220   (:use :common-lisp
 221         :cffi
 222         :lisp-matrix
 223         :lisp-stat-math
 224         :lisp-stat-types
 225         :lisp-stat-float
 226         :lisp-stat-compound-data)
 227   (:shadowing-import-from :lisp-stat-math
 228           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 229           asin acos atan sinh cosh tanh asinh acosh atanh float random
 230           truncate floor ceiling round minusp zerop plusp evenp oddp
 231           < <= = /= >= > complex conjugate realpart imagpart phase
 232           min max logand logior logxor lognot ffloor fceiling
 233           ftruncate fround signum cis)
 234   (:export chol-decomp lu-decomp lu-solve determinant inverse
 235            sv-decomp qr-decomp rcondest make-rotation spline
 236            kernel-dens kernel-smooth
 237            fft make-sweep-matrix sweep-operator ax+y eigen
 238
 239            check-real ;; for optimize
 240
 241            covariance-matrix matrix print-matrix solve
 242            backsolve eigenvalues eigenvectors accumulate cumsum combine
 243            lowess))
 244
 245 |#
 246
 247
 248
 249
 250 (defpackage :lisp-stat-data
 251   (:documentation "Data management, integration, I/O, and other data technologies.")
 252   (:nicknames :ls-data)
 253   (:use :common-lisp
 254         :lisp-stat-object-system
 255         :lisp-stat-config
 256         :lisp-stat-types
 257         :lisp-stat-compound-data)
 258   (:shadowing-import-from :lisp-stat-object-system
 259                           slot-value call-method call-next-method)
 260   (:export open-file-dialog read-data-file read-data-columns load-data
 261            load-example *variables* *ask-on-redefine*
 262            def variables savevar undef))
 263
 264 (defpackage :lisp-stat-descriptive-statistics
 265  (:use :common-lisp
 266        :lisp-stat-data
 267        :lisp-stat-math
 268        :lisp-stat-compound-data
 269        :lisp-matrix
 270        :lisp-stat-basics)
 271    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 272       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 273       asin acos atan sinh cosh tanh asinh acosh atanh float random
 274       truncate floor ceiling round minusp zerop plusp evenp oddp
 275       < <= = /= >= > ;; complex
 276       conjugate realpart imagpart phase
 277       min max logand logior logxor lognot ffloor fceiling
 278       ftruncate fround signum cis)
 279    (:export standard-deviation
 280             quantile median interquartile-range
 281             fivnum sample))
 282
 283
 284 (defpackage :lisp-stat-regression-linear
 285   (:use :common-lisp
 286         :lisp-matrix
 287         :lisp-stat-object-system
 288         :lisp-stat-basics
 289         :lisp-stat-compound-data
 290         :lisp-stat-descriptive-statistics
 291 #|
 292         :lisp-stat-math
 293 |#
 294         )
 295   (:shadowing-import-from :lisp-stat-object-system
 296                           slot-value call-method call-next-method)
 297 #|
 298   (:shadowing-import-from :lisp-stat-math
 299       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 300       asin acos atan sinh cosh tanh asinh acosh atanh float random
 301       truncate floor ceiling round minusp zerop plusp evenp oddp
 302       < <= = /= >= > ;; complex
 303       conjugate realpart imagpart phase
 304       min max logand logior logxor lognot ffloor fceiling
 305       ftruncate fround signum cis)
 306 |#
 307   (:export regression-model regression-model-proto x y intercept
 308            ;; sweep-matrix
 309            basis weights included
 310            total-sum-of-squares residual-sum-of-squares
 311            predictor-names response-name case-labels
 312            ;; functions for helpers
 313            lm xtxinv   ))
 314
 315 (defpackage :lisp-stat
 316     (:documentation "Experimentation package for LispStat.  Serious
 317     work should be packaged up elsewhere for reproducibility.  By this
 318     I mean, creating a data/analytics/analysis package with the
 319     minimal set of objects required.")
 320   (:use :common-lisp
 321         :lisp-stat-object-system
 322         :lisp-stat-compound-data
 323         :lisp-stat-probability
 324         :lisp-stat-types
 325         :lisp-stat-float
 326         :lisp-stat-basics
 327         :lisp-stat-data
 328         :lisp-stat-math
 329         :lisp-matrix ;; conversion to a more robust linalg approach
 330         :lisp-stat-descriptive-statistics
 331         :lisp-stat-regression-linear
 332         :cybertiggyr-dsv)
 333   (:shadowing-import-from :lisp-stat-object-system
 334         slot-value call-method call-next-method)
 335   (:shadowing-import-from :lisp-stat-math
 336         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 337         asin acos atan sinh cosh tanh asinh acosh atanh float random
 338         truncate floor ceiling round minusp zerop plusp evenp oddp
 339         < <= = /= >= >
 340         ;;complex
 341         conjugate realpart imagpart phase
 342
 343         min max
 344         logand logior logxor lognot
 345         ffloor fceiling ftruncate fround
 346         signum cis)
 347   (:export
 348    ;; lsobjects :
 349    defproto defproto2
 350    defmeth send
 351
 352    ;; lstypes :
 353    fixnump check-nonneg-fixnum check-one-fixnum
 354    check-one-real check-one-number
 355
 356    ;; lsmacros:
 357
 358    ;; lsfloat :
 359    machine-epsilon
 360
 361    ;; compound :
 362    compound-data-p *compound-data-proto* compound-object-p
 363    compound-data-seq compound-data-length
 364    element-list element-seq
 365    sort-data order rank
 366    recursive-map-elements map-elements
 367    repeat
 368    check-sequence
 369    get-next-element make-next-element set-next-element
 370    ;; sequencep
 371    iseq
 372    ordered-nneg-seq
 373    select which
 374    difference rseq
 375
 376    ;; lsmath.lsp
 377    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 378    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 379    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 380    /= >= > ;; complex
 381    conjugate realpart imagpart phase min max
 382    logand logior logxor lognot ffloor fceiling ftruncate fround
 383    signum cis
 384
 385 #| ;; The following need to be re-found in lisp-matrix...
 386
 387    ;; matrices.lisp
 388    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 389    column-list inner-product outer-product cross-product transpose
 390    bind-columns bind-rows
 391
 392    ;; linalg.lisp
 393    chol-decomp lu-decomp lu-solve determinant inverse
 394    sv-decomp qr-decomp rcondest make-rotation spline
 395    kernel-dens kernel-smooth
 396    fft make-sweep-matrix sweep-operator ax+y eigen
 397    check-real
 398    covariance-matrix matrix print-matrix solve
 399    backsolve eigenvalues eigenvectors accumulate cumsum combine
 400    lowess
 401
 402    ;; in linalg.lisp, possibly not supported by matlisp
 403    spline kernel-dens kernel-smooth
 404
 405 |#
 406
 407    ;; optimize.lsp
 408    newtonmax nelmeadmax
 409
 410    ;; lispstat-macros
 411    make-rv-function make-rv-function-1
 412
 413    ;; data.lisp
 414    open-file-dialog read-data-file read-data-columns load-data
 415    load-example *variables* *ask-on-redefine*
 416    def variables savevar undef
 417
 418    ;; statistics.lsp  (descriptions, should probably be moved
 419    ;; later...?
 420    standard-deviation quantile median interquartile-range
 421    fivnum sample
 422
 423    ;; probability (dists.lisp)
 424    log-gamma set-seed
 425    uniform-rand normal-cdf normal-quant normal-dens
 426    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 427    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 428    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 429    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 430    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 431    binomial-cdf binomial-quant binomial-pmf binomial-rand
 432
 433    ;; Here is where we have a problem -- lispstat core should be core
 434    ;; data management and config problems, with packages providing
 435    ;; specialized extensions to LispStat, i.e. regression, nonlin
 436    ;; regression, bayesian regression via laplace approximation, etc.
 437
 438    ;; The following could be considered "recommended packages",
 439    ;; similar to the idea of the recommended packages in R.  Probably
 440    ;; we want them to do the exporting within that package, therefore
 441    ;; NOT being able to lock the "data-ish" package, but only the
 442    ;; subpackages prior to export.
 443
 444    ;; regression.lsp
 445    ;; -- linear regressin models.
 446    regression-model regression-model-proto x y intercept sweep-matrix
 447    basis weights included total-sum-of-squares residual-sum-of-squares
 448    predictor-names response-name case-labels
 449    lm xtxinv
 450
 451    ;; nonlin.lsp
 452    ;; -- nonlinear regression models
 453    nreg-model nreg-model-proto mean-function theta-hat epsilon
 454    count-limit verbose
 455    ;; we might need something like xtxinv here?  But should be
 456    ;; encapsulated, so we use the one in regression.lisp
 457
 458    ;; bayes.lsp
 459    bayes-model bayes-model-proto bayes-internals))
 460
 461
 462 ;;;; PACKAGES FOR USEABILITY
 463
 464 (defpackage :lisp-stat-data-examples
 465   (:documentation "Example data for unittests, examples, illustrations,")
 466   (:use :common-lisp
 467         :lisp-stat)
 468   (:shadowing-import-from :lisp-stat
 469       slot-value call-method call-next-method
 470
 471       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 472       asin acos atan sinh cosh tanh asinh acosh atanh float random
 473       truncate floor ceiling round minusp zerop plusp evenp oddp
 474       < <= = /= >= > > ;; complex
 475       conjugate realpart imagpart phase
 476       min max logand logior logxor lognot ffloor fceiling
 477       ftruncate fround signum cis
 478
 479       <= float imagpart)
 480   (:export iron aluminum absorbtion
 481            diabetes dlabs))
 482
 483
 484 (defpackage :lisp-stat-user
 485   (:documentation "Experimentation package for LispStat.
 486 Serious work should be placed in a similar package elsewhere for
 487 reproducibility.  But this should hint as to what needs to be
 488 done for a user- or analysis-package.")
 489   (:nicknames :ls-user)
 490   (:use :common-lisp
 491         :lisp-matrix
 492         :lisp-stat
 493         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 494   (:shadowing-import-from :lisp-stat
 495       slot-value call-method call-next-method
 496
 497       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 498       asin acos atan sinh cosh tanh asinh acosh atanh float random
 499       truncate floor ceiling round minusp zerop plusp evenp oddp
 500       < <= = /= >= > > ;; complex
 501       conjugate realpart imagpart phase
 502       min max logand logior logxor lognot ffloor fceiling
 503       ftruncate fround signum cis
 504
 505       <= float imagpart))
 506
 507 (defpackage :lisp-stat-unittests
 508   (:use :common-lisp :lift :lisp-stat :lisp-stat-data-examples)
 509   (:shadowing-import-from :lisp-stat
 510         slot-value call-method call-next-method ;; objects
 511         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 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   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 519            almost= almost=lists numerical=)) ; compare
 520
 521 (defpackage :lisp-stat-data-clos-example
 522   (:use :common-lisp
 523         :lift  :lisp-stat-unittests
 524         :lisp-stat-data-examples
 525         :lisp-stat-data-clos)
 526   (:export absorbtion aluminum iron))
 527
 528
 529 (defpackage :lisp-stat-optimize
 530  (:use :common-lisp
 531        :cffi
 532        :lisp-matrix
 533        :lisp-stat-ffi-int
 534        :lisp-stat-object-system
 535        :lisp-stat-types
 536        :lisp-stat-compound-data
 537        :lisp-stat-math
 538        :lisp-stat-float
 539        :lisp-stat-basics
 540 #|
 541        :lisp-stat-matrix
 542        :lisp-stat-linalg-data
 543        :lisp-stat-linalg
 544 |#
 545        )
 546  (:shadowing-import-from :lisp-stat-object-system
 547                          slot-value call-method call-next-method)
 548  (:shadowing-import-from :lisp-stat-math
 549            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 550            asin acos atan sinh cosh tanh asinh acosh atanh float random
 551            truncate floor ceiling round minusp zerop plusp evenp oddp
 552            < <= = /= >= > complex conjugate realpart imagpart phase
 553            min max logand logior logxor lognot ffloor fceiling
 554            ftruncate fround signum cis)
 555  (:export
 556      ;; derivatives
 557      numgrad numhess
 558
 559      ;; optimization
 560      newtonmax nelmeadmax))