From 932eaf6d60f642bac6e329f0122e80ac84b67636 Mon Sep 17 00:00:00 2001 From: AJ Rossini Date: Sat, 3 Nov 2007 21:18:11 +0100 Subject: [PATCH] cleaned up demo --- ls-demo.lisp | 119 ++++++++++++++++++++++++++++++----------------------------- 1 file changed, 61 insertions(+), 58 deletions(-) diff --git a/ls-demo.lisp b/ls-demo.lisp index 8a4099e..23f50ac 100644 --- a/ls-demo.lisp +++ b/ls-demo.lisp @@ -33,15 +33,6 @@ (normal-rand 20) - -;; optimization-related functions not tested -;;(lisp-stat-optimize:numgrad -;;(lisp-stat-optimize:numhess -;;(lisp-stat-optimize::minfo-maximize - - -(lisp-stat-linalg:chol-decomp #2A((2 3 4) (1 2 4) (2 4 5))) -(lisp-stat:chol-decomp #2A((2 3 4) (1 2 4) (2 4 5))) (chol-decomp #2A((2 3 4) (1 2 4) (2 4 5))) ;; (#2A((1.7888543819998317 0.0 0.0) ;; (1.6770509831248424 0.11180339887498929 0.0) @@ -113,72 +104,84 @@ #(1.0 1.2 2.5 2.1 1.8 1.2) #(1.2 2.0 2.1 2.0 1.1 2.8)) ;; (#(1.0 1.2 1.2 1.8 2.1 2.5)) -;;;; Log-gamma function -(lisp-stat-basics:log-gamma 3.4) ;;1.0923280596789584 -;;;; Normal distribution +;;; Log-gamma function + +(log-gamma 3.4) ;;1.0923280596789584 + +;;; Probability functions + +;;; looking at these a bit more, perhaps a more CLOSy style is needed, i.e. +;;; (quantile :list-or-cons loc :type type (one of 'empirical 'normal 'cauchy, etc...)) +;;; similar for the cdf, density, and rand. +;;; Probably worth figuring out how to add a new distribution +;;; efficiently, i.e. by keeping some kind of list. + +;;; Normal distribution + +(normal-quant 0.95) ;;1.6448536279366268 +(normal-cdf 1.3) ;;0.9031995154143897 +(normal-dens 1.3) ;;0.17136859204780736 +(normal-rand 2) ;;(-0.40502015f0 -0.8091404f0) + +(bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288 -(lisp-stat-basics:normal-quant 0.95) ;;1.6448536279366268 -(lisp-stat-basics:normal-cdf 1.3) ;;0.9031995154143897 -(lisp-stat-basics:normal-dens 1.3) ;;0.17136859204780736 -(lisp-stat-basics:normal-rand 2) ;;(-0.40502015f0 -0.8091404f0) +;;; Cauchy distribution -(lisp-stat-basics:bivnorm-cdf 0.2 0.4 0.6) ;;0.4736873734160288 +(cauchy-quant 0.95) ;;6.313751514675031 +(cauchy-cdf 1.3) ;;0.7912855998398473 +(cauchy-dens 1.3) ;;0.1183308127104695 +(cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537) -;;;; Cauchy distribution +;;; Gamma distribution -(lisp-stat-basics:cauchy-quant 0.95) ;;6.313751514675031 -(lisp-stat-basics:cauchy-cdf 1.3) ;;0.7912855998398473 -(lisp-stat-basics:cauchy-dens 1.3) ;;0.1183308127104695 -(lisp-stat-basics:cauchy-rand 2) ;;(-1.06224644160405 -0.4524695943939537) +(gamma-quant 0.95 4.3) ;;8.178692439291645 +(gamma-cdf 1.3 4.3) ;;0.028895150986674906 +(gamma-dens 1.3 4.3) ;;0.0731517686447374 +(gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454) -;;;; Gamma distribution +;;; Chi-square distribution -(lisp-stat-basics:gamma-quant 0.95 4.3) ;;8.178692439291645 -(lisp-stat-basics:gamma-cdf 1.3 4.3) ;;0.028895150986674906 -(lisp-stat-basics:gamma-dens 1.3 4.3) ;;0.0731517686447374 -(lisp-stat-basics:gamma-rand 2 4.3) ;;(2.454918912880936 4.081365384357454) +(chisq-quant 0.95 3) ;;7.814727903379012 +(chisq-cdf 1 5) ;;0.03743422675631789 +(chisq-dens 1 5) ;;0.08065690818083521 +(chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997) -;;;; Chi-square distribution +;;; Beta distribution -(lisp-stat-basics:chisq-quant 0.95 3) ;;7.814727903379012 -(lisp-stat-basics:chisq-cdf 1 5) ;;0.03743422675631789 -(lisp-stat-basics:chisq-dens 1 5) ;;0.08065690818083521 -(lisp-stat-basics:chisq-rand 2 4) ;;(1.968535826180572 2.9988646156942997) +(beta-quant 0.95 3 2) ;;0.9023885371149876 +(beta-cdf 0.4 2 2.4) ;;0.4247997418541529 +(beta-dens 0.4 2 2.4) ;;1.5964741858913518 +(beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659) -;;;; Beta distribution +;;; t distribution -(lisp-stat-basics:beta-quant 0.95 3 2) ;;0.9023885371149876 -(lisp-stat-basics:beta-cdf 0.4 2 2.4) ;;0.4247997418541529 -(lisp-stat-basics:beta-dens 0.4 2 2.4) ;;1.5964741858913518 -(lisp-stat-basics:beta-rand 2 2 2.4) ;;(0.8014897077282279 0.6516371997922659) +(t-quant 0.95 3) ;;2.35336343484194 +(t-cdf 1 2.3) ;;0.794733624298342 +(t-dens 1 2.3) ;;0.1978163816318102 +(t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518) -;;;; t distribution +;;; F distribution -(lisp-stat-basics:t-quant 0.95 3) ;;2.35336343484194 -(lisp-stat-basics:t-cdf 1 2.3) ;;0.794733624298342 -(lisp-stat-basics:t-dens 1 2.3) ;;0.1978163816318102 -(lisp-stat-basics:t-rand 2 2.3) ;;(-0.34303672776089306 -1.142505872436518) +(f-quant 0.95 3 5) ;;5.409451318117459 +(f-cdf 1 3.2 5.4) ;;0.5347130905510765 +(f-dens 1 3.2 5.4) ;;0.37551128864591415 +(f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144) -;;;; F distribution +;;; Poisson distribution -(lisp-stat-basics:f-quant 0.95 3 5) ;;5.409451318117459 -(lisp-stat-basics:f-cdf 1 3.2 5.4) ;;0.5347130905510765 -(lisp-stat-basics:f-dens 1 3.2 5.4) ;;0.37551128864591415 -(lisp-stat-basics:f-rand 2 3 2) ;;(0.7939093442091963 0.07442694152491144) +(poisson-quant 0.95 3.2) ;;6 +(poisson-cdf 1 3.2) ;;0.17120125672252395 +(poisson-pmf 1 3.2) ;;0.13043905274097067 +(poisson-rand 5 3.2) ;;(2 1 2 0 3) -;;;; Poisson distribution +;;; Binomial distribution -(lisp-stat-basics:poisson-quant 0.95 3.2) ;;6 -(lisp-stat-basics:poisson-cdf 1 3.2) ;;0.17120125672252395 -(lisp-stat-basics:poisson-pmf 1 3.2) ;;0.13043905274097067 -(lisp-stat-basics:poisson-rand 5 3.2) ;;(2 1 2 0 3) +(binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN +(binomial-quant 0 3 0.4) ;;; -2147483648 +(binomial-cdf 1 3 0.4) ;;0.6479999999965776 +(binomial-pmf 1 3 0.4) ;;0.4320000000226171 +(binomial-rand 5 3 0.4) ;;(2 2 0 1 2) -;;;; Binomial distribution -(lisp-stat-basics:binomial-quant 0.95 3 0.4) ;;; DOESN'T RETURN -(lisp-stat-basics:binomial-quant 0 3 0.4) ;;; -2147483648 -(lisp-stat-basics:binomial-cdf 1 3 0.4) ;;0.6479999999965776 -(lisp-stat-basics:binomial-pmf 1 3 0.4) ;;0.4320000000226171 -(lisp-stat-basics:binomial-rand 5 3 0.4) ;;(2 2 0 1 2) -- 2.11.4.GIT