def generate_data(params, N, rng=(-5, 5)):
# Create GP object
# It needs a kernel to be supplied.
gp = george.GP(0.1 * kernels.ExpSquaredKernel(3.3))
# Generate an array for the independent variable.
# In this case, the array goes from -5 to +5.
# In case of a spectrum this is the wavelength.
t = rng[0] + np.diff(rng) * np.sort(np.random.rand(N))
# Generate the dependent variable array. Flux in case of spectra.
# The sample method of the gp object draws samples from the distribution
# used to define the gp object.
y = gp.sample(t) # This just gives a straight line
# This adds the gaussian "absorption" or "emission" to the straight line
y += Model(**params).get_value(t)
# Generate array for errors and add it to the dependent variable.
# This has a base error of 0.05 and then another random error that
# has a magnitude between 0 and 0.05.
yerr = 0.05 + 0.05 * np.random.rand(N)
y += yerr * np.random.randn(
N) # randn draws samples from the normal distribution
"""
fig = plt.figure()
ax = fig.add_subplot(111)
ax.errorbar(t, y, yerr=yerr, fmt='.k', capsize=0)
plt.show()
"""
return t, y, yerr
def generate_data(params, N, rng=(-5, 5)):
gp = george.GP(0.1 * kernels.ExpSquaredKernel(3.3))
t = rng[0] + np.diff(rng) * np.sort(np.random.rand(N))
y = gp.sample(t)
y += Model(**params).get_value(t)
yerr = 0.05 + 0.05 * np.random.rand(N)
y += yerr * np.random.randn(N)
return t, y, yerr
tau2=1.,
k2=np.std(y) / 100,
w2=0.,
e2=0.4,
offset1=0.,
offset2=0.)
kwargs = dict(**truth)
kwargs["bounds"] = dict(P1=(7.5, 8.5),
k1=(0, 0.1),
w1=(-2 * np.pi, 2 * np.pi),
e1=(0, 0.9),
tau2=(-50, 50),
k2=(0, 0.2),
w2=(-2 * np.pi, 2 * np.pi),
e2=(0, 0.9))
mean_model = Model(**kwargs)
gp = george.GP(kernel,
mean=mean_model,
fit_mean=True,
white_noise=np.log(0.5**2),
fit_white_noise=True)
gp.compute(t, yerr)
def lnprob2(p):
gp.set_parameter_vector(p)
return gp.log_likelihood(y, quiet=True) + gp.log_prior()
#==============================================================================
# MCMC
k2=np.std(y) / 100,
w2=0.,
e2=0.5,
d_harps1=0.,
d_harps2=0.)
kwargs = dict(**truth)
kwargs["bounds"] = dict(P1=(12.5, 13.0),
k1=(0, 1.),
w1=(-2 * np.pi, 2 * np.pi),
e1=(0.7, 0.95),
P2=(35, 45),
k2=(0, 1.),
w2=(-2 * np.pi, 2 * np.pi),
e2=(0.4, 0.65))
mean_model = Model(**kwargs)
gp = george.GP(kernel,
mean=mean_model,
fit_mean=True,
white_noise=np.log(0.5**2),
fit_white_noise=True)
gp.freeze_parameter('kernel:k2:k1:log_constant')
gp.compute(x, yerr)
def lnprob2(p):
gp.set_parameter_vector(p)
return gp.log_likelihood(y, quiet=True) + gp.log_prior()
#==============================================================================
idx = t < 57300
offset[idx] = self.offset1
offset[~idx] = self.offset2
return rv1 + rv2 + offset
#==============================================================================
# Priors
#==============================================================================
model = george.GP(mean=Model(P1=8.,
tau1=1.,
k1=np.std(y) / 100,
w1=0.,
e1=0.4,
P2=100,
tau2=1.,
k2=np.std(y) / 100,
w2=0.,
e2=0.4,
offset1=0.,
offset2=0.))
model.compute(t, yerr)
def lnprob(p):
model.set_parameter_vector(p)
return model.log_likelihood(y, quiet=True) + model.log_prior()
#==============================================================================
# GP
p0 = initial + 1e-8 * np.random.randn(nwalkers, ndim)
sampler = emcee.EnsembleSampler(nwalkers, ndim, lnprob)
print("Running burn-in...")
p0, _, _ = sampler.run_mcmc(p0, 500)
sampler.reset()
print("Running production...")
sampler.run_mcmc(p0, 1000)
#==============================================================================
# Modelling correlated noise
#==============================================================================
# mean: An object (following the modeling protocol) that specifies the mean function of the GP.
gp = george.GP(np.var(y) * kernels.Matern32Kernel(10.0), mean=Model(**truth))
# compute(x, yerr=0.0, **kwargs). Pre-compute the covariance matrix and factorize it for a set of times and uncertainties.
gp.compute(t, yerr)
def lnprob2(p):
# Set the parameter values to the given vector
gp.set_parameter_vector(p)
# Compute the logarithm of the marginalized likelihood of a set of observations under the Gaussian process model.
return gp.log_likelihood(y, quiet=True) + gp.log_prior()
#==============================================================================
# tau = time of pericenter passage ?
tau = 62.19
# k = amplitude of radial velocity (m/s)
K = 186.8
# offset
offset = 0
'''
t = np.linspace(min(RV_ALL[:, 0]), max(RV_ALL[:, 0]), num=10000, endpoint=True)
truth = dict(n=0.0151661049, tau=62.19, k=186.8, w=0, e0=0.856, offset=0)
#truth = dict(amp=5, P=25*0.31, phase=0.1)
# y = Model(**truth).get_value(RV_ALL[:,0])
y = Model(**truth).get_value(t)
# Plot the data using the star.plot function
# plt.plot(RV_ALL[:,0], y, '-')
plt.plot(t, y, '-')
plt.ylabel('RV' r"$[m/s]$")
plt.xlabel('t')
plt.title('Simulated RV')
plt.show()
#==============================================================================
# GP Modelling
#==============================================================================
from george.modeling import Model
from george import kernels
#==============================================================================
# Inject a planet
#==============================================================================
from george.modeling import Model
class Model(Model):
parameter_names = ("amp", "P", "phase")
def get_value(self, t):
return self.amp * np.sin(2 * np.pi * t / self.P + self.phase)
truth = dict(amp=5, P=25 * 0.31, phase=0.1)
y_planet = Model(**truth).get_value(t)
yerr = 0.5 + 0.5 * np.random.rand(N) # size of error bar
delta_y = np.zeros(N)
for i in range(N):
delta_y[i] = np.random.normal(0, yerr[i], 1)[0]
y_planet = y_planet + delta_y
if 1: # planet
plt.errorbar(t, y_planet, yerr=yerr, fmt=".k", capsize=0)
plt.ylabel(r"$y$ [m/s]")
plt.xlabel(r"$t$ [days]")
plt.ylim((-8, 12))
plt.title("Planet induced radial velocity")
plt.show()
from george import kernels
# k1 = kernels.ExpSine2Kernel(gamma = 1, log_period = np.log(100), bounds=dict(gamma=(0,10), log_period=(1,6)))
k2 = np.std(y) * kernels.ExpSquaredKernel(100)
# k3 = 0.66**2 * kernels.RationalQuadraticKernel(log_alpha=np.log(0.78), metric=1.2**2)
kernel = k2
truth = dict(a=np.log(2.), k=np.log(0.7), phi=1., b=0., m=-0.2)
kwargs = dict(**truth)
kwargs["bounds"] = dict(a=(0, 5),
k=(-3, 3),
phi=(-2 * np.pi, 2 * np.pi),
b=(-2, 2),
m=(-1, 3))
mean_model = Model(**kwargs)
gp = george.GP(kernel, mean=mean_model, fit_mean=True)
gp.compute(x, yerr)
names = gp.get_parameter_names()
def lnprob(p):
gp.set_parameter_vector(p)
return gp.log_likelihood(y, quiet=True) + gp.log_prior()
#==============================================================================
# MCMC with jitter correction (5 parameters)
#==============================================================================
if (mode == 5):
print('# MCMC with jitter correction (5 parameters) #')
def main():
truth = dict(amp=-1.0, location=0.1, log_sigma2=np.log(0.4))
t, y, yerr = generate_data(truth, 50)
model = george.GP(mean=PolynomialModel(
m=0, b=0, amp=-1, location=0.1, log_sigma2=np.log(0.4)))
model.compute(t, yerr)
initial = model.get_parameter_vector()
ndim, nwalkers = len(initial), 32
p0 = initial + 1e-8 * np.random.randn(nwalkers, ndim)
sampler = emcee.EnsembleSampler(nwalkers, ndim, lnprob, args=(y, model))
print "Fitting assuming uncorrelated errors."
print("Running burn-in...")
p0, _, _ = sampler.run_mcmc(p0, 500)
sampler.reset()
print("Running production...")
sampler.run_mcmc(p0, 1000)
# Plot
fig = plt.figure()
ax = fig.add_subplot(111)
ax.set_title("Fit assuming uncorrelated errors.")
# plot data
ax.errorbar(t, y, yerr=yerr, fmt=".k", capsize=0)
# The positions where the prediction should be computed.
x = np.linspace(-5, 5, 500)
# Plot 24 posterior samples.
samples = sampler.flatchain
for s in samples[np.random.randint(len(samples), size=24)]:
model.set_parameter_vector(s)
ax.plot(x, model.mean.get_value(x), color="#4682b4", alpha=0.3)
#plt.show()
# Corner plot for case assuming uncorrelated noise
tri_cols = ["amp", "location", "log_sigma2"]
tri_labels = [r"$\alpha$", r"$\ell$", r"$\ln\sigma^2$"]
tri_truths = [truth[k] for k in tri_cols]
tri_range = [(-2, -0.01), (-3, -0.5), (-1, 1)]
names = model.get_parameter_names()
inds = np.array([names.index("mean:" + k) for k in tri_cols])
corner.corner(sampler.flatchain[:, inds],
truths=tri_truths,
labels=tri_labels)
plt.show(
) # Seems like this is necessary for the corner plot to actually show up
# --------------------- Now assuming correlated errors --------------------- #
print "\n", "Fitting assuming correlated errors modeled with GP noise model."
kwargs = dict(**truth)
kwargs["bounds"] = dict(location=(-2, 2))
mean_model = Model(**kwargs)
gp = george.GP(np.var(y) * kernels.Matern32Kernel(10.0), mean=mean_model)
gp.compute(t, yerr)
# Again run MCMC
initial = gp.get_parameter_vector()
ndim, nwalkers = len(initial), 32
sampler = emcee.EnsembleSampler(nwalkers, ndim, lnprob2, args=(y, gp))
print("Running first burn-in...")
p0 = initial + 1e-8 * np.random.randn(nwalkers, ndim)
p0, lp, _ = sampler.run_mcmc(p0, 2000)
print("Running second burn-in...")
p0 = p0[np.argmax(lp)] + 1e-8 * np.random.randn(nwalkers, ndim)
sampler.reset()
p0, _, _ = sampler.run_mcmc(p0, 2000)
sampler.reset()
print("Running production...")
sampler.run_mcmc(p0, 2000)
# Plot
fig1 = plt.figure()
ax1 = fig1.add_subplot(111)
ax1.set_title("Fit assuming correlated errors and GP noise model.")
# plot data
ax1.errorbar(t, y, yerr=yerr, fmt=".k", capsize=0)
# Plot 24 posterior samples.
samples = sampler.flatchain
for s in samples[np.random.randint(len(samples), size=24)]:
gp.set_parameter_vector(s)
mu = gp.sample_conditional(y, x)
ax1.plot(x, mu, color="#4682b4", alpha=0.3)
names = gp.get_parameter_names()
inds = np.array([names.index("mean:" + k) for k in tri_cols])
corner.corner(sampler.flatchain[:, inds],
truths=tri_truths,
labels=tri_labels)
plt.show()
return None
rot_prof = self.a * np.exp(
(-flatx * self.b - self.c / self.b)) + self.d
vals = np.array([
splittings(rot_prof, 1),
splittings(rot_prof, 2),
splittings(rot_prof, 3)
])
return vals
truth = dict(a=400, b=-12, c=0.6, d=50) #log_sigma=np.log(0.4))
kwargs = dict(**truth)
kwargs["bounds"] = dict(a=(0, 700), b=(-15, 15), c=(-1, 1), d=(0, 100))
#kwargs["bounds"] = dict(a=(-5,5), b = (0,15),c = (0,10.))
mean_model = Model(**kwargs)
plt.figure()
ao, bo, co, do = mean_model.get_parameter_vector()
plt.plot(r[0] * flatx, (ao * np.exp((-flatx * bo - co / bo)) + do))
plt.title('Pre Optimization Rotation Curve')
plt.xlabel('r/R')
plt.ylabel(r'$\Omega$')
#plt.ylim(0,500)
plt.show()
plt.figure()
actual_rot = 330 * np.ones(4800)
actual_rot[3360:-1] = actual_rot[3360:-1] + 30
actual_1 = splittings(actual_rot, 1)
