K2-24 Fitting & MCMC

Using the K2-24 (EPIC-203771098) dataset, we demonstrate how to use the radvel API to:

  • perform a max-likelihood fit
  • do an MCMC exploration of the posterior space
  • plot the results

Circular Orbits

Perform some preliminary imports:

[1]:
%matplotlib inline

import os

import matplotlib
import numpy as np
import pylab as pl
import pandas as pd
from scipy import optimize

import corner

import radvel
from radvel.plot import orbit_plots, mcmc_plots

matplotlib.rcParams['font.size'] = 14

Define a function that we will use to initialize the radvel.Parameters and radvel.RVModel objects

[2]:
def initialize_model():
    time_base = 2420
    params = radvel.Parameters(2,basis='per tc secosw sesinw logk') # number of planets = 2
    params['per1'] = radvel.Parameter(value=20.885258)
    params['tc1'] = radvel.Parameter(value=2072.79438)
    params['secosw1'] = radvel.Parameter(value=0.01)
    params['sesinw1'] = radvel.Parameter(value=0.01)
    params['logk1'] = radvel.Parameter(value=1.1)
    params['per2'] = radvel.Parameter(value=42.363011)
    params['tc2'] = radvel.Parameter(value=2082.62516)
    params['secosw2'] = radvel.Parameter(value=0.01)
    params['sesinw2'] = radvel.Parameter(value=0.01)
    params['logk2'] = radvel.Parameter(value=1.1)
    mod = radvel.RVModel(params, time_base=time_base)
    mod.params['dvdt'] = radvel.Parameter(value=-0.02)
    mod.params['curv'] = radvel.Parameter(value=0.01)
    return mod

Define a simple plotting function to display the data, model, and residuals

[3]:
def plot_results(like):
    fig = pl.figure(figsize=(12,4))
    fig = pl.gcf()
    fig.set_tight_layout(True)
    pl.errorbar(
        like.x, like.model(t)+like.residuals(),
        yerr=like.yerr, fmt='o'
        )
    pl.plot(ti, like.model(ti))
    pl.xlabel('Time')
    pl.ylabel('RV')
    pl.draw()

Load up the K2-24 data. In this example the RV data and parameter starting guesses are stored in an csv file

[4]:
path = os.path.join(radvel.DATADIR,'epic203771098.csv')
rv = pd.read_csv(path)

t = np.array(rv.t)
vel = np.array(rv.vel)
errvel = rv.errvel
ti = np.linspace(rv.t.iloc[0]-5,rv.t.iloc[-1]+5,100)

Fit the K2-24 RV data assuming:

  1. circular orbits
  2. fixed period, time of transit

Set initial guesses for the parameters

[5]:
mod = initialize_model()
like = radvel.likelihood.RVLikelihood(mod, t, vel, errvel)
like.params['gamma'] = radvel.Parameter(value=0.1)
like.params['jit'] = radvel.Parameter(value=1.0)

Choose which parameters to vary or fix. By default, all radvel.Parameter objects will vary, so you only have to worry about setting the ones you want to hold fixed.

[6]:
like.params['secosw1'].vary = False
like.params['sesinw1'].vary = False
like.params['secosw2'].vary = False
like.params['sesinw2'].vary = False
like.params['per1'].vary = False
like.params['per2'].vary = False
like.params['tc1'].vary = False
like.params['tc2'].vary = False
print(like)
parameter                     value      vary
per1                        20.8853      False
tc1                         2072.79      False
secosw1                        0.01      False
sesinw1                        0.01      False
logk1                           1.1       True
per2                         42.363      False
tc2                         2082.63      False
secosw2                        0.01      False
sesinw2                        0.01      False
logk2                           1.1       True
dvdt                          -0.02       True
curv                           0.01       True
gamma                           0.1       True
jit                               1       True

Plot the initial model

[7]:
pl.figure()
plot_results(like)
<Figure size 432x288 with 0 Axes>
/Users/bluez3303/miniconda3/envs/python3.6/lib/python3.6/site-packages/matplotlib/figure.py:2267: UserWarning: This figure includes Axes that are not compatible with tight_layout, so results might be incorrect.
  warnings.warn("This figure includes Axes that are not compatible "
../_images/tutorials_K2-24_Fitting+MCMC_14_2.png

Well that solution doesn’t look very good. Now lets try to optimize the parameters set to vary by maximizing the likelihood.

Initialize a radvel.Posterior object and add some priors

[8]:
post = radvel.posterior.Posterior(like)
post.priors += [radvel.prior.Gaussian( 'jit', np.log(3), 0.5)]
post.priors += [radvel.prior.Gaussian( 'logk2', np.log(5), 10)]
post.priors += [radvel.prior.Gaussian( 'logk1', np.log(5), 10)]
post.priors += [radvel.prior.Gaussian( 'gamma', 0, 10)]

Maximize the likelihood and print the updated posterior object

[9]:
res  = optimize.minimize(
    post.neglogprob_array,     # objective function is negative log likelihood
    post.get_vary_params(),    # initial variable parameters
    method='Powell',           # Nelder-Mead also works
    )

plot_results(like)             # plot best fit model
print(post)
parameter                     value      vary
per1                        20.8853      False
tc1                         2072.79      False
secosw1                        0.01      False
sesinw1                        0.01      False
logk1                       1.54834       True
per2                         42.363      False
tc2                         2082.63      False
secosw2                        0.01      False
sesinw2                        0.01      False
logk2                       1.37838       True
dvdt                     -0.0300961       True
curv                     0.00178156       True
gamma                      -3.94851       True
jit                         2.07311       True

Priors
------
Gaussian prior on jit, mu=1.0986122886681098, sigma=0.5
Gaussian prior on logk2, mu=1.6094379124341003, sigma=10
Gaussian prior on logk1, mu=1.6094379124341003, sigma=10
Gaussian prior on gamma, mu=0, sigma=10

/Users/bluez3303/miniconda3/envs/python3.6/lib/python3.6/site-packages/matplotlib/figure.py:2267: UserWarning: This figure includes Axes that are not compatible with tight_layout, so results might be incorrect.
  warnings.warn("This figure includes Axes that are not compatible "
../_images/tutorials_K2-24_Fitting+MCMC_18_2.png

That looks much better!

Now lets use Markov-Chain Monte Carlo (MCMC) to estimate the parameter uncertainties. In this example we will run 400 steps for the sake of speed but in practice you should let it run at least 10000 steps and ~50 walkers. If the chains converge before they reach the maximum number of allowed steps it will automatically stop.

[10]:
df = radvel.mcmc(post,nwalkers=20,nrun=400)
8000/64000 (12.5%) steps complete; Running 9083.17 steps/s; Mean acceptance rate = 54.0%; Min Tz = 972.1; Max G-R = 1.030
Discarding burn-in now that the chains are marginally well-mixed

64000/64000 (100.0%) steps complete; Running 5787.08 steps/s; Mean acceptance rate = 51.6%; Min Tz = 2810.3; Max G-R = 1.010

MCMC: WARNING: chains did not pass convergence tests. They are likely not well-mixed.

Now lets make a corner plot to display the posterior distributions.

[11]:
Corner = mcmc_plots.CornerPlot(post, df)
Corner.plot()
../_images/tutorials_K2-24_Fitting+MCMC_22_0.png

Eccentric Orbits

Allow secosw and sesinw parameters to vary

[12]:
like.params['secosw1'].vary = True
like.params['sesinw1'].vary = True
like.params['secosw2'].vary = True
like.params['sesinw2'].vary = True

Add an EccentricityPrior to ensure that eccentricity stays below 1.0. In this example we will also add a Gaussian prior on the jitter (jit) parameter with a center at 2.0 m/s and a width of 0.1 m/s.

[13]:
post = radvel.posterior.Posterior(like)
post.priors += [radvel.prior.EccentricityPrior( 2 )]
post.priors += [radvel.prior.Gaussian( 'jit', np.log(2), np.log(0.1))]

Optimize the parameters by maximizing the likelihood and plot the result

[14]:
res  = optimize.minimize(
    post.neglogprob_array,
    post.get_vary_params(),
    method='Nelder-Mead',)

plot_results(like)
print(post)
parameter                     value      vary
per1                        20.8853      False
tc1                         2072.79      False
secosw1                    0.389104       True
sesinw1                    0.059227       True
logk1                       1.65139       True
per2                         42.363      False
tc2                         2082.63      False
secosw2                    0.194769       True
sesinw2                   -0.422685       True
logk2                        1.6278       True
dvdt                      -0.027433       True
curv                     0.00152703       True
gamma                      -4.38996       True
jit                          2.2025       True

Priors
------
e1 constrained to be < 0.99
e2 constrained to be < 0.99
Gaussian prior on jit, mu=0.6931471805599453, sigma=-2.3025850929940455

/Users/bluez3303/miniconda3/envs/python3.6/lib/python3.6/site-packages/matplotlib/figure.py:2267: UserWarning: This figure includes Axes that are not compatible with tight_layout, so results might be incorrect.
  warnings.warn("This figure includes Axes that are not compatible "
../_images/tutorials_K2-24_Fitting+MCMC_28_2.png

Plot the final solution

[15]:
RVPlot = orbit_plots.MultipanelPlot(post)
RVPlot.plot_multipanel()
No handles with labels found to put in legend.
/Users/bluez3303/miniconda3/envs/python3.6/lib/python3.6/site-packages/radvel/utils.py:294: RuntimeWarning: invalid value encountered in true_divide
  bindat = sy / n
/Users/bluez3303/miniconda3/envs/python3.6/lib/python3.6/site-packages/radvel/utils.py:295: RuntimeWarning: invalid value encountered in true_divide
  binerr = np.sqrt(sy2/n - bindat*bindat) / np.sqrt(n)
[15]:
(<Figure size 540x786.857 with 5 Axes>,
 [<matplotlib.axes._subplots.AxesSubplot at 0x11354d668>,
  <matplotlib.axes._subplots.AxesSubplot at 0x1135b2780>,
  <matplotlib.axes._subplots.AxesSubplot at 0x11371dc88>,
  <matplotlib.axes._subplots.AxesSubplot at 0x113b74a20>])
../_images/tutorials_K2-24_Fitting+MCMC_30_2.png
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