model.lisp

   1 ;;; -*- mode: lisp -*-
   2 ;;; Copyright (c) 2005--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 ;;; File:       model.lisp
   7 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   8 ;;; Copyright:  (c)2007, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   9 ;;;             on how it arrives.
  10 ;;; Purpose:    models as a data summarization tools.
  11 ;;; Time-stamp: <2006-05-19 12:33:41 rossini>
  12 ;;; Creation:   <2006-05-17 21:34:07 rossini>
  13
  14 ;;; What is this talk of 'release'? Klingons do not make software
  15 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  16 ;;; designers and quality assurance people in its wake.
  17
  18 ;;; Work towards an object system with a comprehensive theory of data
  19 ;;; summarization through models.  The basic idea is that models are
  20 ;;; used to summarize different aspects of a data generating process,
  21 ;;; possibly realized by a dataset.
  22
  23 (in-package :cl-user)
  24
  25 (defpackage :lisp-stat-model
  26   (:documentation "Model management and other mathematical technologies.")
  27   (:nicknames :ls-data)
  28   (:use :common-lisp
  29         :lisp-stat-config
  30         :lisp-stat-object-system
  31         :lisp-stat-types
  32         :lisp-stat-compound-data
  33         :lisp-stat-matrix
  34         :lisp-stat-linalg)
  35   (:shadowing-import-from :lisp-stat-object-system
  36                           slot-value call-method call-next-method)
  37   (:export model))
  38
  39 (in-package :lisp-stat-model)
  40
  41 (defclass model ()
  42   ((name :initform nil
  43          :initarg :name
  44          :accessor name
  45          :reader model-name)
  46    (form :initform nil
  47          :initarg :formula
  48          :accessor form
  49          :reader model-formula)
  50    (parameter-vars :initform nil
  51                    :initarg :parameter-vars
  52                    :accessor param-vars
  53                    :reader model-formula)
  54    (data-vars :initform nil
  55               :initarg :data-vars
  56               :accessor data-vars
  57               :reader model-formula)
  58    (fixed-vars :initform nil
  59                :initarg :fixed-vars
  60                :accessor fixed-vars
  61                :reader model-formula)
  62    (solution :initform nil
  63              :initarg :criteriaFunction
  64              :accessor critFcn-vars
  65              :reader model-formula)
  66
  67    (done-solution? :initform nil :reader done-setup?)
  68    (prototypes-initialized? :initform nil :reader prototypes-initialized?)
  69    (current-values :initform nil :accessor current-values)
  70
  71    (log-file :initform nil :initarg :log-file :reader log-file)
  72    (test-data :initform nil :accessor test-data)
  73    (expected-failure-p :initform nil :initarg :expected-failure-p
  74                        :reader expected-failure-p)
  75    (expected-error-p :initform nil :initarg :expected-error-p
  76                      :reader expected-error-p)
  77    (expected-problem-p :initform nil :initarg :expected-problem-p
  78                        :reader expected-problem-p))
  79   (:documentation "Mathematical Model"))
  80
  81 (defclass result (model)
  82   ((param-values  )
  83    (param-uncertainity )
  84    (param-characterization ))
  85
  86 ;; The following are types of models -- in particular, we can consider
  87 ;; that these models
  88
  89 (defclass statistical-model (model) )
  90
  91 (defclass ode-model (model ))
  92
  93 (defclass linear-regression-model (statistical-mode))
  94
  95 (defclass generalized-linear-regression-model (statistical-model))
  96
  97 (defclass nonlinear-linear-regression-model (statistical-model))
  98
  99
 100
 101
 102 ;;; garbage follows
 103
 104
 105 ;; modelType
 106
 107 root
 108 opt (min / max)
 109
 110 diffeqn
 111
 112 diffeqn + solve
 113
 114 ;; dataType
 115
 116 varExtract
 117 tableExtract
 118 relationExtract
 119
 120
 121 ;; mappingType
 122
 123 (setf myFirstModel
 124       (defineModel normalLikelihood '((* (/ 1 (sqrt (* 2 (pi) sigma)))
 125                                          (exp (/ (- x mu)
 126                                                  sigma))))
 127         :fixed '()
 128         :param '(mu sigma)
 129         :data '(x)
 130         :critFcnSoln '(:max (one-of bfgs nelder-mead conjugate-gradient))))
 131
 132 (defclass model ()
 133   ((name )
 134    (vars-fixed :initarg nil :arg fixed)
 135    (vars-param :initarg nil :arg param)
 136    (vars-data :initarg nil :arg data)
 137    (critFcn   ))
 138
 139 (de
 140
 141
 142
 143
 144 (defclass meanModel (model) ... ) ;; a macro to map onto Model
 145 (defclass meanVarModel (model)  ... )
 146 (defclass regressionModel (meanModel) )
 147 (defclass mixedModel (regressionModel) ... )
 148 (defclass bayesianModel (model)  ... )
 149 (defclass diffintgleqnModel (model) ) ;;(ODE, PDF, integral equations)
 150
 151
 152
 153 (setf modX
 154       (solveModel :model myFirstModel
 155                   :data myVar
 156                   :mapping '((x . myVar))))
 157
 158 ;; result structure
 159
 160 (:solution
 161  :params
 162  :params-characterisation
 163  :paradigm '(bayesian frequentist)
 164  :dataname
 165  :modelname )
 166
 167
 168 (with-mapping map :model mymod :data mydata
 169               (bootstrap mymod mydata))
 170
 171
 172 ;; solution should inherit from model and data (and be recomputable)
 173 ;; func args override embedded args
 174 ;;
 175 ;;  (solveModel firstSoln) "=" firstSoln
 176 ;;
 177 ;; unless stoch approx used.
 178
 179 ;;
 180
 181 (defclass
 182