Changeset 36303 in project

Timestamp:

08/17/18 06:48:42 (16 months ago)

Author:

Ivan Raikov

Message:

statistics port to C5

Location:

release/5/statistics/trunk

Files:

• statistics.egg (modified) (1 diff)
• statistics.scm (modified) (2 diffs)
• tests/run.scm (modified) (2 diffs)

release/5/statistics/trunk/statistics.egg

@@ -7 +7 @@
  (build-dependencies compile-file srfi-13 )
  (dependencies srfi-1 srfi-25 srfi-69 vector-lib)
- (test-dependencies test)
+ (test-dependencies test srfi-1)
  (components (extension statistics (custom-build "build.sh"))))
 

release/5/statistics/trunk/statistics.scm

@@ -178 +178 @@
     )
 
-  (import scheme (chicken base) (chicken foreign) (chicken format) (chicken keyword) (chicken sort))
-  (import srfi-1
-          (only srfi-13 string<)
-          srfi-25
-          srfi-69
-          vector-lib)
+  (import scheme (chicken base) (chicken foreign) (chicken format) (chicken keyword) (chicken sort)
+          srfi-1 (only srfi-13 string<) srfi-25 srfi-69 vector-lib)
 
   ;; ---------------------------------------------------------------------------
@@ -1496 +1492 @@
              (t-test (/ b (sqrt (/ res-ms Lxx))))
              (t-sign (t-significance t-test (- n 2) #:tails ':both)))
-        (format #t "~%Intercept = ~f, slope = ~f, r = ~f, R^2 = ~f, p = ~f~%"
+        (format #t "~%Intercept = ~A, slope = ~A, r = ~A, R^2 = ~A, p = ~A~%"
                 a b r r2 t-sign)
         (values a b r r2 t-sign))))

release/5/statistics/trunk/tests/run.scm

@@ -1 +1 @@
 ;; some tests for statistics package
 
-(import test statistics)
+(import test statistics srfi-1)
 
 ;; -- to help the tests
@@ -121 +121 @@
 )
 
+(print (binomial-probability 10 0 0.5))
+
+
 (test-group "distributional functions"
 
-(test-ec (: pair '((0 0.0009765625) (1 0.009765625) (2 0.0439453125) (3 0.1171875)
-                                     (4 0.205078125) (5 0.24609375) (6 0.205078125)
-                                     (7 0.1171875) (8 0.0439453125) (9 0.009765625)
-                                     (10 0.0009765625)))
- (binomial-probability 10 (car pair) 0.5)
- (=> =5) (cadr pair))
-
-(test-ec (: pair '((0 0.0) (1 0.0009765625) (2 0.0107421875) (3 0.0546875)
+            (test-assert "binomial-probability"
+                         (every
+                          (lambda (pair)
+                            (=5 (binomial-probability 10 (car pair) 0.5) (cadr pair)))
+                          '((0 0.0009765625) (1 0.009765625) (2 0.0439453125) (3 0.1171875)
+                            (4 0.205078125) (5 0.24609375) (6 0.205078125)
+                            (7 0.1171875) (8 0.0439453125) (9 0.009765625)
+                            (10 0.0009765625))))
+
+
+            (test-assert "binomial-cumulative-probability"
+                         (every
+                          (lambda (pair)
+                            (=5 (binomial-cumulative-probability 10 (car pair) 0.5) (cadr pair)))
+                          '((0 0.0) (1 0.0009765625) (2 0.0107421875) (3 0.0546875)
                             (4 0.171875) (5 0.376953125) (6 0.623046875)
                             (7 0.828125) (8 0.9453125) (9 0.9892578125)
-                            (10 0.9990234375)))
-          (binomial-cumulative-probability 10 (car pair) 0.5)
-          (=> =5) (cadr pair))
-
-(test-ec (: pair '((0 0.0000) (1 0.0005) (2 0.0023) (3 0.0076) (4 0.0189) (5 0.0378)
-                               (6 0.0631) (7 0.0901) (8 0.1126) (9 0.1251) (10 0.1251)
-                               (11 0.1137) (12 0.0948) (13 0.0729) (14 0.0521)
-                               (15 0.0347) (16 0.0217) (17 0.0128) (18 0.0071)
-                               (19 0.0037)))
-          (poisson-probability 10 (car pair))
-          (=> =4) (cadr pair))
-
-(test-ec (: pair '((0 0.0000) (1 0.0000) (2 0.0005) (3 0.0028) (4 0.0103) (5 0.0293)
-             (6 0.0671) (7 0.1301) (8 0.2202) (9 0.3328) (10 0.4579) 
-             (11 0.5830) (12 0.6968) (13 0.7916) (14 0.8645)
-             (15 0.9165) (16 0.9513) (17 0.9730) (18 0.9857) (19 0.9928)))
-          (poisson-cumulative-probability 10 (car pair))
-          (=> =4) (cadr pair))
-
-(test-ec (: pair '((0 0.0088) (1 0.0270) (2 0.0648) (3 0.1210) (4 0.1760)
-                               (5 0.1995) (6 0.1760) (7 0.1210) (8 0.0648)
-                               (9 0.0270)(10 0.0088)))
-          (normal-pdf (car pair) 5 4)
-          (=> =4) (cadr pair))
-
-(test (convert-to-standard-normal 5 6 2)
-       => -1/2)
-
-(test-ec (: pair '((-2.0 0.0228) (-1.6 0.0548) (-1.2 0.1151) (-0.8 0.2119)
-                                  (-0.4 0.3446) ( 0.0 0.5000) ( 0.4 0.6554)
-                                  ( 0.8 0.7881) ( 1.2 0.8849) ( 1.6 0.9452)))
-          (phi (car pair))
-          (=> =4) (cadr pair))
-
-(test-ec (: pair '((0.1 -1.2815515713806909) (0.2 -0.8416212245351449)))
-          (z (car pair))
-          (=> =5) (cadr pair))
-
-(test (t-distribution 1 0.9)
-       (=> =5) 3.07763671875)
-
-(test (t-distribution 10 0.9)
-       (=> =5) 1.3721923828125)
-
-(test (chi-square 10 0.4405)
-       (=> =5) 10)
-
-(test (chi-square 3 0.1718)
-       (=> =5) 5)
-
-(test (chi-square-cdf 10 10)
-       (=> =5) 0.559506714934786)
-
-(test (chi-square-cdf 5 3)
-       (=> =5) 0.828202855703266)
+                            (10 0.9990234375))))
+            
+            (test-assert "binomial-cumulative-probability"
+                         (every
+                          (lambda (pair)
+                            (=4 (poisson-probability 10 (car pair)) (cadr pair)))
+                          '((0 0.0000) (1 0.0005) (2 0.0023) (3 0.0076) (4 0.0189) (5 0.0378)
+                            (6 0.0631) (7 0.0901) (8 0.1126) (9 0.1251) (10 0.1251)
+                            (11 0.1137) (12 0.0948) (13 0.0729) (14 0.0521)
+                            (15 0.0347) (16 0.0217) (17 0.0128) (18 0.0071)
+                            (19 0.0037))))
+
+            (test-assert "poisson-cumulative-probability"
+                         (every
+                          (lambda (pair)
+                            (=4 (poisson-cumulative-probability 10 (car pair)) (cadr pair)))
+                          '((0 0.0000) (1 0.0000) (2 0.0005) (3 0.0028) (4 0.0103) (5 0.0293)
+                            (6 0.0671) (7 0.1301) (8 0.2202) (9 0.3328) (10 0.4579) 
+                            (11 0.5830) (12 0.6968) (13 0.7916) (14 0.8645)
+                            (15 0.9165) (16 0.9513) (17 0.9730) (18 0.9857) (19 0.9928))))
+
+            
+            (test-assert "normal-pdf"
+                         (every
+                          (lambda (pair)
+                            (=4 (normal-pdf (car pair) 5 4) (cadr pair)))
+                          '((0 0.0088) (1 0.0270) (2 0.0648) (3 0.1210) (4 0.1760)
+                            (5 0.1995) (6 0.1760) (7 0.1210) (8 0.0648)
+                            (9 0.0270)(10 0.0088))))
+            
+            (test-assert "phi"
+                         (every
+                          (lambda (pair)
+                            (=4 (phi (car pair)) (cadr pair)))
+                          '((-2.0 0.0228) (-1.6 0.0548) (-1.2 0.1151) (-0.8 0.2119)
+                            (-0.4 0.3446) ( 0.0 0.5000) ( 0.4 0.6554)
+                            ( 0.8 0.7881) ( 1.2 0.8849) ( 1.6 0.9452))))
+
+            (test-assert "z"
+                         (every
+                          (lambda (pair)
+                            (=5 (z (car pair)) (cadr pair)))
+                          '((0.1 -1.2815515713806909) (0.2 -0.8416212245351449))))
+            
+            (test "convert-to-standard-normal"
+                  -1/2
+                  (convert-to-standard-normal 5 6 2))
+
+            (test-assert "t-distribution"
+                  (=5 3.07763671875
+                      (t-distribution 1 0.9)))
+
+            (test-assert "t-distribution"
+                         (=5 1.3721923828125
+                             (t-distribution 10 0.9)))
+
+            (test-assert "chi-square"
+                         (=5 (chi-square 10 0.4405)
+                             10))
+            
+            (test-assert "chi-square"
+                         (=5 (chi-square 3 0.1718) 5))
+            
+            (test-assert "chi-square-cdf"
+                          (=5 (chi-square-cdf 10 10)
+                              0.559506714934786))
+            
+            (test-assert "chi-square-cdf"
+                         (=5 (chi-square-cdf 5 3)
+                             0.828202855703266))
+            )
+
+(test-group "tests of confidence intervals"
+
+            (let-values (((upper-bound lower-bound) (binomial-probability-ci 10 0.8 0.9)))
+              (test-assert "binomial-probability-ci" (=5 upper-bound 0.724273681640625))
+              (test-assert "binomial-probability-ci" (=5 lower-bound 0.851547241210938))
+              )
+
+            (let-values (((upper-bound lower-bound) (poisson-mu-ci 10 0.9)))
+              (test-assert "poisson-mu-ci" (=5 upper-bound 8.305419921875))
+              (test-assert "poisson-mu-ci" (=5 lower-bound 10.0635986328125)))
+
+            (let-values (((upper-bound lower-bound) (normal-mean-ci 0.5 0.1 10 0.8)))
+              (test-assert "normal-mean-ci" (=5 upper-bound 0.491747852700165))
+              (test-assert "normal-mean-ci" (=5 lower-bound 0.508252147299835)))
+
+            (let-values (((upper-bound lower-bound) (normal-mean-ci-on-sequence '(1 2 3 4 5) 0.9)))
+              (test-assert "normal-mean-ci-on-sequence" (=5 upper-bound 2.90535368828478))
+              (test-assert "normal-mean-ci-on-sequence" (=5 lower-bound 3.09464631171522)))
 )
 
-(test-group "tests of confidence intervals"
-
-(let-values (((upper-bound lower-bound) (binomial-probability-ci 10 0.8 0.9)))
-            (test upper-bound (=> =5) 0.724273681640625)
-            (test lower-bound (=> =5) 0.851547241210938))
-
-(let-values (((upper-bound lower-bound) (poisson-mu-ci 10 0.9)))
-            (test upper-bound (=> =5) 8.305419921875)
-            (test lower-bound (=> =5) 10.0635986328125))
-
-(let-values (((upper-bound lower-bound) (normal-mean-ci 0.5 0.1 10 0.8)))
-            (test upper-bound (=> =5) 0.491747852700165)
-            (test lower-bound (=> =5) 0.508252147299835))
-
-(let-values (((upper-bound lower-bound) (normal-mean-ci-on-sequence '(1 2 3 4 5) 0.9)))
-            (test upper-bound (=> =5) 2.90535368828478)
-            (test lower-bound (=> =5) 3.09464631171522))
-
-;; -- tests of hypothesis testing
-
-(test (z-test 40 1 #:mu 50 #:sigma 10 #:tails ':negative)
-       (=> =5) 0.15865525)
-(test (z-test 40 10 #:mu 50 #:sigma 10 #:tails ':negative)
-       (=> =5) 0.000783)
-(test (z-test 40 5 #:mu 50 #:sigma 10)
-       (=> =5) 0.025347)
-
-(test (z-test 11/5 5 #:mu 2 #:sigma 1)
-       (=> =5) 0.65472085)
-
-(test (z-test-on-sequence '(1 1 2 3 4) #:mu 2 #:sigma 1)
-       (=> =5) 0.65472085)
-
-(test (t-test-one-sample 5 0.8 3 6)
-       (=> =5) 0.162781641721079)
-
-(test (t-test-one-sample-on-sequence '(5 6 7) 5.9)
-       (=> =5) 0.878433865229034)
-
-(test (correlation-test-two-sample 0.9 100 0.85 50)
-       (=> =5) 0.224083300908794)
-
-(test (t-test-paired 7/3 0.57735 3)
-       (=> =5) 0.0198039411803931)
-
-(test (t-test-paired-on-sequences '(4 3 5) '(1 1 3))
-       (=> =5) 0.0198039411803931)
-
-; correlation-test-two-sample-on-sequences
+(test-group "hypothesis testing"
+
+            (test-assert "z-test"
+                        (=5 (z-test 40 1 #:mu 50 #:sigma 10 #:tails ':negative)
+                            0.15865525))
+            (test-assert "z-test"
+                         (=5 (z-test 40 10 #:mu 50 #:sigma 10 #:tails ':negative)
+                             0.000783))
+            (test-assert "z-test"
+                         (=5 (z-test 40 5 #:mu 50 #:sigma 10)
+                             0.025347))
+
+            (test-assert "z-test"
+                         (=5 (z-test 11/5 5 #:mu 2 #:sigma 1)
+                             0.65472085))
+            
+            (test-assert "z-test-on-sequence"
+                         (=5 (z-test-on-sequence '(1 1 2 3 4) #:mu 2 #:sigma 1)
+                             0.65472085))
+            
+            (test-assert "t-test-one-sample"
+                         (=5 (t-test-one-sample 5 0.8 3 6)
+                             0.162781641721079))
+            
+            (test-assert "t-test-one-sample-on-sequence"
+                         (=5 (t-test-one-sample-on-sequence '(5 6 7) 5.9)
+                             0.878433865229034))
+            
+            (test-assert "correlation-test-two-sample"
+                         (=5 (correlation-test-two-sample 0.9 100 0.85 50)
+                             0.224083300908794))
+            
+            (test-assert "t-test-paired"
+                         (=5 (t-test-paired 7/3 0.57735 3)
+                             0.0198039411803931))
+            
+            (test-assert "t-test-paired-on-sequences"
+                         (=5 (t-test-paired-on-sequences '(4 3 5) '(1 1 3))
+                             0.0198039411803931))
+            
+            )
+
+
 
 (let-values (((s p) (spearman-rank-correlation '((4 5) (10 8) (3 6) (1 2) (9 10) (2 3) (6 9) (7 4) (8 7) (5 1)))))
-  (test s (=> =5) (/ 113 165))
-  (test p (=> =5) 0.0288827975067328))
-
-;; -- tests of sample size estimates
-
-(test (t-test-one-sample-sse 5.0 5.2 0.5)
-       => 163)
-
-(let-values (((n1 n2) (t-test-two-sample-sse 5.1 0.5 5.2 0.3)))
-            (test n1 => 1040)
-            (test n2 => 1040))
-
-(test (correlation-sse 0.80 #:alpha 0.05 #:1-beta 0.9)
-       => 11) ;; NOTE: Not same as some on-line sites describe ...
-
-;; -- tests of correlation and regression
-
-(let-values (((a b r r2 p) (linear-regression '((1.0 0.1) (2.0 0.3) (3.0 0.8)))))
-            (test a (=> =5) -0.3)
-            (test b (=> =5) 0.35)
-            (test r (=> =5) 0.970725343394151)
-            (test r2 (=> =5) 0.942307692307692)
-            (test p (=> =5) 0.154420958311267))
-
-(test (correlation-coefficient '((1.0 0.1) (2.0 0.3) (3.0 0.8)))
-       (=> =5) 0.970725343394151)
-
-;; -- tests of significance tests
-
-(test (t-significance 0.2 5)
-       (=> =5) 0.849360513995829)
-
-(test (t-significance 0.2 5 #:tails ':both)
-       (=> =5) 0.849360513995829)
-
-(test (t-significance 0.2 5 #:tails ':positive)
-       (=> =5) 0.424680256997915)
-
-(test (t-significance 0.2 5 #:tails ':negative)
-       (=> =5) 0.575319743002086)
-
-(test (f-significance 1.5 8 2)
-       (=> =5) 0.920449812578091)
-
-(test (f-significance 1.5 8 2 #:one-tailed? #t)
-       (=> =5) 0.460224906289046)
-
-(test (binomial-test-two-sample 0.2 100 0.3 50)
-       (=> =5) 0.245930683028145)
-
-(test (fisher-exact-test 10 20 30 40)
-       (=> =5) 0.5066621427235114)
-
-(test (lambert-W0 1.0)
-       (=> =5) 0.567143290410)
-
-(test (lambert-Wm1 1.0)
-       (=> =5) 0.567143290410)
+  (test-assert "spearman-rank-correlation" (=5 s (/ 113 165)))
+  (test-assert "spearman-rank-correlation" (=5 p 0.0288827975067328)))
+
+(test-group "sample size estimates"
+            
+            (test "t-test-one-sample-sse" 163 (t-test-one-sample-sse 5.0 5.2 0.5))
+
+            (let-values (((n1 n2) (t-test-two-sample-sse 5.1 0.5 5.2 0.3)))
+              (test "t-test-two-sample-sse" 1040 n1)
+              (test "t-test-two-sample-sse" 1040 n2))
+
+            (test "correlation-sse" 11 (correlation-sse 0.80 #:alpha 0.05 #:1-beta 0.9))
+            ) ;; NOTE: Not same as some on-line sites describe ...
+
+(test-group "correlation and regression"
+
+            (let-values (((a b r r2 p) (linear-regression '((1.0 0.1) (2.0 0.3) (3.0 0.8)))))
+              (test "linear-regression"  -0.3 a)
+              (test-assert "linear-regression" (=5 b 0.35))
+              (test-assert "linear-regression" (=5 r 0.970725343394151))
+              (test-assert "linear-regression" (=5 r2  0.942307692307692))
+              (test-assert "linear-regression" (=5 p  0.154420958311267))
+              )
+
+            (test-assert "correlation-coefficient"
+                         (=5 0.970725343394151 (correlation-coefficient '((1.0 0.1) (2.0 0.3) (3.0 0.8)))))
+            )
+
+(test-group "significance tests"
+
+            (test-assert "t-significance" (=5 (t-significance 0.2 5) 0.849360513995829))
+            
+            (test-assert "t-significance" (=5 (t-significance 0.2 5 #:tails ':both) 0.849360513995829))
+            
+            (test-assert "t-significance" (=5 (t-significance 0.2 5 #:tails ':positive) 0.424680256997915))
+            
+            (test-assert "t-significance" (=5 (t-significance 0.2 5 #:tails ':negative) 0.575319743002086))
+            
+            (test-assert "f-significance" (=5 (f-significance 1.5 8 2) 0.920449812578091))
+            
+            (test-assert "f-significance" (=5 (f-significance 1.5 8 2 #:one-tailed? #t) 0.460224906289046))
+            
+            (test-assert "binomial-test-two-sample" (=5 (binomial-test-two-sample 0.2 100 0.3 50) 0.245930683028145))
+            
+            (test-assert "fisher-exact-test" (=5 (fisher-exact-test 10 20 30 40) 0.5066621427235114))
+            
+            (test-assert "lambert-W0" (=5 (lambert-W0 1.0) 0.567143290410))
+            
+            (test-assert "lambert-Wm1" (=5 (lambert-Wm1 1.0) 0.567143290410))
+            )
 
 (test-exit)