def per_iteration(lmparams, i, resids, mod_pars, photo_data, rv_data, *args, **kws): if i%10 == 0.0: ncores, fname = args params = utilfuncs.get_lmfit_parameters(mod_pars, lmparams) redchisqr = utilfuncs.reduced_chisqr(mod_pars, params, photo_data, rv_data) utilfuncs.iterprint(mod_pars, params, 0.0, redchisqr, 0.0, 0.0) utilfuncs.report_as_input(mod_pars, params, fname)
def per_iteration(mod_pars, theta, lnl, model): global max_lnlike if lnl > max_lnlike: max_lnlike = lnl params = utilfuncs.split_parameters(theta, mod_pars[0]) redchisqr = np.sum(((photo_data[1] - model) / photo_data[2]) ** 2) / \ (photo_data[1].size - 1 - (mod_pars[0] * 5 + (mod_pars[0] - 1) * 6)) utilfuncs.iterprint(mod_pars, params, max_lnlike, redchisqr, 0.0, 0.0) utilfuncs.report_as_input(mod_pars, params, fname)
def generate(mod_pars, body_pars, photo_data, rv_data, nwalkers, ncores, fname, niterations=500): # Flatten body parameters theta = np.array(list(itertools.chain.from_iterable(body_pars))) # Set up the sampler. ndim = len(theta) theta[theta == 0.0] = 1.0e-10 pos0 = [theta + theta * 1.0e-3 * np.random.randn(ndim) for i in range(nwalkers)] sampler = emcee.EnsembleSampler(nwalkers, ndim, lnprob, args=(mod_pars, photo_data, rv_data), threads=ncores) # Clear and run the production chain. print("Running MCMC...") # Make sure paths exist if not os.path.exists("./output/{0}/reports".format(fname)): os.makedirs(os.path.join("./", "{0}".format(fname), "output", "reports")) # Setup some values for tracking time and completion citer, tlast, tsum = 0.0, time.time(), [] for pos, lnp, state in sampler.sample(pos0, iterations=niterations, storechain=True): # Save out the chain for later analysis with open("./output/{0}/reports/mcmc_chain.dat".format(fname), "a+") as f: for k in range(pos.shape[0]): f.write("{0:4d} {1:s}\n".format(k, " ".join(map(str, pos[k])))) citer += 1.0 tsum.append(time.time() - tlast) tleft = np.median(tsum) * (niterations - citer) tlast = time.time() maxlnprob = np.argmax(lnp) bestpos = pos[maxlnprob, :] params = utilfuncs.split_parameters(bestpos, mod_pars[0]) redchisqr = utilfuncs.reduced_chisqr(mod_pars, params, photo_data, rv_data) utilfuncs.iterprint(mod_pars, params, lnp[maxlnprob], redchisqr, citer / niterations, tleft) utilfuncs.report_as_input(mod_pars, params, fname) # Remove 'burn in' region print('Burning in; creating sampler chain...') burnin = int(0.5 * niterations) samples = sampler.chain[:, burnin:, :].reshape((-1, ndim)) # Compute the quantiles. print('Computing quantiles; mapping results...') results = map( lambda v: (v[1], v[2] - v[1], v[1] - v[0]), zip(*np.percentile(samples, [16, 50, 84], axis=0)) ) # Produce final model and save the values print('Saving final results...') utilfuncs.mcmc_report_out(mod_pars, results, fname) utilfuncs.plot_out(params, fname, sampler, samples, ndim)