def test_predict(seed=42):
np.random.seed(seed)
x = np.linspace(1, 59, 300)
t = np.sort(np.random.uniform(10, 50, 100))
yerr = np.random.uniform(0.1, 0.5, len(t))
y = np.sin(t)
kernel = terms.RealTerm(0.1, 0.5)
for term in [(0.6, 0.7, 1.0), (0.1, 0.05, 0.5, -0.1)]:
kernel += terms.ComplexTerm(*term)
gp = GP(kernel)
gp.compute(t, yerr)
K = gp.get_matrix(include_diagonal=True)
Ks = gp.get_matrix(x, t)
true_mu = np.dot(Ks, np.linalg.solve(K, y))
true_cov = gp.get_matrix(x, x) - np.dot(Ks, np.linalg.solve(K, Ks.T))
mu, cov = gp.predict(y, x)
_, var = gp.predict(y, x, return_var=True)
assert np.allclose(mu, true_mu)
assert np.allclose(cov, true_cov)
assert np.allclose(var, np.diag(true_cov))
mu0, cov0 = gp.predict(y, t)
mu, cov = gp.predict(y)
assert np.allclose(mu0, mu)
assert np.allclose(cov0, cov)
def test_nyquist_singularity(method, seed=4220):
np.random.seed(seed)
kernel = terms.ComplexTerm(1.0, np.log(1e-6), np.log(1.0))
gp = GP(kernel, method=method)
# Samples are very close to Nyquist with f = 1.0
ts = np.array([0.0, 0.5, 1.0, 1.5])
ts[1] = ts[1] + 1e-9 * np.random.randn()
ts[2] = ts[2] + 1e-8 * np.random.randn()
ts[3] = ts[3] + 1e-7 * np.random.randn()
yerr = np.random.uniform(low=0.1, high=0.2, size=len(ts))
y = np.random.randn(len(ts))
gp.compute(ts, yerr)
llgp = gp.log_likelihood(y)
K = gp.get_matrix(ts)
K[np.diag_indices_from(K)] += yerr**2.0
ll = (-0.5 * np.dot(y, np.linalg.solve(K, y)) -
0.5 * np.linalg.slogdet(K)[1] - 0.5 * len(y) * np.log(2.0 * np.pi))
assert np.allclose(ll, llgp)
def test_log_likelihood(method, seed=42):
np.random.seed(seed)
x = np.sort(np.random.rand(10))
yerr = np.random.uniform(0.1, 0.5, len(x))
y = np.sin(x)
kernel = terms.RealTerm(0.1, 0.5)
gp = GP(kernel, method=method)
with pytest.raises(RuntimeError):
gp.log_likelihood(y)
for term in [(0.6, 0.7, 1.0)]:
kernel += terms.ComplexTerm(*term)
gp = GP(kernel, method=method)
assert gp.computed is False
with pytest.raises(ValueError):
gp.compute(np.random.rand(len(x)), yerr)
gp.compute(x, yerr)
assert gp.computed is True
assert gp.dirty is False
ll = gp.log_likelihood(y)
K = gp.get_matrix(include_diagonal=True)
ll0 = -0.5 * np.dot(y, np.linalg.solve(K, y))
ll0 -= 0.5 * np.linalg.slogdet(K)[1]
ll0 -= 0.5 * len(x) * np.log(2*np.pi)
assert np.allclose(ll, ll0)
# Check that changing the parameters "un-computes" the likelihood.
gp.set_parameter_vector(gp.get_parameter_vector())
assert gp.dirty is True
assert gp.computed is False
# Check that changing the parameters changes the likelihood.
gp.compute(x, yerr)
ll1 = gp.log_likelihood(y)
params = gp.get_parameter_vector()
params[0] += 0.1
gp.set_parameter_vector(params)
gp.compute(x, yerr)
ll2 = gp.log_likelihood(y)
assert not np.allclose(ll1, ll2)
gp[1] += 0.1
assert gp.dirty is True
gp.compute(x, yerr)
ll3 = gp.log_likelihood(y)
assert not np.allclose(ll2, ll3)
def test_log_likelihood(seed=42):
np.random.seed(seed)
x = np.sort(np.random.rand(10))
yerr = np.random.uniform(0.1, 0.5, len(x))
y = np.sin(x)
kernel = terms.RealTerm(0.1, 0.5)
gp = GP(kernel)
with pytest.raises(RuntimeError):
gp.log_likelihood(y)
termlist = [(0.1 + 10./j, 0.5 + 10./j) for j in range(1, 4)]
termlist += [(1.0 + 10./j, 0.01 + 10./j, 0.5, 0.01) for j in range(1, 10)]
termlist += [(0.6, 0.7, 1.0), (0.3, 0.05, 0.5, 0.6)]
for term in termlist:
if len(term) > 2:
kernel += terms.ComplexTerm(*term)
else:
kernel += terms.RealTerm(*term)
gp = GP(kernel)
assert gp.computed is False
with pytest.raises(ValueError):
gp.compute(np.random.rand(len(x)), yerr)
gp.compute(x, yerr)
assert gp.computed is True
assert gp.dirty is False
ll = gp.log_likelihood(y)
K = gp.get_matrix(include_diagonal=True)
ll0 = -0.5 * np.dot(y, np.linalg.solve(K, y))
ll0 -= 0.5 * np.linalg.slogdet(K)[1]
ll0 -= 0.5 * len(x) * np.log(2*np.pi)
assert np.allclose(ll, ll0)
# Check that changing the parameters "un-computes" the likelihood.
gp.set_parameter_vector(gp.get_parameter_vector())
assert gp.dirty is True
assert gp.computed is False
# Check that changing the parameters changes the likelihood.
gp.compute(x, yerr)
ll1 = gp.log_likelihood(y)
params = gp.get_parameter_vector()
params[0] += 10.0
gp.set_parameter_vector(params)
gp.compute(x, yerr)
ll2 = gp.log_likelihood(y)
assert not np.allclose(ll1, ll2)
gp[1] += 10.0
assert gp.dirty is True
gp.compute(x, yerr)
ll3 = gp.log_likelihood(y)
assert not np.allclose(ll2, ll3)
# Test zero delta t
ind = len(x) // 2
x = np.concatenate((x[:ind], [x[ind]], x[ind:]))
y = np.concatenate((y[:ind], [y[ind]], y[ind:]))
yerr = np.concatenate((yerr[:ind], [yerr[ind]], yerr[ind:]))
gp.compute(x, yerr)
ll = gp.log_likelihood(y)
K = gp.get_matrix(include_diagonal=True)
ll0 = -0.5 * np.dot(y, np.linalg.solve(K, y))
ll0 -= 0.5 * np.linalg.slogdet(K)[1]
ll0 -= 0.5 * len(x) * np.log(2*np.pi)
assert np.allclose(ll, ll0), "face"
def test_log_likelihood(with_general, seed=42):
np.random.seed(seed)
x = np.sort(np.random.rand(10))
yerr = np.random.uniform(0.1, 0.5, len(x))
y = np.sin(x)
if with_general:
U = np.vander(x - np.mean(x), 4).T
V = U * np.random.rand(4)[:, None]
A = np.sum(U * V, axis=0) + 1e-8
else:
A = np.empty(0)
U = np.empty((0, 0))
V = np.empty((0, 0))
# Check quiet argument with a non-positive definite kernel.
class NPDTerm(terms.Term):
parameter_names = ("par1", )
def get_real_coefficients(self, params): # NOQA
return [params[0]], [0.1]
gp = GP(NPDTerm(-1.0))
with pytest.raises(celerite.solver.LinAlgError):
gp.compute(x, 0.0)
with pytest.raises(celerite.solver.LinAlgError):
gp.log_likelihood(y)
assert np.isinf(gp.log_likelihood(y, quiet=True))
if terms.HAS_AUTOGRAD:
assert np.isinf(gp.grad_log_likelihood(y, quiet=True)[0])
kernel = terms.RealTerm(0.1, 0.5)
gp = GP(kernel)
with pytest.raises(RuntimeError):
gp.log_likelihood(y)
termlist = [(0.1 + 10. / j, 0.5 + 10. / j) for j in range(1, 4)]
termlist += [(1.0 + 10. / j, 0.01 + 10. / j, 0.5, 0.01)
for j in range(1, 10)]
termlist += [(0.6, 0.7, 1.0), (0.3, 0.05, 0.5, 0.6)]
for term in termlist:
if len(term) > 2:
kernel += terms.ComplexTerm(*term)
else:
kernel += terms.RealTerm(*term)
gp = GP(kernel)
assert gp.computed is False
with pytest.raises(ValueError):
gp.compute(np.random.rand(len(x)), yerr)
gp.compute(x, yerr, A=A, U=U, V=V)
assert gp.computed is True
assert gp.dirty is False
ll = gp.log_likelihood(y)
K = gp.get_matrix(include_diagonal=True)
ll0 = -0.5 * np.dot(y, np.linalg.solve(K, y))
ll0 -= 0.5 * np.linalg.slogdet(K)[1]
ll0 -= 0.5 * len(x) * np.log(2 * np.pi)
assert np.allclose(ll, ll0)
# Check that changing the parameters "un-computes" the likelihood.
gp.set_parameter_vector(gp.get_parameter_vector())
assert gp.dirty is True
assert gp.computed is False
# Check that changing the parameters changes the likelihood.
gp.compute(x, yerr, A=A, U=U, V=V)
ll1 = gp.log_likelihood(y)
params = gp.get_parameter_vector()
params[0] += 10.0
gp.set_parameter_vector(params)
gp.compute(x, yerr, A=A, U=U, V=V)
ll2 = gp.log_likelihood(y)
assert not np.allclose(ll1, ll2)
gp[1] += 10.0
assert gp.dirty is True
gp.compute(x, yerr, A=A, U=U, V=V)
ll3 = gp.log_likelihood(y)
assert not np.allclose(ll2, ll3)
# Test zero delta t
ind = len(x) // 2
x = np.concatenate((x[:ind], [x[ind]], x[ind:]))
y = np.concatenate((y[:ind], [y[ind]], y[ind:]))
yerr = np.concatenate((yerr[:ind], [yerr[ind]], yerr[ind:]))
gp.compute(x, yerr)
ll = gp.log_likelihood(y)
K = gp.get_matrix(include_diagonal=True)
ll0 = -0.5 * np.dot(y, np.linalg.solve(K, y))
ll0 -= 0.5 * np.linalg.slogdet(K)[1]
ll0 -= 0.5 * len(x) * np.log(2 * np.pi)
assert np.allclose(ll, ll0)
def GPSpec_2Comp(wav,
flux,
flux_err,
shifts_in=None,
nsteps=2000,
nrange=3,
prefix='RR2'):
# NB: input wavelengths should be in nm, flux continuum should be about 1
K, N = wav.shape
# Create 2-D array of scaled log wavelengths for fitting
lwav = np.log(wav * 1e-9) # in m
lw0, lw1 = lwav.min(), lwav.max()
x = (lwav - lw0) / (lw1 - lw0)
# First do GP fit to individual spectra to get estimate of GP HPs
print 'GP fit to individual spectra'
HPs = np.zeros((K, 3))
for i in range(K):
xx = x[i, :].flatten()
yy = flux[i, :].flatten()
ee = flux_err[i, :].flatten()
HPs[i, :] = Fit0_Jitter(xx, yy, ee, verbose=False)
HPs = np.median(HPs, axis=0)
print 'GP HPs:', HPs
k = terms.Matern32Term(log_sigma=HPs[0], log_rho=HPs[1])
k += terms.JitterTerm(log_sigma=HPs[2])
gp1 = GP(k, mean=1.0)
gp2 = GP(k, mean=1.0)
# Initial (ML) estimate of parameters
print "Starting ML fit"
if shifts_in is None:
shifts_in = np.zeros(2 * (K - 1))
par_in = shifts_in / SPEED_OF_LIGHT / (lw1 - lw0)
ML_par = np.array(Fit2(x, flux, gp1, gp2, verbose=False, par_in=par_in))
par_ML = np.copy(ML_par)
par_ML *= (lw1 - lw0) * SPEED_OF_LIGHT * 1e-3
print "ML fit done"
# MCMC
print "Starting MCMC"
ndim = len(ML_par)
nwalkers = ndim * 4
p0 = ML_par + 1e-4 * np.random.randn(nwalkers, ndim)
sampler = emcee.EnsembleSampler(nwalkers,
ndim,
LP2,
args=[gp1, gp2, x, flux])
for i, result in enumerate(sampler.sample(p0, iterations=nsteps)):
n = int((30 + 1) * float(i) / nsteps)
print i
sys.stdout.write("\r[{0}{1}]".format('#' * n, ' ' * (30 - n)))
sys.stdout.write("\n")
print("MCMC done")
# find MAP parameters
iMAP = np.argmax(sampler.flatlnprobability)
MAP_par = sampler.flatchain[iMAP, :].flatten()
# extract MCMC chains
samples = sampler.chain
Lprob = sampler.lnprobability
# convert chains back to physical units: shifts in km/s
samples_tpl = np.copy(samples)
samples_tpl *= (lw1 - lw0) * SPEED_OF_LIGHT * 1e-3
par_MAP = np.copy(MAP_par)
par_MAP *= (lw1 - lw0) * SPEED_OF_LIGHT * 1e-3
# parameter names for plots
labels = []
for i in range(K - 1):
labels.append(r'$\delta v^1_{%d}$ (km/s)' % (i + 1))
for i in range(K - 1):
labels.append(r'$\delta v^2_{%d}$ (km/s)' % (i + 1))
labels = np.array(labels)
names = []
for i in range(K - 1):
names.append('dv1_%d (km/s)' % (i + 1))
for i in range(K - 1):
names.append('dv2_%d (km/s)' % (i + 1))
names = np.array(names)
# Plot the chains
fig1 = plt.figure(figsize=(12, 2 * (K - 1) + 2))
gs1 = gridspec.GridSpec(ndim + 1, 1)
gs1.update(left=0.1, right=0.98, bottom=0.07, top=0.98, hspace=0)
ax1 = plt.subplot(gs1[0, 0])
plt.setp(ax1.get_xticklabels(), visible=False)
plt.plot(Lprob.T, 'k-', alpha=0.2)
plt.ylabel(r'$\ln P$')
for i in range(ndim):
print i, ndim, len(labels)
axc = plt.subplot(gs1[i + 1, 0], sharex=ax1)
if i < (ndim - 1):
plt.setp(axc.get_xticklabels(), visible=False)
plt.plot(samples_tpl[:, :, i].T, 'k-', alpha=0.2)
plt.ylabel(labels[i])
plt.xlim(0, nsteps)
plt.xlabel('iteration number')
# Discard burnout
nburn = int(raw_input('Enter no. steps to discard as burnout: '))
plt.axvline(nburn)
# Evaluate and print the parameter ranges
print '\n{:20s}: {:10s} {:10s} {:10s} - {:7s} + {:7s}'.format('Parameter', 'ML', 'MAP', \
'Median','Error','Error')
par50 = np.zeros(ndim)
par84 = np.zeros(ndim)
par16 = np.zeros(ndim)
for i in range(ndim):
sam = samples_tpl[:, :, i].flatten()
b, m, f = np.percentile(sam, [16, 50, 84])
par50[i] = m
par16[i] = b
par84[i] = f
print '{:20s}: {:10.5f} {:10.5f} {:10.5f} - {:7.5f} + {:7.5f}'.format(names[i], \
par_ML[i], \
par_MAP[i], \
m, m-b, f-m)
if prefix is None:
return par_MAP, par50, par50 - par16, par84 - par50
plt.savefig('%s_chains.png' % prefix)
samples_flat = samples[:, nburn:, :].reshape(-1, ndim)
samples_tpl_flat = samples_tpl[:, nburn:, :].reshape(-1, ndim)
# Plot the parameter distributions
fig2 = corner.corner(samples_tpl_flat, truths = par_MAP, labels = labels, show_titles = True, \
quantiles = [0.16, 0.84])
plt.savefig('%s_corner.png' % prefix)
# Plot the individual spectra with MAP fit
xpred = np.copy(x)
fpred, fpred_err, f1pred, f2pred = Pred2_2D(MAP_par,
gp1,
gp2,
x,
flux,
flux_err,
xpred=xpred)
lwpred = (lw1 - lw0) * xpred + lw0
wpred = np.exp(lwpred) * 1e9
fig3 = plt.figure(figsize=(12, K + 1))
gs3 = gridspec.GridSpec(K, 1)
gs3.update(left=0.1, right=0.98, bottom=0.07, top=0.98, hspace=0)
for i in range(K):
if i == 0:
ax1 = plt.subplot(gs3[0, 0])
else:
axc = plt.subplot(gs3[i, 0], sharex=ax1, sharey=ax1)
if i < (K - 1):
plt.setp(ax1.get_xticklabels(), visible=False)
plt.plot(wpred[i, :], f1pred[i, :], 'C1')
plt.plot(wpred[i, :], f2pred[i, :], 'C2')
plt.fill_between(wpred[i,:], fpred[i,:] + 2 * fpred_err[i,:], \
fpred[i,:] - fpred_err[i,:], color = 'C0', alpha = 0.4, lw = 0)
plt.plot(wpred[i, :], fpred[i, :], 'C0')
plt.ylabel('spec. %d' % (i + 1))
plt.errorbar(wav[i,:], flux[i,:], yerr = flux_err[i,:], \
fmt = ".k", ms = 3, mec = 'none', capsize = 0, alpha = 0.5, lw=0.5)
plt.xlim(wav.min(), wav.max())
plt.xlabel('wavelength (nm)')
plt.savefig('%s_spectra.png' % prefix)
# Plot the combined spectra with samples from MCMC chain
s1 = np.append(0.0, MAP_par[:K - 1])
x11d = (x + s1[:, None]).flatten()
lw11d = (lw1 - lw0) * x11d + lw0
w11d = np.exp(lw11d) * 1e9
K1 = gp1.get_matrix(x11d)
s2 = np.append(0.0, MAP_par[K - 1:])
x21d = (x + s2[:, None]).flatten()
lw21d = (lw1 - lw0) * x21d + lw0
w21d = np.exp(lw21d) * 1e9
K2 = gp2.get_matrix(x21d)
y1derr = flux_err.flatten()
Ktot = K1 + K2 + np.diag(y1derr**2)
y1d = flux.flatten() - 1.0
y11d = (flux - f2pred).flatten() + 1
y21d = (flux - f1pred).flatten() + 1
offset = 1.5 * (y11d.min() - 1)
L = sla.cho_factor(Ktot)
b = sla.cho_solve(L, y1d)
fig4 = plt.figure(figsize=(12, 2 * nrange + 1))
gs4 = gridspec.GridSpec(nrange, 1)
gs4.update(left=0.1, right=0.98, bottom=0.07, top=0.98, hspace=0.15)
ws = min(w11d.min(), w21d.min())
wr = (max(w11d.max(), w21d.max()) - ws) / float(nrange)
for i in range(nrange):
if i == 0:
ax1 = plt.subplot(gs4[0, 0])
else:
axc = plt.subplot(gs4[i, 0], sharey=ax1)
wmin = ws + (i - 0.05) * wr
wmax = ws + (i + 1.05) * wr
l = (w11d >= wmin) * (w11d <= wmax)
plt.errorbar(w11d[l], y11d[l], yerr = y1derr[l], fmt = ".k", capsize = 0, \
alpha = 0.5, ms = 2, mec='none')
l = (w21d >= wmin) * (w21d <= wmax)
plt.errorbar(w21d[l], y21d[l] + offset, yerr = y1derr[l], fmt = ".k", capsize = 0, \
alpha = 0.5, ms = 2, mec='none')
wpred = np.linspace(wmin, wmax, 1000)
lwpred = np.log(wpred * 1e-9)
xpred = (lwpred - lw0) / (lw1 - lw0)
isamp = np.random.randint(nsteps - nburn, size=10)
for j in isamp:
samp_params = samples_flat[j, :].flatten()
s1 = samp_params[:K - 1]
x1pred = (xpred + s1[:, None]).flatten()
lw1pred = (lw1 - lw0) * x1pred + lw0
w1pred = np.exp(lw1pred) * 1e9
K1s = gp1.get_matrix(x1pred, x11d)
s2 = samp_params[K - 1:]
x2pred = (xpred + s2[:, None]).flatten()
lw2pred = (lw1 - lw0) * x2pred + lw0
w2pred = np.exp(lw2pred) * 1e9
K2s = gp2.get_matrix(x2pred, x21d)
Ks = K1s + K2s
K1ss = gp1.get_matrix(x1pred)
K2ss = gp2.get_matrix(x2pred)
Kss = K1ss + K2ss
mu1 = np.dot(K1s, b).reshape(x1pred.shape) + 1
mu2 = np.dot(K2s, b).reshape(x2pred.shape) + 1
inds1 = np.argsort(w1pred)
plt.plot(w1pred[inds1], mu1[inds1], 'C0-', lw=0.5, alpha=0.5)
inds2 = np.argsort(w2pred)
plt.plot(w2pred[inds2],
mu2[inds2] + offset,
'C1-',
lw=0.5,
alpha=0.5)
plt.xlim(wmin, wmax)
plt.ylabel('flux')
plt.xlabel('wavelength (nm)')
plt.savefig('%s_combined.png' % prefix)
return par_MAP, par50, par50 - par16, par84 - par50, [
fig1, fig2, fig3, fig4
]
