Beispiel #1
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def test_confidence_frozen(backend):
    dataset = MyDataset()
    dataset.models.parameters["x"].frozen = True
    fit = Fit([dataset])
    fit.optimize(backend=backend)
    result = fit.confidence("y")

    assert result["success"] is True
    assert_allclose(result["errp"], 1)
    assert_allclose(result["errn"], 1)
Beispiel #2
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def test_confidence(backend):
    dataset = MyDataset()
    fit = Fit([dataset])
    fit.optimize(backend=backend)
    result = fit.confidence("x")

    assert result["success"] is True
    assert_allclose(result["errp"], 1)
    assert_allclose(result["errn"], 1)

    # Check that original value state wasn't changed
    assert_allclose(dataset.models.parameters["x"].value, 2)
Beispiel #3
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def test_minos_contour():
    dataset = MyDataset()
    dataset.models.parameters["x"].frozen = True
    fit = Fit([dataset])
    fit.optimize(backend="minuit")
    result = fit.minos_contour("y", "z")

    assert result["success"] is True

    x = result["x"]
    assert_allclose(len(x), 10)
    assert_allclose(x[0], 299, rtol=1e-5)
    assert_allclose(x[-1], 299.133975, rtol=1e-5)
    y = result["y"]
    assert_allclose(len(y), 10)
    assert_allclose(y[0], 0.04, rtol=1e-5)
    assert_allclose(y[-1], 0.54, rtol=1e-5)

    # Check that original value state wasn't changed
    assert_allclose(dataset.models.parameters["y"].value, 300)
Beispiel #4
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def test_stat_contour():
    dataset = MyDataset()
    dataset.models.parameters["x"].frozen = True
    fit = Fit(backend="minuit")
    fit.optimize([dataset])
    result = fit.stat_contour(datasets=[dataset], x="y", y="z")

    assert result["success"] is True

    x = result["y"]
    assert_allclose(len(x), 10)
    assert_allclose(x[0], 299, rtol=1e-5)
    assert_allclose(x[-1], 299.292893, rtol=1e-5)
    y = result["z"]
    assert_allclose(len(y), 10)
    assert_allclose(y[0], 0.04, rtol=1e-5)
    assert_allclose(y[-1], 0.747107, rtol=1e-5)

    # Check that original value state wasn't changed
    assert_allclose(dataset.models.parameters["y"].value, 300)
Beispiel #5
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def test_optimize(backend):
    dataset = MyDataset()
    fit = Fit([dataset])
    result = fit.optimize(backend=backend)
    pars = dataset.models.parameters

    assert result.success is True
    assert_allclose(result.total_stat, 0)

    assert_allclose(pars["x"].value, 2, rtol=1e-3)
    assert_allclose(pars["y"].value, 3e2, rtol=1e-3)
    assert_allclose(pars["z"].value, 4e-2, rtol=1e-3)
Beispiel #6
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def test_optimize(backend):
    dataset = MyDataset()

    if backend == "scipy":
        kwargs = {"method": "L-BFGS-B"}
    else:
        kwargs = {}

    fit = Fit(store_trace=True, backend=backend, optimize_opts=kwargs)
    result = fit.optimize([dataset])
    pars = dataset.models.parameters

    assert result.success is True
    assert_allclose(result.total_stat, 0, atol=1)

    assert_allclose(pars["x"].value, 2, rtol=1e-3)
    assert_allclose(pars["y"].value, 3e2, rtol=1e-3)
    assert_allclose(pars["z"].value, 4e-2, rtol=1e-2)

    assert len(result.trace) == result.nfev
Beispiel #7
0
class LightCurveEstimator:
    """Estimates flux values of model component in time intervals and returns a `gammapy.time.LightCurve` object.

    The estimator will fit the source model component to datasets in each of the time intervals
    provided.

    If no time intervals are provided, the estimator will use the time intervals defined by the datasets GTIs.

    To be included in the estimation, the dataset must have their GTI fully overlapping a time interval.

    Parameters
    ----------
    datasets : list of `~gammapy.spectrum.SpectrumDataset` or `~gammapy.cube.MapDataset`
        Spectrum or Map datasets.
    time_intervals : list of `astropy.time.Time`
        Start and stop time for each interval to compute the LC
    source : str
        For which source in the model to compute the flux points. Default is ''
    norm_min : float
        Minimum value for the norm used for the fit statistic profile evaluation.
    norm_max : float
        Maximum value for the norm used for the fit statistic profile evaluation.
    norm_n_values : int
        Number of norm values used for the fit statistic profile.
    norm_values : `numpy.ndarray`
        Array of norm values to be used for the fit statistic profile.
    sigma : int
        Sigma to use for asymmetric error computation.
    sigma_ul : int
        Sigma to use for upper limit computation.
    reoptimize : bool
        reoptimize other parameters during fit statistic scan?
    """
    def __init__(
        self,
        datasets,
        time_intervals=None,
        source="",
        norm_min=0.2,
        norm_max=5,
        norm_n_values=11,
        norm_values=None,
        sigma=1,
        sigma_ul=2,
        reoptimize=False,
    ):
        self.datasets = Datasets(datasets)

        if not self.datasets.is_all_same_type and self.datasets.is_all_same_shape:
            raise ValueError(
                "Light Curve estimation requires a list of datasets"
                " of the same type and data shape.")

        if time_intervals is None:
            time_intervals = [
                Time([d.gti.time_start[0], d.gti.time_stop[-1]])
                for d in self.datasets
            ]

        self._check_and_sort_time_intervals(time_intervals)

        dataset = self.datasets[0]

        if isinstance(dataset, SpectrumDatasetOnOff):
            model = dataset.model
        else:
            model = dataset.model[source].spectral_model

        self.model = ScaleSpectralModel(model)
        self.model.norm.min = 0
        self.model.norm.max = 1e5

        if norm_values is None:
            norm_values = np.logspace(np.log10(norm_min), np.log10(norm_max),
                                      norm_n_values)

        self.norm_values = norm_values

        self.sigma = sigma
        self.sigma_ul = sigma_ul
        self.reoptimize = reoptimize
        self.source = source

        self.group_table_info = None

    def _check_and_sort_time_intervals(self, time_intervals):
        """Sort the time_intervals by increasing time if not already ordered correctly.

        Parameters
        ----------
        time_intervals : list of `astropy.time.Time`
            Start and stop time for each interval to compute the LC

        """
        time_start = Time([interval[0] for interval in time_intervals])
        time_stop = Time([interval[1] for interval in time_intervals])
        sorted_indices = time_start.argsort()
        time_start_sorted = time_start[sorted_indices]
        time_stop_sorted = time_stop[sorted_indices]
        diff_time_stop = np.diff(time_stop_sorted)
        diff_time_interval_edges = time_start_sorted[1:] - time_stop_sorted[:-1]
        if np.any(diff_time_stop < 0) or np.any(diff_time_interval_edges < 0):
            raise ValueError(
                "LightCurveEstimator requires non-overlapping time bins.")
        else:
            self.time_intervals = [
                Time([tstart, tstop])
                for tstart, tstop in zip(time_start_sorted, time_stop_sorted)
            ]

    def _set_scale_model(self, datasets):
        """
        Parameters
        ----------
        datasets : `~gammapy.modeling.Datasets`
            the list of dataset object

        """
        # set the model on all datasets
        for dataset in datasets:
            if isinstance(dataset, SpectrumDatasetOnOff):
                dataset.model = self.model
            else:
                dataset.model[self.source].spectral_model = self.model

    @property
    def ref_model(self):
        return self.model.model

    def run(self, e_ref, e_min, e_max, steps="all", atol="1e-6 s"):
        """Run light curve extraction.

        Normalize integral and energy flux between emin and emax.

        Parameters
        ----------
        e_ref : `~astropy.units.Quantity`
            reference energy of dnde flux normalization
        e_min : `~astropy.units.Quantity`
            minimum energy of integral and energy flux normalization interval
        e_max : `~astropy.units.Quantity`
            minimum energy of integral and energy flux normalization interval
        steps : list of str
            Which steps to execute. Available options are:

                * "err": estimate symmetric error.
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "ts": estimate ts and sqrt(ts) values.
                * "norm-scan": estimate fit statistic profiles.

            By default all steps are executed.
        atol : `~astropy.units.Quantity`
            Tolerance value for time comparison with different scale. Default 1e-6 sec.

        Returns
        -------
        lightcurve : `~gammapy.time.LightCurve`
            the Light Curve object
        """
        atol = u.Quantity(atol)
        self.e_ref = e_ref
        self.e_min = e_min
        self.e_max = e_max

        rows = []
        self.group_table_info = group_datasets_in_time_interval(
            datasets=self.datasets,
            time_intervals=self.time_intervals,
            atol=atol)
        if np.all(self.group_table_info["Group_ID"] == -1):
            raise ValueError(
                "LightCurveEstimator: No datasets in time intervals")
        for igroup, time_interval in enumerate(self.time_intervals):
            index_dataset = np.where(
                self.group_table_info["Group_ID"] == igroup)[0]
            if len(index_dataset) == 0:
                log.debug("No Dataset for the time interval " + str(igroup))
                continue

            row = {
                "time_min": time_interval[0].mjd,
                "time_max": time_interval[1].mjd
            }
            interval_list_dataset = Datasets(
                [self.datasets[int(_)].copy() for _ in index_dataset])
            self._set_scale_model(interval_list_dataset)
            row.update(
                self.estimate_time_bin_flux(interval_list_dataset,
                                            time_interval, steps))
            rows.append(row)
        table = table_from_row_data(rows=rows, meta={"SED_TYPE": "likelihood"})
        table = FluxPoints(table).to_sed_type("flux").table
        return LightCurve(table)

    def estimate_time_bin_flux(self, datasets, time_interval, steps="all"):
        """Estimate flux point for a single energy group.

        Parameters
        ----------
        datasets : `~gammapy.modeling.Datasets`
            the list of dataset object
        time_interval : astropy.time.Time`
            Start and stop time for each interval
        steps : list of str
            Which steps to execute. Available options are:

                * "err": estimate symmetric error.
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "ts": estimate ts and sqrt(ts) values.
                * "norm-scan": estimate likelihood profiles.

            By default all steps are executed.

        Returns
        -------
        result : dict
            Dict with results for the flux point.
        """
        self.fit = Fit([datasets])

        result = {
            "e_ref": self.e_ref,
            "e_min": self.e_min,
            "e_max": self.e_max,
            "ref_dnde": self.ref_model(self.e_ref),
            "ref_flux": self.ref_model.integral(self.e_min, self.e_max),
            "ref_eflux": self.ref_model.energy_flux(self.e_min, self.e_max),
            "ref_e2dnde": self.ref_model(self.e_ref) * self.e_ref**2,
        }

        result.update(self.estimate_norm())

        if not result.pop("success"):
            log.warning("Fit failed for time bin between {t_min} and {t_max},"
                        " setting NaN.".format(t_min=time_interval[0].mjd,
                                               t_max=time_interval[1].mjd))

        if steps == "all":
            steps = ["err", "counts", "errp-errn", "ul", "ts", "norm-scan"]

        if "err" in steps:
            result.update(self.estimate_norm_err())

        if "counts" in steps:
            result.update(self.estimate_counts(datasets))

        if "ul" in steps:
            result.update(self.estimate_norm_ul(datasets))

        if "errp-errn" in steps:
            result.update(self.estimate_norm_errn_errp())

        if "ts" in steps:
            result.update(self.estimate_norm_ts(datasets))

        if "norm-scan" in steps:
            result.update(self.estimate_norm_scan())

        return result

    # TODO : most of the following code is copied from FluxPointsEstimator, can it be restructured?
    def estimate_norm_errn_errp(self):
        """Estimate asymmetric errors for a flux point.

        Returns
        -------
        result : dict
            Dict with asymmetric errors for the flux point norm.
        """
        result = self.fit.confidence(parameter=self.model.norm,
                                     sigma=self.sigma)
        return {"norm_errp": result["errp"], "norm_errn": result["errn"]}

    def estimate_norm_err(self):
        """Estimate covariance errors for a flux point.

        Returns
        -------
        result : dict
            Dict with symmetric error for the flux point norm.
        """
        result = self.fit.covariance()
        norm_err = result.parameters.error(self.model.norm)
        return {"norm_err": norm_err}

    def estimate_counts(self, datasets):
        """Estimate counts for the flux point.

        Parameters
        ----------
        datasets : `~gammapy.modeling.Datasets`
            the list of dataset object

        Returns
        -------
        result : dict
            Dict with an array with one entry per dataset with counts for the flux point.
        """

        counts = []
        for dataset in datasets:
            mask = dataset.mask
            counts.append(dataset.counts.data[mask].sum())

        return {"counts": np.array(counts, dtype=int).sum()}

    def estimate_norm_ul(self, datasets):
        """Estimate upper limit for a flux point.

        Parameters
        ----------
        datasets : `~gammapy.modeling.Datasets`
            the list of dataset object

        Returns
        -------
        result : dict
            Dict with upper limit for the flux point norm.
        """
        norm = self.model.norm

        # TODO: the minuit backend has convergence problems when the fit statistic is not
        #  of parabolic shape, which is the case, when there are zero counts in the
        #  energy bin. For this case we change to the scipy backend.
        counts = self.estimate_counts(datasets)["counts"]

        if np.all(counts == 0):
            result = self.fit.confidence(
                parameter=norm,
                sigma=self.sigma_ul,
                backend="scipy",
                reoptimize=self.reoptimize,
            )
        else:
            result = self.fit.confidence(parameter=norm, sigma=self.sigma_ul)

        return {"norm_ul": result["errp"] + norm.value}

    def estimate_norm_ts(self, datasets):
        """Estimate ts and sqrt(ts) for the flux point.

        Parameters
        ----------
        datasets : `~gammapy.modeling.Datasets`
            the list of dataset object

        Returns
        -------
        result : dict
            Dict with ts and sqrt(ts) for the flux point.
        """
        stat = datasets.stat_sum()

        # store best fit amplitude, set amplitude of fit model to zero
        self.model.norm.value = 0
        self.model.norm.frozen = True

        if self.reoptimize:
            _ = self.fit.optimize()

        stat_null = datasets.stat_sum()

        # compute sqrt TS
        ts = np.abs(stat_null - stat)
        sqrt_ts = np.sqrt(ts)
        return {"sqrt_ts": sqrt_ts, "ts": ts}

    def estimate_norm_scan(self):
        """Estimate fit statistic profile for the norm parameter.

        Returns
        -------
        result : dict
            Keys "norm_scan", "stat_scan"
        """
        result = self.fit.stat_profile(self.model.norm,
                                       values=self.norm_values,
                                       reoptimize=self.reoptimize)
        return {"norm_scan": result["values"], "stat_scan": result["stat"]}

    def estimate_norm(self):
        """Fit norm of the flux point.

        Returns
        -------
        result : dict
            Dict with "norm" and "stat" for the flux point.
        """
        # start optimization with norm=1
        self.model.norm.value = 1.0
        self.model.norm.frozen = False

        result = self.fit.optimize()

        if result.success:
            norm = self.model.norm.value
        else:
            norm = np.nan

        return {
            "norm": norm,
            "stat": result.total_stat,
            "success": result.success
        }
Beispiel #8
0
class ParameterEstimator(Estimator):
    """Model parameter estimator.

    Estimates a model parameter for a group of datasets.
    Compute best fit value, symmetric and asymmetric errors, delta TS for a given null value
    as well as parameter upper limit and fit statistic profile.

    Parameters
    ----------
    sigma : int
        Sigma to use for asymmetric error computation.
    sigma_ul : int
        Sigma to use for upper limit computation.
    reoptimize : bool
        Re-optimize other free model parameters. Default is True.
    n_scan_values : int
        Number of values used to scan fit stat profile
    scan_n_err : float
        Range to scan in number of parameter error

    """
    tag = "ParameterEstimator"

    def __init__(
        self, sigma=1, sigma_ul=2, reoptimize=True, n_scan_values=30, scan_n_err=3,
    ):
        self.sigma = sigma
        self.sigma_ul = sigma_ul
        self.reoptimize = reoptimize
        self.n_scan_values = n_scan_values
        self.scan_n_err = scan_n_err

    def __str__(self):
        s = f"{self.__class__.__name__}:\n"
        s += str(self.datasets) + "\n"
        return s

    def _check_datasets(self, datasets):
        """Check datasets geometry consistency and return Datasets object"""
        if not isinstance(datasets, Datasets):
            datasets = Datasets(datasets)

        return datasets

    def _freeze_parameters(self, parameter):
        """Freeze all other parameters"""
        for par in self.datasets.parameters:
            if par is not parameter:
                par.frozen = True

    def _compute_scan_values(self, value, value_error, par_min, par_max):
        """Define parameter value range to be scanned"""
        min_range = value - self.scan_n_err * value_error
        if not np.isnan(par_min):
            min_range = np.maximum(par_min, min_range)
        max_range = value + self.scan_n_err * value_error
        if not np.isnan(par_max):
            max_range = np.minimum(par_max, max_range)

        return np.linspace(min_range, max_range, self.n_scan_values)

    def _find_best_fit(self, parameter):
        """Find the best fit solution and store results."""
        fit_result = self.fit.optimize()

        if fit_result.success:
            value = parameter.value
        else:
            value = np.nan

        result = {
            parameter.name: value,
            "stat": fit_result.total_stat,
            "success": fit_result.success,
        }

        self.fit_result = fit_result
        return result

    def _estimate_ts_for_null_value(self, parameter, null_value=1e-150):
        """Returns the fit statistic value for a given null value of the parameter."""
        with self.datasets.parameters.restore_values:
            parameter.value = null_value
            parameter.frozen = True
            result = self.fit.optimize()
        if not result.success:
            log.warning(
                "Fit failed for parameter null value, returning NaN. Check input null value."
            )
            return np.nan
        return result.total_stat

    def run(
        self, datasets, parameter, steps="all", null_value=1e-150, scan_values=None
    ):
        """Run the parameter estimator.

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            The datasets used to estimate the model parameter
        parameter : `~gammapy.modeling.Parameter`
            the parameter to be estimated
        steps : list of str
            Which steps to execute. Available options are:
                * "err": estimate symmetric error from covariance
                * "ts": estimate delta TS with parameter null (reference) value
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "scan": estimate fit statistic profiles.

            By default all steps are executed.
        null_value : float
            the null value to be used for delta TS estimation.
            Default is 1e-150 since 0 can be an issue for some parameters.
        scan_values : `numpy.ndarray`
            Array of parameter values to be used for the fit statistic profile.
            If set to None, scan values are automatically calculated. Default is None.

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.
        """
        self.datasets = self._check_datasets(datasets)
        self.fit = Fit(datasets)
        self.fit_result = None

        with self.datasets.parameters.restore_values:

            if not self.reoptimize:
                self._freeze_parameters(parameter)

            if steps == "all":
                steps = ["err", "ts", "errp-errn", "ul", "scan"]

            result = self._find_best_fit(parameter)
            TS1 = result["stat"]

            value_max = result[parameter.name]

            if "err" in steps:
                res = self.fit.covariance()
                value_err = res.parameters[parameter].error
                result.update({f"{parameter.name}_err": value_err})

            if "errp-errn" in steps:
                res = self.fit.confidence(parameter=parameter, sigma=self.sigma)
                result.update(
                    {
                        f"{parameter.name}_errp": res["errp"],
                        f"{parameter.name}_errn": res["errn"],
                    }
                )

            if "ul" in steps:
                res = self.fit.confidence(parameter=parameter, sigma=self.sigma_ul)
                result.update({f"{parameter.name}_ul": res["errp"] + value_max})

            if "ts" in steps:
                TS0 = self._estimate_ts_for_null_value(parameter, null_value)
                res = TS0 - TS1
                result.update(
                    {"sqrt_ts": np.sqrt(res), "ts": res, "null_value": null_value}
                )
                # TODO: should not need this
                self.fit.optimize()

            if "scan" in steps:
                if scan_values is None:
                    scan_values = self._compute_scan_values(
                        value_max, value_err, parameter.min, parameter.max
                    )

                res = self.fit.stat_profile(
                    parameter, values=scan_values, reoptimize=self.reoptimize
                )
                result.update(
                    {f"{parameter.name}_scan": res["values"], "stat_scan": res["stat"]}
                )
        return result
Beispiel #9
0
class ParameterEstimator(Estimator):
    """Model parameter estimator.

    Estimates a model parameter for a group of datasets.
    Compute best fit value, symmetric and delta TS for a given null value.
    Additionnally asymmetric errors as well as parameter upper limit and fit statistic profile
    can be estimated.

    Parameters
    ----------
    n_sigma : int
        Sigma to use for asymmetric error computation. Default is 1.
    n_sigma_ul : int
        Sigma to use for upper limit computation. Default is 2.
    null_value : float
        Which null value to use for the parameter
    scan_n_sigma : int
        Range to scan in number of parameter error
    scan_min : float
        Minimum value to use for the stat scan
    scan_max : int
        Maximum value to use for the stat scan
    scan_n_values : int
        Number of values used to scan fit stat profile
    scan_values : `~numpy.ndarray`
        Values to use for the scan.
    reoptimize : bool
        Re-optimize other free model parameters. Default is True.
    selection_optional : list of str
        Which additional quantities to estimate. Available options are:

            * "all": all the optional steps are executed
            * "errn-errp": estimate asymmetric errors on parameter best fit value.
            * "ul": estimate upper limits.
            * "scan": estimate fit statistic profiles.

        Default is None so the optionnal steps are not executed.

    """

    tag = "ParameterEstimator"
    _available_selection_optional = ["errn-errp", "ul", "scan"]

    def __init__(
        self,
        n_sigma=1,
        n_sigma_ul=2,
        null_value=1e-150,
        scan_n_sigma=3,
        scan_min=None,
        scan_max=None,
        scan_n_values=30,
        scan_values=None,
        reoptimize=True,
        selection_optional=None,
    ):
        self.n_sigma = n_sigma
        self.n_sigma_ul = n_sigma_ul
        self.null_value = null_value

        # scan parameters
        self.scan_n_sigma = scan_n_sigma
        self.scan_n_values = scan_n_values
        self.scan_values = scan_values
        self.scan_min = scan_min
        self.scan_max = scan_max

        self.reoptimize = reoptimize
        self.selection_optional = selection_optional
        self._fit = None

    def _setup_fit(self, datasets):
        # TODO: make fit stateless and configurable
        if self._fit is None or datasets is not self._fit.datasets:
            self._fit = Fit(datasets)

    def estimate_best_fit(self, datasets, parameter):
        """Estimate parameter assymetric errors

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            Datasets
        parameter : `Parameter`
            For which parameter to get the value

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.
        """
        self._setup_fit(datasets)
        result_fit = self._fit.run()

        return {
            f"{parameter.name}": parameter.value,
            "stat": result_fit.total_stat,
            "success": result_fit.success,
            f"{parameter.name}_err": parameter.error * self.n_sigma,
        }

    def estimate_ts(self, datasets, parameter):
        """Estimate parameter ts

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            Datasets
        parameter : `Parameter`
            For which parameter to get the value

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.
        """
        stat = datasets.stat_sum()

        with datasets.parameters.restore_status():

            # compute ts value
            parameter.value = self.null_value

            if self.reoptimize:
                parameter.frozen = True
                _ = self._fit.optimize()

            ts = datasets.stat_sum() - stat

        return {"ts": ts}

    def estimate_errn_errp(self, datasets, parameter):
        """Estimate parameter assymetric errors

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            Datasets
        parameter : `Parameter`
            For which parameter to get the value

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.
        """
        # TODO: make Fit stateless and configurable
        self._setup_fit(datasets)
        self._fit.optimize()

        res = self._fit.confidence(parameter=parameter,
                                   sigma=self.n_sigma,
                                   reoptimize=self.reoptimize)
        return {
            f"{parameter.name}_errp": res["errp"],
            f"{parameter.name}_errn": res["errn"],
        }

    def estimate_scan(self, datasets, parameter):
        """Estimate parameter stat scan.

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            The datasets used to estimate the model parameter
        parameter : `Parameter`
            For which parameter to get the value

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.

        """
        self._setup_fit(datasets)
        self._fit.optimize()

        if self.scan_min and self.scan_max:
            bounds = (self.scan_min, self.scan_max)
        else:
            bounds = self.scan_n_sigma

        profile = self._fit.stat_profile(
            parameter=parameter,
            values=self.scan_values,
            bounds=bounds,
            nvalues=self.scan_n_values,
            reoptimize=self.reoptimize,
        )

        return {
            f"{parameter.name}_scan": profile[f"{parameter.name}_scan"],
            "stat_scan": profile["stat_scan"],
        }

    def estimate_ul(self, datasets, parameter):
        """Estimate parameter ul.

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            The datasets used to estimate the model parameter
        parameter : `Parameter`
            For which parameter to get the value

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.

        """
        self._setup_fit(datasets)
        self._fit.optimize()
        res = self._fit.confidence(parameter=parameter,
                                   sigma=self.n_sigma_ul,
                                   backend="scipy")
        return {f"{parameter.name}_ul": res["errp"] + parameter.value}

    def run(self, datasets, parameter):
        """Run the parameter estimator.

        Parameters
        ----------
        datasets : `~gammapy.datasets.Datasets`
            The datasets used to estimate the model parameter
        parameter : `str` or `Parameter`
            For which parameter to run the estimator

        Returns
        -------
        result : dict
            Dict with the various parameter estimation values.
        """
        datasets = Datasets(datasets)
        parameter = datasets.parameters[parameter]

        with datasets.parameters.restore_status():

            if not self.reoptimize:
                datasets.parameters.freeze_all()
                parameter.frozen = False

            result = self.estimate_best_fit(datasets, parameter)
            result.update(self.estimate_ts(datasets, parameter))

            if "errn-errp" in self.selection_optional:
                result.update(self.estimate_errn_errp(datasets, parameter))

            if "ul" in self.selection_optional:
                result.update(self.estimate_ul(datasets, parameter))

            if "scan" in self.selection_optional:
                result.update(self.estimate_scan(datasets, parameter))

        return result
Beispiel #10
0
class LightCurveEstimator:
    """Estimate flux points for a given list of datasets, each per time bin.

    Parameters
    ----------
    datasets : list of `~gammapy.spectrum.SpectrumDataset` or `~gammapy.cube.MapDataset`
        Spectrum or Map datasets.
    source : str
        For which source in the model to compute the flux points. Default is ''
    norm_min : float
        Minimum value for the norm used for the likelihood profile evaluation.
    norm_max : float
        Maximum value for the norm used for the likelihood profile evaluation.
    norm_n_values : int
        Number of norm values used for the likelihood profile.
    norm_values : `numpy.ndarray`
        Array of norm values to be used for the likelihood profile.
    sigma : int
        Sigma to use for asymmetric error computation.
    sigma_ul : int
        Sigma to use for upper limit computation.
    reoptimize : bool
        reoptimize other parameters during likelihod scan
    """

    def __init__(
        self,
        datasets,
        source="",
        norm_min=0.2,
        norm_max=5,
        norm_n_values=11,
        norm_values=None,
        sigma=1,
        sigma_ul=2,
        reoptimize=False,
    ):

        if not isinstance(datasets, Datasets):
            datasets = Datasets(datasets)

        self.datasets = datasets

        if not datasets.is_all_same_type and datasets.is_all_same_shape:
            raise ValueError(
                "Light Curve estimation requires a list of datasets"
                " of the same type and data shape."
            )

        dataset = self.datasets.datasets[0]

        if isinstance(dataset, SpectrumDatasetOnOff):
            model = dataset.model
        else:
            model = dataset.model[source].spectral_model

        self.model = ScaleSpectralModel(model)
        self.model.norm.min = 0
        self.model.norm.max = 1e5

        if norm_values is None:
            norm_values = np.logspace(
                np.log10(norm_min), np.log10(norm_max), norm_n_values
            )

        self.norm_values = norm_values

        self.sigma = sigma
        self.sigma_ul = sigma_ul
        self.reoptimize = reoptimize
        self.source = source

        self._set_scale_model()

    def _set_scale_model(self):
        # set the model on all datasets
        for dataset in self.datasets.datasets:
            if isinstance(dataset, SpectrumDatasetOnOff):
                dataset.model = self.model
            else:
                dataset.model[self.source].spectral_model = self.model

    @property
    def ref_model(self):
        return self.model.model

    def run(self, e_ref, e_min, e_max, steps="all"):
        """Run light curve extraction.

        Normalize integral and energy flux between emin and emax.

        Parameters
        ----------
        e_ref : `~astropy.units.Quantity`
            reference energy of dnde flux normalization
        e_min : `~astropy.units.Quantity`
            minimum energy of integral and energy flux normalization interval
        e_max : `~astropy.units.Quantity`
            minimum energy of integral and energy flux normalization interval
        steps : list of str
            Which steps to execute. Available options are:

                * "err": estimate symmetric error.
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "ts": estimate ts and sqrt(ts) values.
                * "norm-scan": estimate likelihood profiles.

            By default all steps are executed.

        Returns
        -------
        lightcurve : `~gammapy.time.LightCurve`
            the Light Curve object
        """
        self.e_ref = e_ref
        self.e_min = e_min
        self.e_max = e_max

        rows = []
        for dataset in self.datasets.datasets:
            row = {
                "time_min": dataset.counts.meta["t_start"].mjd,
                "time_max": dataset.counts.meta["t_stop"].mjd,
            }
            row.update(self.estimate_time_bin_flux(dataset, steps))
            rows.append(row)

        table = table_from_row_data(rows=rows, meta={"SED_TYPE": "likelihood"})
        table = FluxPoints(table).to_sed_type("flux").table
        return LightCurve(table)

    def estimate_time_bin_flux(self, dataset, steps="all"):
        """Estimate flux point for a single energy group.

        Parameters
        ----------
        steps : list of str
            Which steps to execute. Available options are:

                * "err": estimate symmetric error.
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "ts": estimate ts and sqrt(ts) values.
                * "norm-scan": estimate likelihood profiles.

            By default all steps are executed.

        Returns
        -------
        result : dict
            Dict with results for the flux point.
        """
        self.fit = Fit(dataset)

        result = {
            "e_ref": self.e_ref,
            "e_min": self.e_min,
            "e_max": self.e_max,
            "ref_dnde": self.ref_model(self.e_ref),
            "ref_flux": self.ref_model.integral(self.e_min, self.e_max),
            "ref_eflux": self.ref_model.energy_flux(self.e_min, self.e_max),
            "ref_e2dnde": self.ref_model(self.e_ref) * self.e_ref ** 2,
        }

        result.update(self.estimate_norm())

        if not result.pop("success"):
            log.warning(
                "Fit failed for time bin between {t_min} and {t_max},"
                " setting NaN.".format(
                    t_min=dataset.counts.meta["t_start"],
                    t_max=dataset.counts.meta["t_stop"],
                )
            )

        if steps == "all":
            steps = ["err", "counts", "errp-errn", "ul", "ts", "norm-scan"]

        if "err" in steps:
            result.update(self.estimate_norm_err())

        if "counts" in steps:
            result.update(self.estimate_counts(dataset))

        if "errp-errn" in steps:
            result.update(self.estimate_norm_errn_errp())

        if "ul" in steps:
            result.update(self.estimate_norm_ul(dataset))

        if "ts" in steps:
            result.update(self.estimate_norm_ts())

        if "norm-scan" in steps:
            result.update(self.estimate_norm_scan())

        return result

    # TODO : most of the following code is copied from FluxPointsEstimator, can it be restructured?
    def estimate_norm_errn_errp(self):
        """Estimate asymmetric errors for a flux point.

        Returns
        -------
        result : dict
            Dict with asymmetric errors for the flux point norm.
        """
        result = self.fit.confidence(parameter=self.model.norm, sigma=self.sigma)
        return {"norm_errp": result["errp"], "norm_errn": result["errn"]}

    def estimate_norm_err(self):
        """Estimate covariance errors for a flux point.

        Returns
        -------
        result : dict
            Dict with symmetric error for the flux point norm.
        """
        result = self.fit.covariance()
        norm_err = result.parameters.error(self.model.norm)
        return {"norm_err": norm_err}

    def estimate_counts(self, dataset):
        """Estimate counts for the flux point.

        Parameters
        ----------
        dataset : `~gammapy.modeling.Dataset`
            the dataset object

        Returns
        -------
        result : dict
            Dict with an array with one entry per dataset with counts for the flux point.
        """
        # TODO : use e_min and e_max interval for counts calculation
        # TODO : add off counts and excess? for DatasetOnOff
        # TODO : this may require a loop once we support Datasets per time bin
        mask = dataset.mask
        if dataset.mask_safe is not None:
            mask &= dataset.mask_safe

        counts = dataset.counts.data[mask].sum()

        return {"counts": counts}

    def estimate_norm_ul(self, dataset):
        """Estimate upper limit for a flux point.

        Returns
        -------
        result : dict
            Dict with upper limit for the flux point norm.
        """
        norm = self.model.norm

        # TODO: the minuit backend has convergence problems when the likelihood is not
        #  of parabolic shape, which is the case, when there are zero counts in the
        #  bin. For this case we change to the scipy backend.
        counts = self.estimate_counts(dataset)["counts"]

        if np.all(counts == 0):
            result = self.fit.confidence(
                parameter=norm,
                sigma=self.sigma_ul,
                backend="scipy",
                reoptimize=self.reoptimize,
            )
        else:
            result = self.fit.confidence(parameter=norm, sigma=self.sigma_ul)

        return {"norm_ul": result["errp"] + norm.value}

    def estimate_norm_ts(self):
        """Estimate ts and sqrt(ts) for the flux point.

        Returns
        -------
        result : dict
            Dict with ts and sqrt(ts) for the flux point.
        """
        loglike = self.datasets.likelihood()

        # store best fit amplitude, set amplitude of fit model to zero
        self.model.norm.value = 0
        self.model.norm.frozen = True

        if self.reoptimize:
            _ = self.fit.optimize()

        loglike_null = self.datasets.likelihood()

        # compute sqrt TS
        ts = np.abs(loglike_null - loglike)
        sqrt_ts = np.sqrt(ts)
        return {"sqrt_ts": sqrt_ts, "ts": ts}

    def estimate_norm_scan(self):
        """Estimate likelihood profile for the norm parameter.

        Returns
        -------
        result : dict
            Dict with norm_scan and dloglike_scan for the flux point.
        """
        result = self.fit.likelihood_profile(
            self.model.norm, values=self.norm_values, reoptimize=self.reoptimize
        )
        dloglike_scan = result["likelihood"]
        return {"norm_scan": result["values"], "dloglike_scan": dloglike_scan}

    def estimate_norm(self):
        """Fit norm of the flux point.

        Returns
        -------
        result : dict
            Dict with "norm" and "loglike" for the flux point.
        """
        # start optimization with norm=1
        self.model.norm.value = 1.0
        self.model.norm.frozen = False

        result = self.fit.optimize()

        if result.success:
            norm = self.model.norm.value
        else:
            norm = np.nan

        return {"norm": norm, "loglike": result.total_stat, "success": result.success}
Beispiel #11
0
class FluxPointsEstimator:
    """Flux points estimator.

    Estimates flux points for a given list of spectral datasets, energies and
    spectral model.

    To estimate the flux point the amplitude of the reference spectral model is
    fitted within the energy range defined by the energy group. This is done for
    each group independently. The amplitude is re-normalized using the "norm" parameter,
    which specifies the deviation of the flux from the reference model in this
    energy group. See https://gamma-astro-data-formats.readthedocs.io/en/latest/spectra/binned_likelihoods/index.html
    for details.

    The method is also described in the Fermi-LAT catalog paper
    https://ui.adsabs.harvard.edu/#abs/2015ApJS..218...23A
    or the HESS Galactic Plane Survey paper
    https://ui.adsabs.harvard.edu/#abs/2018A%26A...612A...1H

    Parameters
    ----------
    datasets : list of `~gammapy.spectrum.SpectrumDataset`
        Spectrum datasets.
    e_edges : `~astropy.units.Quantity`
        Energy edges of the flux point bins.
    source : str
        For which source in the model to compute the flux points.
    norm_min : float
        Minimum value for the norm used for the likelihood profile evaluation.
    norm_max : float
        Maximum value for the norm used for the likelihood profile evaluation.
    norm_n_values : int
        Number of norm values used for the likelihood profile.
    norm_values : `numpy.ndarray`
        Array of norm values to be used for the likelihood profile.
    sigma : int
        Sigma to use for asymmetric error computation.
    sigma_ul : int
        Sigma to use for upper limit computation.
    reoptimize : bool
        Re-optimize other free model parameters.
    """
    def __init__(
        self,
        datasets,
        e_edges,
        source="",
        norm_min=0.2,
        norm_max=5,
        norm_n_values=11,
        norm_values=None,
        sigma=1,
        sigma_ul=2,
        reoptimize=False,
    ):
        # make a copy to not modify the input datasets
        if not isinstance(datasets, Datasets):
            datasets = Datasets(datasets)

        if not datasets.is_all_same_type and datasets.is_all_same_shape:
            raise ValueError(
                "Flux point estimation requires a list of datasets"
                " of the same type and data shape.")

        self.datasets = datasets.copy()
        self.e_edges = e_edges

        dataset = self.datasets.datasets[0]

        if isinstance(dataset, SpectrumDatasetOnOff):
            model = dataset.model
        else:
            model = dataset.model[source].spectral_model

        self.model = ScaleSpectralModel(model)
        self.model.norm.min = 0
        self.model.norm.max = 1e3

        if norm_values is None:
            norm_values = np.logspace(np.log10(norm_min), np.log10(norm_max),
                                      norm_n_values)

        self.norm_values = norm_values
        self.sigma = sigma
        self.sigma_ul = sigma_ul
        self.reoptimize = reoptimize
        self.source = source
        self.fit = Fit(self.datasets)

        self._set_scale_model()

    def _freeze_parameters(self):
        # freeze other parameters
        for par in self.datasets.parameters:
            if par is not self.model.norm:
                par.frozen = True

    def _freeze_empty_background(self):
        from gammapy.cube import MapDataset

        counts_all = self.estimate_counts()["counts"]

        for counts, dataset in zip(counts_all, self.datasets.datasets):
            if isinstance(dataset, MapDataset) and counts == 0:
                if dataset.background_model is not None:
                    dataset.background_model.parameters.freeze_all()

    def _set_scale_model(self):
        # set the model on all datasets
        for dataset in self.datasets.datasets:
            if isinstance(dataset, SpectrumDatasetOnOff):
                dataset.model = self.model
            else:
                dataset.model[self.source].spectral_model = self.model

    @property
    def ref_model(self):
        return self.model.model

    @property
    def e_groups(self):
        """Energy grouping table `~astropy.table.Table`"""
        dataset = self.datasets.datasets[0]
        if isinstance(dataset, SpectrumDatasetOnOff):
            energy_axis = dataset.counts.energy
        else:
            energy_axis = dataset.counts.geom.get_axis_by_name("energy")
        return energy_axis.group_table(self.e_edges)

    def __str__(self):
        s = f"{self.__class__.__name__}:\n"
        s += str(self.datasets) + "\n"
        s += str(self.e_edges) + "\n"
        s += str(self.model) + "\n"
        return s

    def run(self, steps="all"):
        """Run the flux point estimator for all energy groups.

        Returns
        -------
        flux_points : `FluxPoints`
            Estimated flux points.
        steps : list of str
            Which steps to execute. See `estimate_flux_point` for details
            and available options.
        """
        rows = []
        for e_group in self.e_groups:
            if e_group["bin_type"].strip() != "normal":
                log.debug(
                    "Skipping under-/ overflow bin in flux point estimation.")
                continue

            row = self.estimate_flux_point(e_group, steps=steps)
            rows.append(row)

        table = table_from_row_data(rows=rows, meta={"SED_TYPE": "likelihood"})
        return FluxPoints(table).to_sed_type("dnde")

    def _energy_mask(self, e_group):
        energy_mask = np.zeros(self.datasets.datasets[0].data_shape)
        energy_mask[e_group["idx_min"]:e_group["idx_max"] + 1] = 1
        return energy_mask.astype(bool)

    def estimate_flux_point(self, e_group, steps="all"):
        """Estimate flux point for a single energy group.

        Parameters
        ----------
        e_group : `~astropy.table.Row`
            Energy group to compute the flux point for.
        steps : list of str
            Which steps to execute. Available options are:

                * "err": estimate symmetric error.
                * "errn-errp": estimate asymmetric errors.
                * "ul": estimate upper limits.
                * "ts": estimate ts and sqrt(ts) values.
                * "norm-scan": estimate likelihood profiles.

            By default all steps are executed.

        Returns
        -------
        result : dict
            Dict with results for the flux point.
        """
        e_min, e_max = e_group["energy_min"], e_group["energy_max"]
        # Put at log center of the bin
        e_ref = np.sqrt(e_min * e_max)

        result = {
            "e_ref": e_ref,
            "e_min": e_min,
            "e_max": e_max,
            "ref_dnde": self.ref_model(e_ref),
            "ref_flux": self.ref_model.integral(e_min, e_max),
            "ref_eflux": self.ref_model.energy_flux(e_min, e_max),
            "ref_e2dnde": self.ref_model(e_ref) * e_ref**2,
        }
        contribute_to_likelihood = False

        for dataset in self.datasets.datasets:
            dataset.mask_fit = self._energy_mask(e_group)
            mask = dataset.mask_fit

            if dataset.mask_safe is not None:
                mask &= dataset.mask_safe

            contribute_to_likelihood |= mask.any()

        if not contribute_to_likelihood:
            raise ValueError(
                "No dataset contributes to the likelihood between"
                " {e_min:.3f} and {e_max:.3f}. Please adapt the "
                "flux point energy edges or check the dataset masks.".format(
                    e_min=e_min, e_max=e_max))

        with self.datasets.parameters.restore_values:

            self._freeze_empty_background()

            if not self.reoptimize:
                self._freeze_parameters()

            result.update(self.estimate_norm())

            if not result.pop("success"):
                log.warning(
                    "Fit failed for flux point between {e_min:.3f} and {e_max:.3f},"
                    " setting NaN.".format(e_min=e_min, e_max=e_max))

            if steps == "all":
                steps = ["err", "counts", "errp-errn", "ul", "ts", "norm-scan"]

            if "err" in steps:
                result.update(self.estimate_norm_err())

            if "counts" in steps:
                result.update(self.estimate_counts())

            if "errp-errn" in steps:
                result.update(self.estimate_norm_errn_errp())

            if "ul" in steps:
                result.update(self.estimate_norm_ul())

            if "ts" in steps:
                result.update(self.estimate_norm_ts())

            if "norm-scan" in steps:
                result.update(self.estimate_norm_scan())

        return result

    def estimate_norm_errn_errp(self):
        """Estimate asymmetric errors for a flux point.

        Returns
        -------
        result : dict
            Dict with asymmetric errors for the flux point norm.
        """
        result = self.fit.confidence(parameter=self.model.norm,
                                     sigma=self.sigma)
        return {"norm_errp": result["errp"], "norm_errn": result["errn"]}

    def estimate_norm_err(self):
        """Estimate covariance errors for a flux point.

        Returns
        -------
        result : dict
            Dict with symmetric error for the flux point norm.
        """
        result = self.fit.covariance()
        norm_err = result.parameters.error(self.model.norm)
        return {"norm_err": norm_err}

    def estimate_counts(self):
        """Estimate counts for the flux point.

        Returns
        -------
        result : dict
            Dict with an array with one entry per dataset with counts for the flux point.
        """
        counts = []
        for dataset in self.datasets.datasets:
            mask = dataset.mask_fit
            if dataset.mask_safe is not None:
                mask &= dataset.mask_safe

            counts.append(dataset.counts.data[mask].sum())

        return {"counts": np.array(counts, dtype=int)}

    def estimate_norm_ul(self):
        """Estimate upper limit for a flux point.

        Returns
        -------
        result : dict
            Dict with upper limit for the flux point norm.
        """
        norm = self.model.norm

        # TODO: the minuit backend has convergence problems when the likelihood is not
        #  of parabolic shape, which is the case, when there are zero counts in the
        #  energy bin. For this case we change to the scipy backend.
        counts = self.estimate_counts()["counts"]

        if np.all(counts == 0):
            result = self.fit.confidence(
                parameter=norm,
                sigma=self.sigma_ul,
                backend="scipy",
                reoptimize=self.reoptimize,
            )
        else:
            result = self.fit.confidence(parameter=norm, sigma=self.sigma_ul)

        return {"norm_ul": result["errp"] + norm.value}

    def estimate_norm_ts(self):
        """Estimate ts and sqrt(ts) for the flux point.

        Returns
        -------
        result : dict
            Dict with ts and sqrt(ts) for the flux point.
        """
        loglike = self.datasets.likelihood()

        # store best fit amplitude, set amplitude of fit model to zero
        self.model.norm.value = 0
        self.model.norm.frozen = True

        if self.reoptimize:
            _ = self.fit.optimize()

        loglike_null = self.datasets.likelihood()

        # compute sqrt TS
        ts = np.abs(loglike_null - loglike)
        sqrt_ts = np.sqrt(ts)
        return {"sqrt_ts": sqrt_ts, "ts": ts}

    def estimate_norm_scan(self):
        """Estimate likelihood profile for the norm parameter.

        Returns
        -------
        result : dict
            Dict with norm_scan and dloglike_scan for the flux point.
        """
        result = self.fit.likelihood_profile(self.model.norm,
                                             values=self.norm_values,
                                             reoptimize=self.reoptimize)
        dloglike_scan = result["likelihood"]
        return {"norm_scan": result["values"], "dloglike_scan": dloglike_scan}

    def estimate_norm(self):
        """Fit norm of the flux point.

        Returns
        -------
        result : dict
            Dict with "norm" and "loglike" for the flux point.
        """
        # start optimization with norm=1
        self.model.norm.value = 1.0
        self.model.norm.frozen = False

        result = self.fit.optimize()

        if result.success:
            norm = self.model.norm.value
        else:
            norm = np.nan

        return {
            "norm": norm,
            "loglike": result.total_stat,
            "success": result.success
        }
Beispiel #12
0
 def test_fit_pwl_sherpa(self, dataset):
     fit = Fit(backend="sherpa", optimize_opts={"method": "simplex"})
     result = fit.optimize(datasets=[dataset])
     self.assert_result(result)