mcmc

Monte-Carlo Markov Chain methods.

run_mcmc(spectro, positions, simcfg, ...[, ...]) Monte-Carlo Markov Chain exploration of parameter space, using emcee.
plot_mcmc_chains(chains, parameters) Plot MCMC-chains (nwalkers, nsteps, ndim).
plot_mcmc_corner(chains, parameters[, burnin]) corner plot of MCMC parameters.
mcmc_best_params(chains, parameters[, burnin]) Compute best parameter estimates and assymetric 1-sigma errors from marginalized distributions.
spectrogrism.mcmc.run_mcmc(spectro, positions, simcfg, optparams, lnprior, modes=None, nwalkers=10, nsteps=500, outfile='chains.dat')[source]

Monte-Carlo Markov Chain exploration of parameter space, using emcee.

Warning

very preliminary implementation

Parameters:
  • spectro (Spectrograph) – spectrograph
  • positions (DetectorPositions) – target positions
  • simcfg (SimConfig) – simulation configuration
  • optparams (list) – optical parameters to be probed
  • lnprior (function) – log-likelihood prior function
  • modes (list) – adjusted observing modes (default: simulated modes)
  • nwalkers (int) – the number of walkers will be 2*len(optparams)*nwalkers
  • nsteps (int) – number of MCMC-steps
  • outfile (str) – incremental file output
Returns:

Monte-Carlo Markov Chains array (nwalkers, nsteps, ndim)

Return type:

emcee.EnsembleSampler.chain

Raises:

KeyError – unknown optical parameter

Reference: Foreman-Mackey et al. 2012

spectrogrism.mcmc.plot_mcmc_chains(chains, parameters)[source]

Plot MCMC-chains (nwalkers, nsteps, ndim).

spectrogrism.mcmc.plot_mcmc_corner(chains, parameters, burnin=0)[source]

corner plot of MCMC parameters.

Reference: Foreman-Mackey 2016

spectrogrism.mcmc.mcmc_best_params(chains, parameters, burnin=0)[source]

Compute best parameter estimates and assymetric 1-sigma errors from marginalized distributions. Return {name: (median, low_err, high_err)}.