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.
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
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
))
25 (in-package :lisp-stat-unittests
)
29 ;;; Need a waz to minimize the possibilities
31 (defun run-lisp-stat-tests ()
32 (run-tests :suite
'lisp-stat
))
34 (defun run-lisp-stat-test (&rest x
)
37 (defun almost= (a b
&key
(tol 0.000001))
38 (< (abs (- a b
)) tol
))
40 (deftestsuite lisp-stat
() ())
41 (deftestsuite lisp-stat-lin-alg
(lisp-stat) ())
42 (deftestsuite lisp-stat-spec-fns
(lisp-stat) ())
43 (deftestsuite lisp-stat-probdistn
(lisp-stat) ())
45 ;; ;;; and add a test to it
46 ;; (addtest (lisp-stat)
47 ;; (ensure-same (+ 1 1) 2))
48 ;; ;; => #<Test passed>
50 ;; ;;; add another test using ensure-error
51 ;; (addtest (lisp-stat-lin-alg)
52 ;; (ensure-error (let ((x 0)) (/ x))))
53 ;; ;; => #<Test passed>
55 ;; ;;; add another, slightly more specific test
56 ;; (addtest (lisp-stat)
57 ;; (ensure-condition division-by-zero (let ((x 0)) (/ x))))
58 ;; ;; => #<Test passed>
60 (addtest (lisp-stat-lin-alg) cholesky-decomposition
62 (chol-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
63 (values #2A
((1.7888543819998317
0.0 0.0)
64 (1.6770509831248424
0.11180339887498929 0.0)
65 (2.23606797749979
2.23606797749979 3.332000937312528e-8))
68 (addtest (lisp-stat-lin-alg) lu-decomposition
70 (lu-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
71 (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
)))
73 (addtest (lisp-stat-lin-alg) rcondest
75 (rcondest #2A
((2 3 4) (1 2 4) (2 4 5)))
78 (addtest (lisp-stat-lin-alg) lu-solve
82 #2A
((2 3 4) (1 2 4) (2 4 5)))
84 #(-2.333333333333333
1.3333333333333335 0.6666666666666666)))
86 (addtest (lisp-stat-lin-alg) inverse
88 (inverse #2A
((2 3 4) (1 2 4) (2 4 5)))
89 #2A
((2.0 -
0.33333333333333326 -
1.3333333333333335)
90 (-1.0 -
0.6666666666666666 1.3333333333333333)
91 (0.0
0.6666666666666666 -
0.3333333333333333))))
93 (addtest (lisp-stat-lin-alg) sv-decomp
95 (sv-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
96 (list #2A
((-0.5536537653489974
0.34181191712789266 -
0.7593629708013371)
97 (-0.4653437312661058 -
0.8832095891230851 -
0.05827549615722014)
98 (-0.6905959164998124
0.3211003503429828 0.6480523475178517))
99 #(9.699290438141343
0.8971681569301373 0.3447525123483081)
100 #2A
((-0.30454218417339873
0.49334669582252344 -
0.8147779426198863)
101 (-0.5520024849987308
0.6057035911404464 0.5730762743603965)
102 (-0.7762392122368734 -
0.6242853493399995 -
0.08786630745236332))
105 (addtest (lisp-stat-lin-alg) qr-decomp
107 (qr-decomp #2A
((2 3 4) (1 2 4) (2 4 5)))
108 (list #2A
((-0.6666666666666665
0.7453559924999298 5.551115123125783e-17)
109 (-0.3333333333333333 -
0.2981423969999719 -
0.894427190999916)
110 (-0.6666666666666666 -
0.5962847939999439 0.44721359549995787))
111 #2A
((-3.0 -
5.333333333333334 -
7.333333333333332)
112 (0.0 -
0.7453559924999292 -
1.1925695879998877)
113 (0.0
0.0 -
1.3416407864998738)))))
115 (addtest (lisp-stat-lin-alg) eigen
117 (eigen #2A
((2 3 4) (1 2 4) (2 4 5)))
118 (list #(10.656854249492381 -
0.6568542494923802 -
0.9999999999999996)
119 (list #(0.4999999999999998
0.4999999999999997 0.7071067811865475)
120 #(-0.49999999999999856 -
0.5000000000000011 0.7071067811865474)
121 #(0.7071067811865483 -
0.7071067811865466 -
1.2560739669470215e-15))
124 (addtest (lisp-stat-lin-alg) spline
126 (spline #(1.0
1.2 1.3 1.8 2.1 2.5)
127 #(1.2
2.0 2.1 2.0 1.1 2.8)
129 (list (list 1.0 1.3 1.6 1.9 2.2 2.5)
130 (list 1.2 2.1 2.2750696543866313 1.6465231041904045 1.2186576148879609 2.8))))
132 (addtest (lisp-stat-lin-alg) kernel-smooth
134 ;; using KERNEL-SMOOTH-FRONT, not KERNEL-SMOOTH-CPORT
136 #(1.0
1.2 1.3 1.8 2.1 2.5)
137 #(1.2
2.0 2.1 2.0 1.1 2.8)
139 (list (list 1.0 1.375 1.75 2.125 2.5)
140 (list 1.6603277642110226 1.9471748095239771 1.7938127405752287
141 1.5871511322219498 2.518194783156392))))
143 (addtest (lisp-stat-lin-alg) kernel-dens
146 #(1.0
1.2 2.5 2.1 1.8 1.2)
148 (list (list 1.0 1.375 1.75 2.125 2.5)
149 (list 0.7224150453621405 0.5820045548233707 0.38216411702854214
150 0.4829822708587095 0.3485939156929503))))
153 (addtest (lisp-stat-lin-alg) fft
155 (fft #(1.0
1.2 2.5 2.1 1.8))
156 (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)))))
158 (addtest (lisp-stat-lin-alg) lowess
160 (lowess #(1.0
1.2 2.5 2.1 1.8 1.2)
161 #(1.2
2.0 2.1 2.0 1.1 2.8))
162 #(1.0
1.2 1.2 1.8 2.1 2.5)))
166 ;;;; Log-gamma function
168 (addtest (lisp-stat-spec-fns) log-gamma-fn
176 ;;; Probability distributions
178 ;; This macro should be generalized, but it's a good start now.
179 ;;(defmacro ProbDistnTests (prefixName
180 ;; quant-params quant-answer
181 ;; cdf-params cdf-answer
182 ;; pmf-params pmf-answer
183 ;; rand-params rand-answer)
184 ;; (deftestsuite lisp-stat-probdist-,prefixName (lisp-stat-probdistn)
186 ;; (:documentation "testing for ,testName distribution results")
187 ;; (:test (ensure-same
188 ;; (lisp-stat-basics:,testName-quant ,quant-params) ,quant-answer))
189 ;; (:test (ensure-same
190 ;; (lisp-stat-basics:,testName-cdf ,cdf-params) ,cdf-answer))
191 ;; (:test (ensure-same
192 ;; (lisp-stat-basics:,testName-pmf ,pmf-params) ,pmf-answer))
196 ;; (lisp-stat-basics:,testName-rand ,rand-params) ,rand-answer)))))
198 ;;; Normal distribution
200 (deftestsuite lisp-stat-probdist-f
(lisp-stat-probdistn)
201 (:documentation
"testing for Gaussian distn results")
210 0.17136859204780736))
213 (list -
0.40502015f0 -
0.8091404f0
)))
215 (bivnorm-cdf 0.2 0.4 0.6)
216 0.4736873734160288)))
218 ;;;; Cauchy distribution
220 (deftestsuite lisp-stat-probdist-cauchy
(lisp-stat-probdistn)
221 (:documentation
"testing for Cachy-distn results")
230 0.1183308127104695 ))
233 (-1.06224644160405 -
0.4524695943939537))))
235 ;;;; Gamma distribution
237 (deftestsuite lisp-stat-probdist-gamma
(lisp-stat-probdistn)
238 (:documentation
"testing for gamma distn results")
240 (gamma-quant 0.95 4.3)
244 0.028895150986674906))
250 (2.454918912880936
4.081365384357454))))
252 ;;;; Chi-square distribution
254 (deftestsuite lisp-stat-probdist-chisq
(lisp-stat-probdistn)
256 (:documentation
"testing for Chi-square distn results")
262 0.03743422675631789))
265 0.08065690818083521))
270 (list 1.968535826180572 2.9988646156942997)))))
272 ;;;; Beta distribution
274 (deftestsuite lisp-stat-probdist-beta
(lisp-stat-probdistn)
276 (:documentation
"testing for beta distn results")
278 (beta-quant 0.95 3 2)
282 0.4247997418541529 ))
284 (beta-dens 0.4 2 2.4)
285 1.5964741858913518 ))
288 (list 0.8014897077282279 0.6516371997922659))))
292 (deftestsuite lisp-stat-probdist-t
(lisp-stat-probdistn)
293 (:documentation
"testing for t-distn results")
305 (list -
0.34303672776089306 -
1.142505872436518))))
309 (deftestsuite lisp-stat-probdist-f
(lisp-stat-probdistn)
310 (:documentation
"testing for f-distn results")
312 (f-quant 0.95 3 5) 5.409451318117459))
318 0.37551128864591415))
323 (list 0.7939093442091963 0.07442694152491144)))))
325 ;;;; Poisson distribution
327 (deftestsuite lisp-stat-probdist-poisson
(lisp-stat-probdistn)
329 (:documentation
"testing for poisson distribution results")
331 (poisson-quant 0.95 3.2) 6))
334 0.17120125672252395))
337 0.13043905274097067))
344 ;; Binomial distribution
346 (deftestsuite lisp-stat-probdist-binomial
(lisp-stat-probdistn)
348 (:documentation
"testing for binomial distribution results")
351 (binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN
354 (binomial-quant 0 3 0.4)
358 (binomial-cdf 1 3 0.4)
362 (binomial-pmf 1 3 0.4)
367 (binomial-rand 5 3 0.4)