src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-03-18 12:12:51 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
 115    ;; generic container class for data -- if small enough
 116    ;; could be value, otherwise might be reference.
 117    dataframe-like
 118    dataframe-array
 119    get-variable-matrix get-variable-vector
 120    data-pointer))
 121
 122 #|
 123  (defpackage :lisp-stat-regression-linear-clos
 124   (:use :common-lisp
 125         :lisp-matrix
 126         :lisp-stat-data-clos)
 127   (:export regression-model))
 128 |#
 129
 130 (defpackage :lisp-stat-visualize
 131   (:use :common-lisp
 132         :lisp-matrix
 133         :lisp-stat-data-clos))
 134
 135 (defpackage :lisp-stat-visualize-plplot
 136   (:use :common-lisp
 137         :lisp-matrix
 138         :lisp-stat-data-clos
 139         :cl-plplot-system)
 140   (:export
 141    plot-ex
 142    contour-plot-ex
 143    fn-contour-plot-ex
 144    shade-plot-ex
 145    3D-plot-ex ))
 146
 147
 148 ;;; USER PACKAGES
 149
 150 (defpackage :lisp-stat-ffi-int
 151   (:use :common-lisp
 152         :cffi)
 153   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 154            get-buf ))
 155
 156 (defpackage :lisp-stat-probability
 157   (:use :common-lisp
 158         :cffi
 159         :lisp-stat-ffi-int
 160         :lisp-stat-macros)
 161   (:export log-gamma set-seed
 162            uniform-rand
 163            normal-cdf normal-quant normal-dens normal-rand
 164            bivnorm-cdf
 165            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 166            gamma-cdf gamma-quant gamma-dens gamma-rand
 167            chisq-cdf chisq-quant chisq-dens chisq-rand
 168            beta-cdf beta-quant beta-dens beta-rand
 169            t-cdf t-quant t-dens t-rand
 170            f-cdf f-quant f-dens f-rand
 171            poisson-cdf poisson-quant poisson-pmf poisson-rand
 172            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 173
 174
 175 #| removed, replace by lisp-matrix
 176 (defpackage :lisp-stat-matrix
 177   (:use :common-lisp
 178         :cffi
 179         :lisp-stat-compound-data)
 180   (:export matrixp ;;  matrix -- conflicts!
 181            num-rows num-cols matmult identity-matrix diagonal
 182            row-list column-list inner-product outer-product
 183            cross-product
 184            ;; transpose bind-columns bind-rows
 185            array-data-vector vector-to-array
 186
 187            check-matrix check-square-matrix
 188
 189            copy-array copy-vector
 190            ))
 191 |#
 192
 193 #| replaced by lisp-matrix
 194 (defpackage :lisp-stat-linalg-data
 195   (:use :common-lisp
 196         :cffi
 197         :lisp-stat-ffi-int
 198         :lisp-stat-types
 199         :lisp-stat-compound-data
 200         :lisp-stat-matrix)
 201   (:export ;; more to add
 202       +mode-in+ +mode-re+ +mode-cx+ mode-of
 203
 204       la-data-mode la-allocate la-free
 205
 206       la-get-double la-put-double
 207       la-put-integer
 208
 209       la-matrix la-free-matrix la-matrix-to-data la-data-to-matrix
 210       la-vector la-free-vector la-vector-to-data la-data-to-vector ))
 211 |#
 212
 213 (defpackage :lisp-stat-math
 214    (:use :common-lisp
 215          :lisp-stat-object-system
 216          :lisp-stat-macros
 217          :lisp-stat-compound-data
 218          :lisp-stat-float)
 219    (:shadowing-import-from :lisp-stat-object-system
 220                            slot-value call-method call-next-method)
 221    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 222            asin acos atan sinh cosh tanh asinh acosh atanh float random
 223            truncate floor ceiling round minusp zerop plusp evenp oddp
 224            < <= = /= >= > ;; complex
 225            conjugate realpart imagpart phase
 226            min max logand logior logxor lognot ffloor fceiling
 227            ftruncate fround signum cis)
 228    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 229            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 230            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 231            /= >= > ;; complex
 232            conjugate realpart imagpart phase min max
 233            logand logior logxor lognot ffloor fceiling ftruncate fround
 234            signum cis)
 235    (:documentation "Vectorization of numerical functions"))
 236
 237
 238 #| ;; some of this goes back in, but not all of it?
 239 (defpackage :lisp-stat-linalg
 240   (:use :common-lisp
 241         :cffi
 242         :lisp-matrix
 243         :lisp-stat-math
 244         :lisp-stat-types
 245         :lisp-stat-float
 246         :lisp-stat-compound-data)
 247   (:shadowing-import-from :lisp-stat-math
 248           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 249           asin acos atan sinh cosh tanh asinh acosh atanh float random
 250           truncate floor ceiling round minusp zerop plusp evenp oddp
 251           < <= = /= >= > complex conjugate realpart imagpart phase
 252           min max logand logior logxor lognot ffloor fceiling
 253           ftruncate fround signum cis)
 254   (:export chol-decomp lu-decomp lu-solve determinant inverse
 255            sv-decomp qr-decomp rcondest make-rotation spline
 256            kernel-dens kernel-smooth
 257            fft make-sweep-matrix sweep-operator ax+y eigen
 258
 259            check-real ;; for optimize
 260
 261            covariance-matrix matrix print-matrix solve
 262            backsolve eigenvalues eigenvectors accumulate cumsum combine
 263            lowess))
 264
 265 |#
 266
 267
 268
 269
 270 (defpackage :lisp-stat-data
 271   (:documentation "Data management, integration, I/O, and other data technologies.")
 272   (:nicknames :ls-data)
 273   (:use :common-lisp
 274         :lisp-stat-object-system
 275         :lisp-stat-config
 276         :lisp-stat-types
 277         :lisp-stat-compound-data)
 278   (:shadowing-import-from :lisp-stat-object-system
 279                           slot-value call-method call-next-method)
 280   (:export open-file-dialog read-data-file read-data-columns load-data
 281            load-example *variables* *ask-on-redefine*
 282            def variables savevar undef))
 283
 284 (defpackage :lisp-stat-descriptive-statistics
 285  (:use :common-lisp
 286        :lisp-stat-data
 287        :lisp-stat-math
 288        :lisp-stat-compound-data
 289        :lisp-matrix
 290        :lisp-stat-basics)
 291    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 292       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 293       asin acos atan sinh cosh tanh asinh acosh atanh float random
 294       truncate floor ceiling round minusp zerop plusp evenp oddp
 295       < <= = /= >= > ;; complex
 296       conjugate realpart imagpart phase
 297       min max logand logior logxor lognot ffloor fceiling
 298       ftruncate fround signum cis)
 299    (:export standard-deviation
 300             quantile median interquartile-range
 301             fivnum sample))
 302
 303
 304 (defpackage :lisp-stat-regression-linear
 305   (:use :common-lisp
 306         :lisp-matrix
 307         :lisp-stat-object-system
 308         :lisp-stat-basics
 309         :lisp-stat-compound-data
 310         :lisp-stat-descriptive-statistics
 311 #|
 312         :lisp-stat-math
 313 |#
 314         )
 315   (:shadowing-import-from :lisp-stat-object-system
 316                           slot-value call-method call-next-method)
 317 #|
 318   (:shadowing-import-from :lisp-stat-math
 319       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 320       asin acos atan sinh cosh tanh asinh acosh atanh float random
 321       truncate floor ceiling round minusp zerop plusp evenp oddp
 322       < <= = /= >= > ;; complex
 323       conjugate realpart imagpart phase
 324       min max logand logior logxor lognot ffloor fceiling
 325       ftruncate fround signum cis)
 326 |#
 327   (:export regression-model regression-model-proto x y intercept
 328            ;; sweep-matrix
 329            basis weights included
 330            total-sum-of-squares residual-sum-of-squares
 331            predictor-names response-name case-labels
 332            ;; functions for helpers
 333            lm xtxinv   ))
 334
 335 (defpackage :lisp-stat
 336     (:documentation "Experimentation package for LispStat.  Serious
 337     work should be packaged up elsewhere for reproducibility.  By this
 338     I mean, creating a data/analytics/analysis package with the
 339     minimal set of objects required.")
 340   (:use :common-lisp
 341         :lisp-stat-object-system
 342         :lisp-stat-compound-data
 343         :lisp-stat-probability
 344         :lisp-stat-types
 345         :lisp-stat-float
 346         :lisp-stat-basics
 347         :lisp-stat-data
 348         :lisp-stat-data-clos
 349         :lisp-stat-math
 350         :lisp-matrix ;; conversion to a more robust linalg approach
 351         :lisp-stat-descriptive-statistics
 352         :lisp-stat-regression-linear
 353         :cybertiggyr-dsv)
 354   (:shadowing-import-from :lisp-stat-object-system
 355         slot-value call-method call-next-method)
 356   (:shadowing-import-from :lisp-stat-math
 357         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 358         asin acos atan sinh cosh tanh asinh acosh atanh float random
 359         truncate floor ceiling round minusp zerop plusp evenp oddp
 360         < <= = /= >= >
 361         ;;complex
 362         conjugate realpart imagpart phase
 363
 364         min max
 365         logand logior logxor lognot
 366         ffloor fceiling ftruncate fround
 367         signum cis)
 368   (:export
 369    ;; lsobjects :
 370    defproto defproto2
 371    defmeth send
 372
 373    ;; lstypes :
 374    fixnump check-nonneg-fixnum check-one-fixnum
 375    check-one-real check-one-number
 376
 377    ;; lsmacros:
 378
 379    ;; lsfloat :
 380    machine-epsilon
 381
 382    ;; compound :
 383    compound-data-p *compound-data-proto* compound-object-p
 384    compound-data-seq compound-data-length
 385    element-list element-seq
 386    sort-data order rank
 387    recursive-map-elements map-elements
 388    repeat
 389    check-sequence
 390    get-next-element make-next-element set-next-element
 391    ;; sequencep
 392    iseq
 393    ordered-nneg-seq
 394    select which
 395    difference rseq
 396
 397    ;; lsmath.lsp
 398    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 399    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 400    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 401    /= >= > ;; complex
 402    conjugate realpart imagpart phase min max
 403    logand logior logxor lognot ffloor fceiling ftruncate fround
 404    signum cis
 405
 406 #| ;; The following need to be re-found in lisp-matrix...
 407
 408    ;; matrices.lisp
 409    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 410    column-list inner-product outer-product cross-product transpose
 411    bind-columns bind-rows
 412
 413    ;; linalg.lisp
 414    chol-decomp lu-decomp lu-solve determinant inverse
 415    sv-decomp qr-decomp rcondest make-rotation spline
 416    kernel-dens kernel-smooth
 417    fft make-sweep-matrix sweep-operator ax+y eigen
 418    check-real
 419    covariance-matrix matrix print-matrix solve
 420    backsolve eigenvalues eigenvectors accumulate cumsum combine
 421    lowess
 422
 423    ;; in linalg.lisp, possibly not supported by matlisp
 424    spline kernel-dens kernel-smooth
 425
 426 |#
 427
 428    ;; optimize.lsp
 429    newtonmax nelmeadmax
 430
 431    ;; lispstat-macros
 432    make-rv-function make-rv-function-1
 433
 434    ;; data
 435    open-file-dialog read-data-file read-data-columns load-data
 436    load-example *variables* *ask-on-redefine*
 437    def variables savevar undef
 438
 439    ;; data-clos
 440    dataframe-like
 441    dataframe-array
 442
 443
 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 regression-model-proto x y intercept sweep-matrix
 474    basis weights included total-sum-of-squares residual-sum-of-squares
 475    predictor-names response-name case-labels
 476    lm xtxinv
 477
 478    ;; nonlin.lsp
 479    ;; -- nonlinear regression models
 480    nreg-model nreg-model-proto mean-function theta-hat epsilon
 481    count-limit verbose
 482    ;; we might need something like xtxinv here?  But should be
 483    ;; encapsulated, so we use the one in regression.lisp
 484
 485    ;; bayes.lsp
 486    bayes-model bayes-model-proto bayes-internals
 487
 488
 489    ;; plots.lisp
 490    plot-ex
 491    contour-plot-ex
 492    fn-contour-plot-ex
 493    shade-plot-ex
 494    3D-plot-ex
 495
 496    ))
 497
 498
 499 ;;;; PACKAGES FOR USEABILITY
 500
 501 (defpackage :lisp-stat-data-examples
 502   (:documentation "Example data for unittests, examples, illustrations,")
 503   (:use :common-lisp
 504         :lisp-stat)
 505   (:shadowing-import-from :lisp-stat
 506       slot-value call-method call-next-method
 507
 508       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 509       asin acos atan sinh cosh tanh asinh acosh atanh float random
 510       truncate floor ceiling round minusp zerop plusp evenp oddp
 511       < <= = /= >= > > ;; complex
 512       conjugate realpart imagpart phase
 513       min max logand logior logxor lognot ffloor fceiling
 514       ftruncate fround signum cis
 515
 516       <= float imagpart)
 517   (:export iron aluminum absorbtion
 518            diabetes dlabs))
 519
 520
 521 (defpackage :lisp-stat-user
 522   (:documentation "Experimentation package for LispStat.
 523 Serious work should be placed in a similar package elsewhere for
 524 reproducibility.  But this should hint as to what needs to be
 525 done for a user- or analysis-package.")
 526   (:nicknames :ls-user)
 527   (:use :common-lisp
 528         :lisp-matrix
 529         :lisp-stat
 530         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 531   (:shadowing-import-from :lisp-stat
 532       slot-value call-method call-next-method
 533
 534       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 535       asin acos atan sinh cosh tanh asinh acosh atanh float random
 536       truncate floor ceiling round minusp zerop plusp evenp oddp
 537       < <= = /= >= > > ;; complex
 538       conjugate realpart imagpart phase
 539       min max logand logior logxor lognot ffloor fceiling
 540       ftruncate fround signum cis
 541
 542       <= float imagpart))
 543
 544 (defpackage :lisp-stat-unittests
 545   (:use :common-lisp :lift :lisp-stat :lisp-stat-data-examples)
 546   (:shadowing-import-from :lisp-stat
 547         slot-value call-method call-next-method ;; objects
 548         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 549         asin acos atan sinh cosh tanh asinh acosh atanh float random
 550         truncate floor ceiling round minusp zerop plusp evenp oddp
 551         < <= = /= >= > ;; complex
 552         conjugate realpart imagpart phase
 553         min max logand logior logxor lognot ffloor fceiling
 554         ftruncate fround signum cis)
 555   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 556            almost= almost=lists numerical=)) ; compare
 557
 558 (defpackage :lisp-stat-data-clos-example
 559   (:use :common-lisp
 560         :lift  :lisp-stat-unittests
 561         :lisp-stat-data-examples
 562         :lisp-stat-data-clos)
 563   (:export absorbtion aluminum iron))
 564
 565
 566 (defpackage :lisp-stat-optimize
 567  (:use :common-lisp
 568        :cffi
 569        :lisp-matrix
 570        :lisp-stat-ffi-int
 571        :lisp-stat-object-system
 572        :lisp-stat-types
 573        :lisp-stat-compound-data
 574        :lisp-stat-math
 575        :lisp-stat-float
 576        :lisp-stat-basics
 577 #|
 578        :lisp-stat-matrix
 579        :lisp-stat-linalg-data
 580        :lisp-stat-linalg
 581 |#
 582        )
 583  (:shadowing-import-from :lisp-stat-object-system
 584                          slot-value call-method call-next-method)
 585  (:shadowing-import-from :lisp-stat-math
 586            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 587            asin acos atan sinh cosh tanh asinh acosh atanh float random
 588            truncate floor ceiling round minusp zerop plusp evenp oddp
 589            < <= = /= >= > complex conjugate realpart imagpart phase
 590            min max logand logior logxor lognot ffloor fceiling
 591            ftruncate fround signum cis)
 592  (:export
 593      ;; derivatives
 594      numgrad numhess
 595
 596      ;; optimization
 597      newtonmax nelmeadmax))