Changeset 34 for trunk/statistics

Timestamp:

03/11/08 01:34:13 (8 months ago)

Author:

lhealy

Message:

The classes/types in the different contexts are now gathered together
in one place, in *type-names* for the types and in *data-class-name*
for data classes, populated by #'add-data-class. Both defdata and
defmfun-all use the table and so mapping between various names is
consistent. The data class names are now different, *-double-float
and *-single-float replaces *-double and *-single. The regression
tests give the same results as before.

Location:

trunk/statistics

Files:

• absolute-deviation.lisp (modified) (3 diffs)
• autocorrelation.lisp (modified) (3 diffs)
• covariance.lisp (modified) (3 diffs)
• higher-moments.lisp (modified) (3 diffs)
• mean-variance.lisp (modified) (24 diffs)
• median-percentile.lisp (modified) (4 diffs)

trunk/statistics/absolute-deviation.lisp

@@ -1 +1 @@
 ;; Absolute deviation
 ;; Liam Healy, Sun Dec 31 2006 - 13:19
-;; Time-stamp: <2008-02-17 16:39:38EST absolute-deviation.lisp>
+;; Time-stamp: <2008-03-09 19:21:48EDT absolute-deviation.lisp>
 ;; $Id$
 
@@ -81 +81 @@
 #|
 (make-tests absolute-deviation
-  (letm ((vec (vector-double #(-3.21d0 1.0d0 12.8d0)))
-           (weights (vector-double #(3.0d0 1.0d0 2.0d0))))
+  (letm ((vec (vector-double-float #(-3.21d0 1.0d0 12.8d0)))
+           (weights (vector-double-float #(3.0d0 1.0d0 2.0d0))))
       (let ((mean (mean vec)))
         (list
@@ -94 +94 @@
    (LIST (LIST 6.18d0 6.647777777777779d0 6.18d0))
    (MULTIPLE-VALUE-LIST
-    (LETM ((VEC (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0)))
-           (WEIGHTS (VECTOR-DOUBLE #(3.0d0 1.0d0 2.0d0))))
+    (LETM ((VEC (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0)))
+           (WEIGHTS (VECTOR-DOUBLE-FLOAT #(3.0d0 1.0d0 2.0d0))))
       (LET ((MEAN (MEAN VEC)))
         (LIST (ABSOLUTE-DEVIATION VEC)

trunk/statistics/autocorrelation.lisp

@@ -1 +1 @@
 ;; Autocorrelation
 ;; Liam Healy, Sun Dec 31 2006 - 13:19
-;; Time-stamp: <2008-02-17 18:29:36EST autocorrelation.lisp>
+;; Time-stamp: <2008-03-09 19:21:48EDT autocorrelation.lisp>
 ;; $Id$
 
@@ -37 +37 @@
 #|
 (make-tests autocorrelation
-  (letm ((vec (vector-double #(-3.21d0 1.0d0 12.8d0))))
+  (letm ((vec (vector-double-float #(-3.21d0 1.0d0 12.8d0))))
       (let ((mean (mean vec)))
         (list
@@ -49 +49 @@
     (LIST -0.04646366834251103d0 -0.04646366834251103d0))
    (MULTIPLE-VALUE-LIST
-    (LETM ((VEC (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0))))
+    (LETM ((VEC (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0))))
       (LET ((MEAN (MEAN VEC)))
         (LIST (AUTOCORRELATION VEC)

trunk/statistics/covariance.lisp

@@ -1 +1 @@
 ;; Covariance
 ;; Liam Healy, Sun Dec 31 2006 - 13:19
-;; Time-stamp: <2008-02-17 16:48:17EST covariance.lisp>
+;; Time-stamp: <2008-03-09 19:21:49EDT covariance.lisp>
 ;; $Id$
 
@@ -39 +39 @@
 #|
 (make-tests covariance
-  (letm ((vec1 (vector-double #(-3.21d0 1.0d0 12.8d0)))
-           (vec2 (vector-double #(1.15d0 -1.0d0 0.5d0))))
+  (letm ((vec1 (vector-double-float #(-3.21d0 1.0d0 12.8d0)))
+           (vec2 (vector-double-float #(1.15d0 -1.0d0 0.5d0))))
       (let ((mean1 (mean vec1))
             (mean2 (mean vec2)))
@@ -54 +54 @@
    (MULTIPLE-VALUE-LIST
     (LETM
-        ((VEC1 (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0)))
-         (VEC2 (VECTOR-DOUBLE #(1.15d0 -1.0d0 0.5d0))))
+        ((VEC1 (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0)))
+         (VEC2 (VECTOR-DOUBLE-FLOAT #(1.15d0 -1.0d0 0.5d0))))
       (LET ((MEAN1 (MEAN VEC1)) (MEAN2 (MEAN VEC2)))
         (LIST (COVARIANCE VEC1 VEC2)

trunk/statistics/higher-moments.lisp

@@ -1 +1 @@
 ;; Skewness and kurtosis.
 ;; Liam Healy, Sun Dec 31 2006 - 14:20
-;; Time-stamp: <2008-02-17 16:42:59EST higher-moments.lisp>
+;; Time-stamp: <2008-03-09 19:21:48EDT higher-moments.lisp>
 ;; $Id$
 
@@ -121 +121 @@
 #|
 (make-tests higher-moments
-  (letm ((vec (vector-double #(-3.21d0 1.0d0 12.8d0))))
+  (letm ((vec (vector-double-float #(-3.21d0 1.0d0 12.8d0))))
       (let* ((mean (mean vec))
              (sd (standard-deviation vec mean)))
@@ -137 +137 @@
           -2.333333333333333d0 -2.333333333333333d0))
    (MULTIPLE-VALUE-LIST
-    (LETM ((VEC (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0))))
+    (LETM ((VEC (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0))))
       (LET* ((MEAN (MEAN VEC))
              (SD (STANDARD-DEVIATION VEC MEAN)))

trunk/statistics/mean-variance.lisp

@@ -1 +1 @@
 ;; Mean, standard deviation, and variance    
 ;; Liam Healy, Sat Dec  2 2006 - 22:15
-;; Time-stamp: <2008-02-17 16:35:48EST mean-variance.lisp>
+;; Time-stamp: <2008-03-09 19:21:47EDT mean-variance.lisp>
 ;; $Id$
 
@@ -11 +11 @@
 (defmacro defmfun-stats (&rest args)
   "A defmfun for stats of double, single, and fixnum."
-  (defmfun-all
-      ;;'(double single fixnum long)
-      '(double single fixnum)
-      ;;'(:double :float :int :long-double)
-      '(:double :float :int)
-    "stats"
-    'gsl-vector
-    args))
+  (defmfun-all 'vector '(double-float single-float fixnum) args "stats"))
 
 (defmacro defmfun-stats-ds (&rest args)
   "A defmfun for stats of double and single."
-  (defmfun-all
-      '(double single)
-      '(:double :float)
-    "stats"
-    'gsl-vector
-    args))
+  (defmfun-all 'vector '(double-float single-float) args "stats"))
 
 ;;;;****************************************************************************
@@ -33 +21 @@
 ;;;;****************************************************************************
 
-(defgeneric mean (gsl-vector)
+(defgeneric mean (vector)
   (:documentation                       ; FDL
    "The arithmetic mean of the vector.
@@ -39 +27 @@
    \Hat\mu and defined as \Hat\mu = (1/N) \sum x_i.  Returns a double-float."))
 
-(defmfun-stats mean ((vector gsl-vector))
+(defmfun-stats mean ((vector vector))
   "gsl_stats_mean"
   (((gsl-array vector) :pointer) (1 :int) ((dim0 vector) size))
   :c-return :double)
 
-(defgeneric weighted-mean (gsl-vector weights)
+(defgeneric weighted-mean (vector weights)
   (:documentation                       ; FDL
    "The weighted mean of the dataset, using the set of weights
@@ -50 +38 @@
     \Hat\mu = (\sum w_i x_i) / (\sum w_i)."))
 
-(defmfun-stats-ds weighted-mean ((vector gsl-vector) weights)
+(defmfun-stats-ds weighted-mean ((vector vector) weights)
   "gsl_stats_wmean"
   (((gsl-array weights) :pointer) (1 :int)
@@ -60 +48 @@
 ;;;;****************************************************************************
 
-(defgeneric variance-nom (gsl-vector)
+(defgeneric variance-nom (vector)
   (:documentation                       ; FDL
    "The estimated, or sample, variance of data.  The
@@ -75 +63 @@
    #'variance-m."))
 
-(defmfun-stats variance-nom ((vector gsl-vector))
+(defmfun-stats variance-nom ((vector vector))
   "gsl_stats_variance"
   (((gsl-array vector) :pointer) (1 :int) ((dim0 vector) size))
@@ -82 +70 @@
   :c-return :double)
 
-(defgeneric variance-m (gsl-vector mean)
+(defgeneric variance-m (vector mean)
   (:documentation                       ; FDL
    "Compute the variance with the mean known to
    avoid its recomputation."))
 
-(defmfun-stats variance-m ((vector gsl-vector) mean)
+(defmfun-stats variance-m ((vector vector) mean)
   "gsl_stats_variance_m"
   (((gsl-array vector) :pointer) (1 :int)
@@ -112 +100 @@
 ;;;;****************************************************************************
 
-(defgeneric weighted-variance-nom (gsl-vector weights)
+(defgeneric weighted-variance-nom (vector weights)
   (:documentation                       ; FDL
    "Compute the weighted variance with the mean unknown."))
 
-(defmfun-stats-ds weighted-variance-nom ((vector gsl-vector) weights)
+(defmfun-stats-ds weighted-variance-nom ((vector vector) weights)
   "gsl_stats_wvariance"
   (((gsl-array weights) :pointer) (1 :int)
@@ -124 +112 @@
   :c-return :double)
 
-(defgeneric weighted-variance-m (gsl-vector weights mean)
+(defgeneric weighted-variance-m (vector weights mean)
   (:documentation                       ; FDL
    "Compute the weighted variance with the mean known to
    avoid its recomputation."))
 
-(defmfun-stats-ds weighted-variance-m ((vector gsl-vector) weights mean)
+(defmfun-stats-ds weighted-variance-m ((vector vector) weights mean)
   "gsl_stats_wvariance_m"
   (((gsl-array weights) :pointer) (1 :int)
@@ -153 +141 @@
 ;;;;****************************************************************************
 
-(defgeneric standard-deviation-nom (gsl-vector)
+(defgeneric standard-deviation-nom (vector)
   (:documentation                       ; FDL
    "The standard deviation, square root of the variance."))
 
-(defmfun-stats standard-deviation-nom ((vector gsl-vector))
+(defmfun-stats standard-deviation-nom ((vector vector))
   "gsl_stats_sd"
   (((gsl-array vector) :pointer) (1 :int) ((dim0 vector) size))
@@ -164 +152 @@
   :c-return :double)
 
-(defgeneric standard-deviation-m (gsl-vector mean)
+(defgeneric standard-deviation-m (vector mean)
   (:documentation                       ; FDL
    "The standard deviation with the mean known to
    avoid its recomputation."))
 
-(defmfun-stats standard-deviation-m ((vector gsl-vector) mean)
+(defmfun-stats standard-deviation-m ((vector vector) mean)
   "gsl_stats_sd_m"
   (((gsl-array vector) :pointer) (1 :int)
@@ -185 +173 @@
 ;;;;****************************************************************************
 
-(defgeneric weighted-standard-deviation-nom (gsl-vector weights))
+(defgeneric weighted-standard-deviation-nom (vector weights))
 
 (defmfun-stats-ds weighted-standard-deviation-nom
-    ((vector gsl-vector) weights)
+    ((vector vector) weights)
   "gsl_stats_wsd"
   (((gsl-array weights) :pointer) (1 :int)
@@ -196 +184 @@
   :c-return :double)
 
-(defgeneric weighted-standard-deviation-m (gsl-vector weights mean))
+(defgeneric weighted-standard-deviation-m (vector weights mean))
 
 (defmfun-stats-ds weighted-standard-deviation-m
-    ((vector gsl-vector) weights mean)
+    ((vector vector) weights mean)
   "gsl_stats_wsd_m"
   (((gsl-array weights) :pointer) (1 :int)
@@ -216 +204 @@
 ;;;;****************************************************************************
 
-(defgeneric variance-with-fixed-mean (gsl-vector mean)
+(defgeneric variance-with-fixed-mean (vector mean)
   (:documentation                       ; FDL
    "An unbiased estimate of the variance of
@@ -225 +213 @@
     \Hat\sigma^2 = (1/N) \sum (x_i - \mu)^2."))
 
-(defmfun-stats variance-with-fixed-mean ((vector gsl-vector) mean)
+(defmfun-stats variance-with-fixed-mean ((vector vector) mean)
   "gsl_stats_variance_with_fixed_mean"
   (((gsl-array vector) :pointer) (1 :int) ((dim0 vector) size)
@@ -231 +219 @@
   :c-return :double)
 
-(defgeneric standard-deviation-with-fixed-mean (gsl-vector mean)
+(defgeneric standard-deviation-with-fixed-mean (vector mean)
   (:documentation                       ; FDL
    "The standard deviation of data for a fixed population
@@ -238 +226 @@
 
 (defmfun-stats standard-deviation-with-fixed-mean
-    ((vector gsl-vector) mean)
+    ((vector vector) mean)
   "gsl_stats_sd_with_fixed_mean"
   (((gsl-array vector) :pointer) (1 :int) ((dim0 vector) size)
@@ -248 +236 @@
 ;;;;****************************************************************************
 
-(defgeneric weighted-variance-with-fixed-mean (gsl-vector weights mean)
+(defgeneric weighted-variance-with-fixed-mean (vector weights mean)
   (:documentation                       ; FDL
    "An unbiased estimate of the variance of weighted
@@ -258 +246 @@
 
 (defmfun-stats-ds weighted-variance-with-fixed-mean
-    ((vector gsl-vector) weights mean)
+    ((vector vector) weights mean)
   "gsl_stats_wvariance_with_fixed_mean"
   (((gsl-array weights) :pointer) (1 :int)
@@ -266 +254 @@
 
 (defgeneric weighted-standard-deviation-with-fixed-mean
-    (gsl-vector weights mean)
+    (vector weights mean)
   (:documentation                       ; FDL
    "The square root of the corresponding variance
@@ -272 +260 @@
 
 (defmfun-stats-ds weighted-standard-deviation-with-fixed-mean
-    ((vector gsl-vector) weights mean)
+    ((vector vector) weights mean)
   "gsl_stats_wsd_with_fixed_mean"
   (((gsl-array weights) :pointer) (1 :int)
@@ -285 +273 @@
 #|
 (make-tests mean-variance
-  (letm ((vec (vector-double #(-3.21d0 1.0d0 12.8d0)))
-           (weights (vector-double #(3.0d0 1.0d0 2.0d0))))
+  (letm ((vec (vector-double-float #(-3.21d0 1.0d0 12.8d0)))
+           (weights (vector-double-float #(3.0d0 1.0d0 2.0d0))))
       (let ((mean (mean vec))
             (wmean (weighted-mean vec weights)))
@@ -321 +309 @@
    (MULTIPLE-VALUE-LIST
     (LETM
-        ((VEC (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0)))
-         (WEIGHTS (VECTOR-DOUBLE #(3.0d0 1.0d0 2.0d0))))
+        ((VEC (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0)))
+         (WEIGHTS (VECTOR-DOUBLE-FLOAT #(3.0d0 1.0d0 2.0d0))))
       (LET ((MEAN (MEAN VEC))
             (WMEAN (WEIGHTED-MEAN VEC WEIGHTS)))

trunk/statistics/median-percentile.lisp

@@ -1 +1 @@
 ;; Median and percentile
 ;; Liam Healy, Sun Dec 31 2006 - 13:19
-;; Time-stamp: <2008-02-17 16:50:24EST median-percentile.lisp>
+;; Time-stamp: <2008-03-09 19:19:28EDT median-percentile.lisp>
 ;; $Id$
 
@@ -31 +31 @@
   :c-return :double
   :documentation                        ; FDL
-  "A quantile value of sorted-data, gsl-vector-double.  The
+  "A quantile value of sorted-data, vector-double-float.  The
    elements of the array must be in ascending numerical order.  The
    quantile is determined by a fraction between 0 and 1.  For
@@ -51 +51 @@
 #|
 (make-tests median-percentile
-  (letm ((vec (vector-double #(-3.21d0 1.0d0 12.8d0))))
+  (letm ((vec (vector-double-float #(-3.21d0 1.0d0 12.8d0))))
      (median vec))
-  (letm ((vec (vector-double #(-18.0d0 -12.0d0 -3.21d0 0.5d0 1.0d0 2.7d0 12.8d0))))
+  (letm ((vec (vector-double-float
+               #(-18.0d0 -12.0d0 -3.21d0 0.5d0 1.0d0 2.7d0 12.8d0))))
      (quantile vec 0.75d0)))
 |#
@@ -61 +62 @@
    (LIST 1.0d0)
    (MULTIPLE-VALUE-LIST
-    (LETM ((VEC (VECTOR-DOUBLE #(-3.21d0 1.0d0 12.8d0))))
+    (LETM ((VEC (VECTOR-DOUBLE-FLOAT #(-3.21d0 1.0d0 12.8d0))))
       (MEDIAN VEC))))
   (LISP-UNIT::ASSERT-NUMERICAL-EQUAL
    (LIST 1.85d0)
    (MULTIPLE-VALUE-LIST
-    (LETM ((VEC (VECTOR-DOUBLE #(-18.0d0 -12.0d0 -3.21d0 0.5d0 1.0d0 2.7d0 12.8d0))))
+    (LETM ((VEC (VECTOR-DOUBLE-FLOAT
+                 #(-18.0d0 -12.0d0 -3.21d0 0.5d0 1.0d0 2.7d0 12.8d0))))
       (QUANTILE VEC 0.75d0)))))