From 66db9e8cf80f7a549be9bf4304dbad8ee7939653 Mon Sep 17 00:00:00 2001 From: AJ Rossini Date: Thu, 31 Jul 2008 08:47:24 +0200 Subject: [PATCH] unit tests segmented out; small matrix cleanup --- lispstat.asd | 55 +-- regression-clem.lisp | 513 --------------------- .../unittests/unittests-arrays.lisp | 0 .../unittests/unittests-data-clos.lisp | 0 .../unittests/unittests-lstypes.lisp | 0 .../unittests/unittests-proto.lisp | 0 .../unittests/unittests-regression.lisp | 0 unittests.lisp => src/unittests/unittests.lisp | 0 8 files changed, 29 insertions(+), 539 deletions(-) delete mode 100644 regression-clem.lisp rename unittests-arrays.lisp => src/unittests/unittests-arrays.lisp (100%) rename unittests-data-clos.lisp => src/unittests/unittests-data-clos.lisp (100%) rename unittests-lstypes.lisp => src/unittests/unittests-lstypes.lisp (100%) rename unittests-proto.lisp => src/unittests/unittests-proto.lisp (100%) rename unittests-regression.lisp => src/unittests/unittests-regression.lisp (100%) rename unittests.lisp => src/unittests/unittests.lisp (100%) diff --git a/lispstat.asd b/lispstat.asd index d9f3a8d..b84f7b3 100644 --- a/lispstat.asd +++ b/lispstat.asd @@ -2,7 +2,7 @@ ;;; Copyright (c) 2005--2008, by AJ Rossini ;;; ASDF packaging for CommonLisp Stat ;;; License: BSD, see the top level directory file LICENSE for details. -;;; Time-stamp: <2008-09-17 20:08:29 tony> +;;; Time-stamp: <2008-09-17 20:09:46 tony> ;;; Created: <2005-05-30 17:09:47 blindglobe> ;; (setf *my-base-directory* @@ -59,7 +59,7 @@ ;; (asdf:oos 'asdf:load-op :lift) ;; Unit Testing ;;; MAJOR HACK, FIXME! -;;(load "/media/disk/Desktop/sandbox/matlisp.git/start.lisp") +(load "/media/disk/Desktop/sandbox/matlisp.git/start.lisp") (in-package :cl-user) @@ -196,25 +196,34 @@ Last touched 1991, then in 2005--2008." ; "lsmath" ; "dists")) + (:module + "lisp-stat-core" + :depends-on ("proto-objects" + "lsbasics" + "compound" + "dists" + "lstypes" + "lsfloat" + "data" + "lsmath" + "matrices" + "linalg" + "statistics" + "regression") + :file "ls-user") + + (:module + "lisp-stat-testing" + :depends-on ( :lift "proto-objects" "ls-user" ) + :pathname "src/unittests/" + :components ((:file "unittests") + (:file "unittests-lstypes" :depends-on ("lstypes")) +;; -rw-r--r-- 1 tony tony 5839 2008-07-22 12:22 unittests-arrays.lisp +;; -rw-r--r-- 1 tony tony 4756 2008-07-22 12:22 unittests-data-clos.lisp +;; -rw-r--r-- 1 tony tony 1577 2008-07-22 12:22 unittests-proto.lisp +;; -rw-r--r-- 1 tony tony 1814 2008-07-22 12:22 unittests-regression.lisp + )) - (:file "ls-user" :depends-on ("proto-objects" - "lsbasics" - "compound" - "dists" - "lstypes" - "lsfloat" - "data" - "lsmath" - "matrices" - "linalg" - "statistics" - "regression")) - - (:file "unittests" :depends-on ("ls-user")) - (:file "unittests-lstypes" :depends-on ("ls-user" - "lstypes")) - ;; (:file "unittests-data-clos" :depends-on ("ls-user")) - ;; (:file "unittests-regression" :depends-on ("ls-user")) (:static-file "LICENSE") (:static-file "README") @@ -223,11 +232,5 @@ Last touched 1991, then in 2005--2008." #| ;; preparation for modulization... -((:module - "lisp-stat-testing" - :pathname "src/unittests/" - :components ((:file "unittests" :depends-on ("ls-user")) - (:file "unittests-lstypes" :depends-on ("ls-user" - "lstypes"))))) |# diff --git a/regression-clem.lisp b/regression-clem.lisp deleted file mode 100644 index 00ec9e4..0000000 --- a/regression-clem.lisp +++ /dev/null @@ -1,513 +0,0 @@ -;;; -*- mode: lisp -*- -;;; -;;; Copyright (c) 2005--2007, by A.J. Rossini -;;; See COPYRIGHT file for any additional restrictions (BSD license). -;;; Since 1991, ANSI was finally finished. Modified to match ANSI -;;; Common Lisp. - -;;;; -;;;; regression.lsp XLISP-STAT regression model proto and methods -;;;; XLISP-STAT 2.1 Copyright (c) 1990, by Luke Tierney -;;;; Additions to Xlisp 2.1, Copyright (c) 1989 by David Michael Betz -;;;; You may give out copies of this software; for conditions see the file -;;;; COPYING included with this distribution. -;;;; -;;;; -;;;; Incorporates modifications suggested by Sandy Weisberg. -;;;; - -(in-package :cl-user) - -(defpackage :lisp-stat-regression-linear - (:use :common-lisp - :clem - :lisp-stat-object-system - :lisp-stat-basics - :lisp-stat-compound-data - :lisp-stat-math - :lisp-stat-matrix - :lisp-stat-linalg - :lisp-stat-descriptive-statistics) - (:shadowing-import-from :lisp-stat-object-system - slot-value call-method call-next-method) - (:shadowing-import-from :lisp-stat-math - expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan - asin acos atan sinh cosh tanh asinh acosh atanh float random - truncate floor ceiling round minusp zerop plusp evenp oddp - < <= = /= >= > ;; complex - conjugate realpart imagpart phase - min max logand logior logxor lognot ffloor fceiling - ftruncate fround signum cis) - (:export regression-model regression-model-proto x y intercept sweep-matrix - basis weights included total-sum-of-squares residual-sum-of-squares - predictor-names response-name case-labels)) - -(in-package :lisp-stat-regression-linear) - -;;; Regresion Model Prototype - -(defvar regression-model-proto nil - "Prototype for all regression model instances.") -(defproto regression-model-proto - '(x y intercept sweep-matrix basis weights - included - total-sum-of-squares - residual-sum-of-squares - predictor-names - response-name - case-labels - doc) - () - *object* - "Normal Linear Regression Model") - -(defun regression-model (x y &key - (intercept T) - (print T) - (weights nil) - (included (repeat t (length y))) - predictor-names - response-name - case-labels - (doc "Undocumented Regression Model Instance") - (debug T)) - "Args: (x y &key (intercept T) (print T) (weights nil) - included predictor-names response-name case-labels) -X - list of independent variables or X matrix -Y - dependent variable. -INTERCEPT - T to include (default), NIL for no intercept -PRINT - if not NIL print summary information -WEIGHTS - if supplied should be the same length as Y; error - variances are - assumed to be inversely proportional to WEIGHTS -PREDICTOR-NAMES, RESPONSE-NAME, CASE-LABELS - - sequences of strings or symbols. -INCLUDED - if supplied should be the same length as Y, with - elements nil to skip a in computing estimates (but not - in residual analysis). -Returns a regression model object. To examine the model further assign the -result to a variable and send it messages. -Example (data are in file absorbtion.lsp in the sample data directory): - (def m (regression-model (list iron aluminum) absorbtion)) - (send m :help) (send m :plot-residuals)" - (let ((x (cond - ((matrixp x) x) - ((typep x 'vector) (list x)) - ((and (consp x) - (numberp (car x))) (list x)) - (t x))) - (m (send regression-model-proto :new))) - (format t "~%") - (send m :doc doc) - (send m :x (if (matrixp x) x (apply #'bind-columns x))) - (send m :y y) - (send m :intercept intercept) - (send m :weights weights) - (send m :included included) - (send m :predictor-names predictor-names) - (send m :response-name response-name) - (send m :case-labels case-labels) - (if debug - (progn - (format t "~%") - (format t "~S~%" (send m :doc)) - (format t "X: ~S~%" (send m :x)) - (format t "Y: ~S~%" (send m :y)))) - (if print (send m :display)) - m)) - -(defmeth regression-model-proto :isnew () - (send self :needs-computing t)) - -(defmeth regression-model-proto :save () -"Message args: () -Returns an expression that will reconstruct the regression model." - `(regression-model ',(send self :x) - ',(send self :y) - :intercept ',(send self :intercept) - :weights ',(send self :weights) - :included ',(send self :included) - :predictor-names ',(send self :predictor-names) - :response-name ',(send self :response-name) - :case-labels ',(send self :case-labels))) - -;;; Computing and Display Methods - -(defmeth regression-model-proto :compute () -"Message args: () -Recomputes the estimates. For internal use by other messages" - (let* ((included (if-else (send self :included) 1 0)) - (x (send self :x)) - (y (send self :y)) - (intercept (send self :intercept)) - (weights (send self :weights)) - (w (if weights (* included weights) included)) - (m (make-sweep-matrix x y w)) ;;; ERROR HERE - (n (array-dimension x 1)) - (p (- (array-dimension m 0) 1)) - (tss (aref m p p)) - (tol (* 0.001 (reduce #'* (mapcar #'standard-deviation (column-list x))))) - ;; (tol (* 0.001 (apply #'* (mapcar #'standard-deviation (column-list x))))) - (sweep-result - (if intercept - (sweep-operator m (iseq 1 n) tol) - (sweep-operator m (iseq 0 n) (cons 0.0 tol))))) - (setf (slot-value 'sweep-matrix) (first sweep-result)) - (setf (slot-value 'total-sum-of-squares) tss) - (setf (slot-value 'residual-sum-of-squares) - (aref (first sweep-result) p p)) - (setf (slot-value 'basis) - (let ((b (remove 0 (second sweep-result)))) - (if b (- (reduce #'- (reverse b)) 1) - (error "no columns could be swept")))))) - -(defmeth regression-model-proto :needs-computing (&optional set) - ;;(declare (ignore self)) - (if set (setf (slot-value 'sweep-matrix) nil)) - (null (slot-value 'sweep-matrix))) - -(defmeth regression-model-proto :display () -"Message args: () -Prints the least squares regression summary. Variables not used in the fit -are marked as aliased." - (let ((coefs (coerce (send self :coef-estimates) 'list)) - (se-s (send self :coef-standard-errors)) - (x (send self :x)) - (p-names (send self :predictor-names))) - (if (send self :weights) - (format t "~%Weighted Least Squares Estimates:~2%") - (format t "~%Least Squares Estimates:~2%")) - (when (send self :intercept) - (format t "Constant ~10f ~A~%" - (car coefs) (list (car se-s))) - (setf coefs (cdr coefs)) - (setf se-s (cdr se-s))) - (dotimes (i (array-dimension x 1)) - (cond - ((member i (send self :basis)) - (format t "~22a ~10f ~A~%" - (select p-names i) (car coefs) (list (car se-s))) - (setf coefs (cdr coefs) se-s (cdr se-s))) - (t (format t "~22a aliased~%" (select p-names i))))) - (format t "~%") - (format t "R Squared: ~10f~%" (send self :r-squared)) - (format t "Sigma hat: ~10f~%" (send self :sigma-hat)) - (format t "Number of cases: ~10d~%" (send self :num-cases)) - (if (/= (send self :num-cases) (send self :num-included)) - (format t "Number of cases used: ~10d~%" (send self :num-included))) - (format t "Degrees of freedom: ~10d~%" (send self :df)) - (format t "~%"))) - -;;; Slot accessors and mutators - -(defmeth regression-model-proto :doc (&optional new-doc) -"Message args: (&optional new-doc) -With no argument returns the DOC-STRING as supplied to m. With an argument -NEW-DOC sets the DOC-STRING to NEW-DOC." - (when (and new-doc (stringp new-doc)) - (setf (slot-value 'doc) new-doc)) - (slot-value 'doc)) - - -(defmeth regression-model-proto :x (&optional new-x) -"Message args: (&optional new-x) -With no argument returns the x matrix as supplied to m. With an argument -NEW-X sets the x matrix to NEW-X and recomputes the estimates." - (when (and new-x (matrixp new-x)) - (setf (slot-value 'x) new-x) - (send self :needs-computing t)) - (slot-value 'x)) - -(defmeth regression-model-proto :y (&optional new-y) -"Message args: (&optional new-y) -With no argument returns the y sequence as supplied to m. With an argument -NEW-Y sets the y sequence to NEW-Y and recomputes the estimates." - (when (and new-y - (or (matrixp new-y) (typep new-y 'sequence))) - (setf (slot-value 'y) new-y) - (send self :needs-computing t)) - (slot-value 'y)) - -(defmeth regression-model-proto :intercept (&optional (val nil set)) -"Message args: (&optional new-intercept) -With no argument returns T if the model includes an intercept term, nil if -not. With an argument NEW-INTERCEPT the model is changed to include or -exclude an intercept, according to the value of NEW-INTERCEPT." - (when set - (setf (slot-value 'intercept) val) - (send self :needs-computing t)) - (slot-value 'intercept)) - -(defmeth regression-model-proto :weights (&optional (new-w nil set)) -"Message args: (&optional new-w) -With no argument returns the weight sequence as supplied to m; NIL means -an unweighted model. NEW-W sets the weights sequence to NEW-W and -recomputes the estimates." - (when set - (setf (slot-value 'weights) new-w) - (send self :needs-computing t)) - (slot-value 'weights)) - -(defmeth regression-model-proto :total-sum-of-squares () -"Message args: () -Returns the total sum of squares around the mean." - (if (send self :needs-computing) (send self :compute)) - (slot-value 'total-sum-of-squares)) - -(defmeth regression-model-proto :residual-sum-of-squares () -"Message args: () -Returns the residual sum of squares for the model." - (if (send self :needs-computing) (send self :compute)) - (slot-value 'residual-sum-of-squares)) - -(defmeth regression-model-proto :basis () -"Message args: () - -Returns the indices of the variables used in fitting the model, in a -sequence." - (if (send self :needs-computing) - (send self :compute)) - (if (typep (slot-value 'basis) 'sequence) - (slot-value 'basis) - (list (slot-value 'basis)))) - - - - -(defmeth regression-model-proto :sweep-matrix () -"Message args: () -Returns the swept sweep matrix. For internal use" - (if (send self :needs-computing) (send self :compute)) - (slot-value 'sweep-matrix)) - -(defmeth regression-model-proto :included (&optional new-included) -"Message args: (&optional new-included) - -With no argument, NIL means a case is not used in calculating -estimates, and non-nil means it is used. NEW-INCLUDED is a sequence -of length of y of nil and t to select cases. Estimates are -recomputed." - (when (and new-included - (= (length new-included) (send self :num-cases))) - (setf (slot-value 'included) (copy-seq new-included)) - (send self :needs-computing t)) - (if (slot-value 'included) - (slot-value 'included) - (repeat t (send self :num-cases)))) - -(defmeth regression-model-proto :predictor-names (&optional (names nil set)) -"Message args: (&optional (names nil set)) -With no argument returns the predictor names. NAMES sets the names." - (if set (setf (slot-value 'predictor-names) (mapcar #'string names))) - (let ((p (array-dimension (send self :x) 1)) - (p-names (slot-value 'predictor-names))) - (if (not (and p-names (= (length p-names) p))) - (setf (slot-value 'predictor-names) - (mapcar #'(lambda (a) (format nil "Variable ~a" a)) - (iseq 0 (- p 1)))))) - (slot-value 'predictor-names)) - -(defmeth regression-model-proto :response-name (&optional (name "Y" set)) - "Message args: (&optional name) -With no argument returns the response name. NAME sets the name." - ;;(declare (ignore self)) - (if set (setf (slot-value 'response-name) (if name (string name) "Y"))) - (slot-value 'response-name)) - -(defmeth regression-model-proto :case-labels (&optional (labels nil set)) -"Message args: (&optional labels) -With no argument returns the case-labels. LABELS sets the labels." - (if set (setf (slot-value 'case-labels) - (if labels - (mapcar #'string labels) - (mapcar #'(lambda (x) (format nil "~d" x)) - (iseq 0 (- (send self :num-cases) 1)))))) - (slot-value 'case-labels)) - -;;; -;;; Other Methods -;;; None of these methods access any slots directly. -;;; - -(defmeth regression-model-proto :num-cases () -"Message args: () -Returns the number of cases in the model." - (length (send self :y))) - -(defmeth regression-model-proto :num-included () -"Message args: () -Returns the number of cases used in the computations." - (sum (if-else (send self :included) 1 0))) - -(defmeth regression-model-proto :num-coefs () -"Message args: () -Returns the number of coefficients in the fit model (including the -intercept if the model includes one)." - (if (send self :intercept) - (+ 1 (length (send self :basis))) - (length (send self :basis)))) - -(defmeth regression-model-proto :df () -"Message args: () -Returns the number of degrees of freedom in the model." - (- (send self :num-included) (send self :num-coefs))) - -(defmeth regression-model-proto :x-matrix () -"Message args: () -Returns the X matrix for the model, including a column of 1's, if -appropriate. Columns of X matrix correspond to entries in basis." - (let ((m (select (send self :x) - (iseq 0 (- (send self :num-cases) 1)) - (send self :basis)))) - (if (send self :intercept) - (bind-columns (repeat 1 (send self :num-cases)) m) - m))) - -(defmeth regression-model-proto :leverages () -"Message args: () -Returns the diagonal elements of the hat matrix." - (let* ((weights (send self :weights)) - (x (send self :x-matrix)) - (raw-levs - (matmult (* (matmult x (send self :xtxinv)) x) - (repeat 1 (send self :num-coefs))))) - (if weights (* weights raw-levs) raw-levs))) - -(defmeth regression-model-proto :fit-values () -"Message args: () -Returns the fitted values for the model." - (matmult (send self :x-matrix) (send self :coef-estimates))) - -(defmeth regression-model-proto :raw-residuals () -"Message args: () -Returns the raw residuals for a model." - (- (send self :y) (send self :fit-values))) - -(defmeth regression-model-proto :residuals () -"Message args: () -Returns the raw residuals for a model without weights. If the model -includes weights the raw residuals times the square roots of the weights -are returned." - (let ((raw-residuals (send self :raw-residuals)) - (weights (send self :weights))) - (if weights (* (sqrt weights) raw-residuals) raw-residuals))) - -(defmeth regression-model-proto :sum-of-squares () -"Message args: () -Returns the error sum of squares for the model." - (send self :residual-sum-of-squares)) - -(defmeth regression-model-proto :sigma-hat () -"Message args: () -Returns the estimated standard deviation of the deviations about the -regression line." - (let ((ss (send self :sum-of-squares)) - (df (send self :df))) - (if (/= df 0) (sqrt (/ ss df))))) - -;; for models without an intercept the 'usual' formula for R^2 can give -;; negative results; hence the max. -(defmeth regression-model-proto :r-squared () -"Message args: () -Returns the sample squared multiple correlation coefficient, R squared, for -the regression." - (max (- 1 (/ (send self :sum-of-squares) (send self :total-sum-of-squares))) - 0)) - -(defmeth regression-model-proto :coef-estimates () -"Message args: () - -Returns the OLS (ordinary least squares) estimates of the regression -coefficients. Entries beyond the intercept correspond to entries in -basis." - (let ((n (array-dimension (send self :x) 1)) - (indices (flatten-list - (if (send self :intercept) - (list 0 (+ 1 (send self :basis))) ;; was cons -- why? - (list (+ 1 (send self :basis)))))) - (m (send self :sweep-matrix))) - (coerce (compound-data-seq (select m (+ 1 n) indices)) 'list))) - -(defmeth regression-model-proto :xtxinv () -"Message args: () -Returns ((X^T) X)^(-1) or ((X^T) W X)^(-1)." - (let ((indices (if (send self :intercept) - (cons 0 (1+ (send self :basis))) - (1+ (send self :basis))))) - (select (send self :sweep-matrix) indices indices))) - -(defmeth regression-model-proto :coef-standard-errors () -"Message args: () -Returns estimated standard errors of coefficients. Entries beyond the -intercept correspond to entries in basis." - (let ((s (send self :sigma-hat))) - (if s (* (send self :sigma-hat) (sqrt (diagonal (send self :xtxinv))))))) - -(defmeth regression-model-proto :studentized-residuals () -"Message args: () -Computes the internally studentized residuals for included cases and externally studentized residuals for excluded cases." - (let ((res (send self :residuals)) - (lev (send self :leverages)) - (sig (send self :sigma-hat)) - (inc (send self :included))) - (if-else inc - (/ res (* sig (sqrt (pmax .00001 (- 1 lev))))) - (/ res (* sig (sqrt (+ 1 lev))))))) - -(defmeth regression-model-proto :externally-studentized-residuals () -"Message args: () -Computes the externally studentized residuals." - (let* ((res (send self :studentized-residuals)) - (df (send self :df))) - (if-else (send self :included) - (* res (sqrt (/ (- df 1) (- df (^ res 2))))) - res))) - -(defmeth regression-model-proto :cooks-distances () -"Message args: () -Computes Cook's distances." - (let ((lev (send self :leverages)) - (res (/ (^ (send self :studentized-residuals) 2) - (send self :num-coefs)))) - (if-else (send self :included) (* res (/ lev (- 1 lev) )) (* res lev)))) - - -(defun plot-points (x y &rest args) - "FIXME!!" - (declare (ignore x y args)) - (error "Graphics not implemented yet.")) - -;; Can not plot points yet!! -(defmeth regression-model-proto :plot-residuals (&optional x-values) -"Message args: (&optional x-values) -Opens a window with a plot of the residuals. If X-VALUES are not supplied -the fitted values are used. The plot can be linked to other plots with the -link-views function. Returns a plot object." - (plot-points (if x-values x-values (send self :fit-values)) - (send self :residuals) - :title "Residual Plot" - :point-labels (send self :case-labels))) - -(defmeth regression-model-proto :plot-bayes-residuals - (&optional x-values) - "Message args: (&optional x-values) - -Opens a window with a plot of the standardized residuals and two -standard error bars for the posterior distribution of the actual -deviations from the line. See Chaloner and Brant. If X-VALUES are not -supplied the fitted values are used. The plot can be linked to other -plots with the link-views function. Returns a plot object." - - (let* ((r (/ (send self :residuals) - (send self :sigma-hat))) - (d (* 2 (sqrt (send self :leverages)))) - (low (- r d)) - (high (+ r d)) - (x-values (if x-values x-values (send self :fit-values))) - (p (plot-points x-values r - :title "Bayes Residual Plot" - :point-labels (send self :case-labels)))) - (map 'list #'(lambda (a b c d) (send p :plotline a b c d nil)) - x-values low x-values high) - (send p :adjust-to-data) - p)) diff --git a/unittests-arrays.lisp b/src/unittests/unittests-arrays.lisp similarity index 100% rename from unittests-arrays.lisp rename to src/unittests/unittests-arrays.lisp diff --git a/unittests-data-clos.lisp b/src/unittests/unittests-data-clos.lisp similarity index 100% rename from unittests-data-clos.lisp rename to src/unittests/unittests-data-clos.lisp diff --git a/unittests-lstypes.lisp b/src/unittests/unittests-lstypes.lisp similarity index 100% rename from unittests-lstypes.lisp rename to src/unittests/unittests-lstypes.lisp diff --git a/unittests-proto.lisp b/src/unittests/unittests-proto.lisp similarity index 100% rename from unittests-proto.lisp rename to src/unittests/unittests-proto.lisp diff --git a/unittests-regression.lisp b/src/unittests/unittests-regression.lisp similarity index 100% rename from unittests-regression.lisp rename to src/unittests/unittests-regression.lisp diff --git a/unittests.lisp b/src/unittests/unittests.lisp similarity index 100% rename from unittests.lisp rename to src/unittests/unittests.lisp -- 2.11.4.GIT