Case study: K2-24, putting it all together¶

import numpy as np
import matplotlib.pyplot as plt

from astropy.io import fits
from scipy.signal import savgol_filter

# Download the data
lc_url = "https://archive.stsci.edu/hlsps/everest/v2/c02/203700000/71098/hlsp_everest_k2_llc_203771098-c02_kepler_v2.0_lc.fits"
with fits.open(lc_url) as hdus:
    lc = hdus[1].data
    lc_hdr = hdus[1].header

# Work out the exposure time
texp = lc_hdr["FRAMETIM"] * lc_hdr["NUM_FRM"]
texp /= 60.0 * 60.0 * 24.0

# Mask bad data
m = (np.arange(len(lc)) > 100) & np.isfinite(lc["FLUX"]) & np.isfinite(lc["TIME"])
bad_bits=[1, 2, 3, 4, 5, 6, 7, 8, 9, 11, 12, 13, 14, 16, 17]
qual = lc["QUALITY"]
for b in bad_bits:
    m &= qual & 2 ** (b - 1) == 0

# Convert to parts per thousand
x = lc["TIME"][m]
y = lc["FLUX"][m]
mu = np.median(y)
y = (y / mu - 1) * 1e3

# Identify outliers
m = np.ones(len(y), dtype=bool)
for i in range(10):
    y_prime = np.interp(x, x[m], y[m])
    smooth = savgol_filter(y_prime, 101, polyorder=3)
    resid = y - smooth
    sigma = np.sqrt(np.mean(resid**2))
    m0 = np.abs(resid) < 3*sigma
    if m.sum() == m0.sum():
        m = m0
        break
    m = m0

# Only discard positive outliers
m = resid < 3*sigma

# Shift the data so that the K2 data start at t=0. This tends to make the fit
# better behaved since t0 covaries with period.
x_ref = np.min(x[m])
x -= x_ref

# Plot the data
plt.plot(x, y, "k", label="data")
plt.plot(x, smooth)
plt.plot(x[~m], y[~m], "xr", label="outliers")
plt.legend(fontsize=12)
plt.xlim(x.min(), x.max())
plt.xlabel("time")
plt.ylabel("flux")

# Make sure that the data type is consistent
x = np.ascontiguousarray(x[m], dtype=np.float64)
y = np.ascontiguousarray(y[m], dtype=np.float64)
smooth = np.ascontiguousarray(smooth[m], dtype=np.float64)

import pandas as pd

url = "https://raw.githubusercontent.com/California-Planet-Search/radvel/master/example_data/epic203771098.csv"
data = pd.read_csv(url, index_col=0)

# Don't forget to remove the time offset from above!
x_rv = np.array(data.t) - x_ref
y_rv = np.array(data.vel)
yerr_rv = np.array(data.errvel)

plt.errorbar(x_rv, y_rv, yerr=yerr_rv, fmt=".k")
plt.xlabel("time [days]")
plt.ylabel("radial velocity [m/s]");

from astropy.timeseries import BoxLeastSquares

m = np.zeros(len(x), dtype=bool)
period_grid = np.exp(np.linspace(np.log(5), np.log(50), 50000))
bls_results = []
periods = []
t0s = []
depths = []

# Compute the periodogram for each planet by iteratively masking out
# transits from the higher signal to noise planets. Here we're assuming
# that we know that there are exactly two planets.
for i in range(2):
    bls = BoxLeastSquares(x[~m], y[~m] - smooth[~m])
    bls_power = bls.power(period_grid, 0.1, oversample=20)
    bls_results.append(bls_power)

    # Save the highest peak as the planet candidate
    index = np.argmax(bls_power.power)
    periods.append(bls_power.period[index])
    t0s.append(bls_power.transit_time[index])
    depths.append(bls_power.depth[index])

    # Mask the data points that are in transit for this candidate
    m |= bls.transit_mask(x, periods[-1], 0.5, t0s[-1])

fig, axes = plt.subplots(len(bls_results), 2, figsize=(15, 10))

for i in range(len(bls_results)):
    # Plot the periodogram
    ax = axes[i, 0]
    ax.axvline(np.log10(periods[i]), color="C1", lw=5, alpha=0.8)
    ax.plot(np.log10(bls_results[i].period), bls_results[i].power, "k")
    ax.annotate("period = {0:.4f} d".format(periods[i]),
                (0, 1), xycoords="axes fraction",
                xytext=(5, -5), textcoords="offset points",
                va="top", ha="left", fontsize=12)
    ax.set_ylabel("bls power")
    ax.set_yticks([])
    ax.set_xlim(np.log10(period_grid.min()), np.log10(period_grid.max()))
    if i < len(bls_results) - 1:
        ax.set_xticklabels([])
    else:
        ax.set_xlabel("log10(period)")

    # Plot the folded transit
    ax = axes[i, 1]
    p = periods[i]
    x_fold = (x - t0s[i] + 0.5*p) % p - 0.5*p
    m = np.abs(x_fold) < 0.4
    ax.plot(x_fold[m], y[m] - smooth[m], ".k")

    # Overplot the phase binned light curve
    bins = np.linspace(-0.41, 0.41, 32)
    denom, _ = np.histogram(x_fold, bins)
    num, _ = np.histogram(x_fold, bins, weights=y - smooth)
    denom[num == 0] = 1.0
    ax.plot(0.5*(bins[1:] + bins[:-1]), num / denom, color="C1")

    ax.set_xlim(-0.4, 0.4)
    ax.set_ylabel("relative flux [ppt]")
    if i < len(bls_results) - 1:
        ax.set_xticklabels([])
    else:
        ax.set_xlabel("time since transit")

fig.subplots_adjust(hspace=0.02)

M_star_petigura = 1.12, 0.05
R_star_petigura = 1.21, 0.11

import exoplanet as xo
import astropy.units as u

msini = xo.estimate_minimum_mass(periods, x_rv, y_rv, yerr_rv, t0s=t0s, m_star=M_star_petigura[0])
msini = msini.to(u.M_earth)
print(msini)

import pymc3 as pm
import theano.tensor as tt

t_rv = np.linspace(x_rv.min()-5, x_rv.max()+5, 1000)

def build_model(mask=None, start=None):
    if mask is None:
        mask = np.ones(len(x), dtype=bool)
    with pm.Model() as model:

        # Parameters for the stellar properties
        mean = pm.Normal("mean", mu=0.0, sd=10.0)
        u_star = xo.distributions.QuadLimbDark("u_star")
        BoundedNormal = pm.Bound(pm.Normal, lower=0, upper=3)
        m_star = BoundedNormal("m_star", mu=M_star_petigura[0], sd=M_star_petigura[1])
        r_star = BoundedNormal("r_star", mu=R_star_petigura[0], sd=R_star_petigura[1])

        # Orbital parameters for the planets
        logm = pm.Normal("logm", mu=np.log(msini.value), sd=1, shape=2)
        logP = pm.Normal("logP", mu=np.log(periods), sd=1, shape=2)
        t0 = pm.Normal("t0", mu=np.array(t0s), sd=1, shape=2)
        logr = pm.Normal("logr", mu=0.5*np.log(1e-3*np.array(depths)) + np.log(R_star_petigura[0]),
                         sd=1.0, shape=2)
        r_pl = pm.Deterministic("r_pl", tt.exp(logr))
        ror = pm.Deterministic("ror", r_pl / r_star)
        b = xo.distributions.ImpactParameter("b", ror=ror, shape=2)

        ecc = xo.distributions.eccentricity.vaneylen19(
            "ecc", multi=True, shape=2, testval=np.array([0.01, 0.01]))
        omega = xo.distributions.Angle("omega", shape=2)

        # RV jitter & a quadratic RV trend
        logs_rv = pm.Normal("logs_rv", mu=np.log(np.median(yerr_rv)), sd=5)
        trend = pm.Normal("trend", mu=0, sd=10.0**-np.arange(3)[::-1], shape=3)

        # Transit jitter & GP parameters
        logs2 = pm.Normal("logs2", mu=np.log(np.var(y[mask])), sd=10)
        logw0 = pm.Normal("logw0", mu=0.0, sd=10)
        logSw4 = pm.Normal("logSw4", mu=np.log(np.var(y[mask])), sd=10)

        # Tracking planet parameters
        period = pm.Deterministic("period", tt.exp(logP))
        m_pl = pm.Deterministic("m_pl", tt.exp(logm))

        # Orbit model
        orbit = xo.orbits.KeplerianOrbit(
            r_star=r_star, m_star=m_star,
            period=period, t0=t0, b=b,
            m_planet=xo.units.with_unit(m_pl, msini.unit),
            ecc=ecc, omega=omega)

        # Compute the model light curve using starry
        light_curves = xo.LimbDarkLightCurve(u_star).get_light_curve(
            orbit=orbit, r=r_pl, t=x[mask], texp=texp)*1e3
        light_curve = pm.math.sum(light_curves, axis=-1) + mean
        pm.Deterministic("light_curves", light_curves)

        # GP model for the light curve
        kernel = xo.gp.terms.SHOTerm(log_Sw4=logSw4, log_w0=logw0, Q=1/np.sqrt(2))
        gp = xo.gp.GP(kernel, x[mask], tt.exp(logs2) + tt.zeros(mask.sum()))
        pm.Potential("transit_obs", gp.log_likelihood(y[mask] - light_curve))
        pm.Deterministic("gp_pred", gp.predict())

        # Set up the RV model and save it as a deterministic
        # for plotting purposes later
        vrad = orbit.get_radial_velocity(x_rv)
        pm.Deterministic("vrad", vrad)

        # Define the background RV model
        A = np.vander(x_rv - 0.5*(x_rv.min() + x_rv.max()), 3)
        bkg = pm.Deterministic("bkg", tt.dot(A, trend))

        # The likelihood for the RVs
        rv_model = pm.Deterministic("rv_model", tt.sum(vrad, axis=-1) + bkg)
        err = tt.sqrt(yerr_rv**2 + tt.exp(2*logs_rv))
        pm.Normal("obs", mu=rv_model, sd=err, observed=y_rv)

        vrad_pred = orbit.get_radial_velocity(t_rv)
        pm.Deterministic("vrad_pred", vrad_pred)
        A_pred = np.vander(t_rv - 0.5*(x_rv.min() + x_rv.max()), 3)
        bkg_pred = pm.Deterministic("bkg_pred", tt.dot(A_pred, trend))
        pm.Deterministic("rv_model_pred", tt.sum(vrad_pred, axis=-1) + bkg_pred)

        # Fit for the maximum a posteriori parameters, I've found that I can get
        # a better solution by trying different combinations of parameters in turn
        if start is None:
            start = model.test_point
        map_soln = xo.optimize(start=start, vars=[trend])
        map_soln = xo.optimize(start=map_soln, vars=[logs2])
        map_soln = xo.optimize(start=map_soln, vars=[logr, b])
        map_soln = xo.optimize(start=map_soln, vars=[logP, t0])
        map_soln = xo.optimize(start=map_soln, vars=[logs2, logSw4])
        map_soln = xo.optimize(start=map_soln, vars=[logw0])
        map_soln = xo.optimize(start=map_soln)

    return model, map_soln

model0, map_soln0 = build_model()

def plot_rv_curve(soln):
    fig, axes = plt.subplots(2, 1, figsize=(10, 5), sharex=True)

    ax = axes[0]
    ax.errorbar(x_rv, y_rv, yerr=yerr_rv, fmt=".k")
    ax.plot(t_rv, soln["vrad_pred"], "--k", alpha=0.5)
    ax.plot(t_rv, soln["bkg_pred"], ":k", alpha=0.5)
    ax.plot(t_rv, soln["rv_model_pred"], label="model")
    ax.legend(fontsize=10)
    ax.set_ylabel("radial velocity [m/s]")

    ax = axes[1]
    err = np.sqrt(yerr_rv**2+np.exp(2*soln["logs_rv"]))
    ax.errorbar(x_rv, y_rv - soln["rv_model"], yerr=err, fmt=".k")
    ax.axhline(0, color="k", lw=1)
    ax.set_ylabel("residuals [m/s]")
    ax.set_xlim(t_rv.min(), t_rv.max())
    ax.set_xlabel("time [days]")

plot_rv_curve(map_soln0)

def plot_light_curve(soln, mask=None):
    if mask is None:
        mask = np.ones(len(x), dtype=bool)

    fig, axes = plt.subplots(3, 1, figsize=(10, 7), sharex=True)

    ax = axes[0]
    ax.plot(x[mask], y[mask], "k", label="data")
    gp_mod = soln["gp_pred"] + soln["mean"]
    ax.plot(x[mask], gp_mod, color="C2", label="gp model")
    ax.legend(fontsize=10)
    ax.set_ylabel("relative flux [ppt]")

    ax = axes[1]
    ax.plot(x[mask], y[mask] - gp_mod, "k", label="de-trended data")
    for i, l in enumerate("bc"):
        mod = soln["light_curves"][:, i]
        ax.plot(x[mask], mod, label="planet {0}".format(l))
    ax.legend(fontsize=10, loc=3)
    ax.set_ylabel("de-trended flux [ppt]")

    ax = axes[2]
    mod = gp_mod + np.sum(soln["light_curves"], axis=-1)
    ax.plot(x[mask], y[mask] - mod, "k")
    ax.axhline(0, color="#aaaaaa", lw=1)
    ax.set_ylabel("residuals [ppt]")
    ax.set_xlim(x[mask].min(), x[mask].max())
    ax.set_xlabel("time [days]")

    return fig

plot_light_curve(map_soln0);

mod = map_soln0["gp_pred"] + map_soln0["mean"] + np.sum(map_soln0["light_curves"], axis=-1)
resid = y - mod
rms = np.sqrt(np.median(resid**2))
mask = np.abs(resid) < 7 * rms

plt.plot(x, resid, "k", label="data")
plt.plot(x[~mask], resid[~mask], "xr", label="outliers")
plt.axhline(0, color="#aaaaaa", lw=1)
plt.ylabel("residuals [ppt]")
plt.xlabel("time [days]")
plt.legend(fontsize=12, loc=4)
plt.xlim(x.min(), x.max());

model, map_soln = build_model(mask, map_soln0)
plot_light_curve(map_soln, mask);

np.random.seed(123)
with model:
    trace = pm.sample(tune=6000, draws=3000, start=map_soln, chains=4,
                      step=xo.get_dense_nuts_step(target_accept=0.9))

pm.summary(trace, varnames=["period", "r_pl", "m_pl", "ecc", "omega", "b"])

import corner
varnames = ["b", "ecc"]
samples = pm.trace_to_dataframe(trace, varnames=varnames)
fig = corner.corner(samples);

for n, letter in enumerate("bc"):
    plt.figure()

    # Compute the GP prediction
    gp_mod = np.median(trace["gp_pred"] + trace["mean"][:, None], axis=0)

    # Get the posterior median orbital parameters
    p = np.median(trace["period"][:, n])
    t0 = np.median(trace["t0"][:, n])

    # Compute the median of posterior estimate of the contribution from
    # the other planet. Then we can remove this from the data to plot
    # just the planet we care about.
    other = np.median(trace["light_curves"][:, :, (n + 1) % 2], axis=0)

    # Plot the folded data
    x_fold = (x[mask] - t0 + 0.5*p) % p - 0.5*p
    plt.plot(x_fold, y[mask] - gp_mod - other, ".k", label="data", zorder=-1000)

    # Plot the folded model
    inds = np.argsort(x_fold)
    inds = inds[np.abs(x_fold)[inds] < 0.3]
    pred = trace["light_curves"][:, inds, n]
    pred = np.percentile(pred, [16, 50, 84], axis=0)
    plt.plot(x_fold[inds], pred[1], color="C1", label="model")
    art = plt.fill_between(x_fold[inds], pred[0], pred[2], color="C1", alpha=0.5,
                           zorder=1000)
    art.set_edgecolor("none")

    # Annotate the plot with the planet's period
    txt = "period = {0:.4f} +/- {1:.4f} d".format(
        np.mean(trace["period"][:, n]), np.std(trace["period"][:, n]))
    plt.annotate(txt, (0, 0), xycoords="axes fraction",
                 xytext=(5, 5), textcoords="offset points",
                 ha="left", va="bottom", fontsize=12)

    plt.legend(fontsize=10, loc=4)
    plt.xlim(-0.5*p, 0.5*p)
    plt.xlabel("time since transit [days]")
    plt.ylabel("de-trended flux")
    plt.title("K2-24{0}".format(letter));
    plt.xlim(-0.3, 0.3)

for n, letter in enumerate("bc"):
    plt.figure()

    # Get the posterior median orbital parameters
    p = np.median(trace["period"][:, n])
    t0 = np.median(trace["t0"][:, n])

    # Compute the median of posterior estimate of the background RV
    # and the contribution from the other planet. Then we can remove
    # this from the data to plot just the planet we care about.
    other = np.median(trace["vrad"][:, :, (n + 1) % 2], axis=0)
    other += np.median(trace["bkg"], axis=0)

    # Plot the folded data
    x_fold = (x_rv - t0 + 0.5*p) % p - 0.5*p
    plt.errorbar(x_fold, y_rv - other, yerr=yerr_rv, fmt=".k", label="data")

    # Compute the posterior prediction for the folded RV model for this
    # planet
    t_fold = (t_rv - t0 + 0.5*p) % p - 0.5*p
    inds = np.argsort(t_fold)
    pred = np.percentile(trace["vrad_pred"][:, inds, n], [16, 50, 84], axis=0)
    plt.plot(t_fold[inds], pred[1], color="C1", label="model")
    art = plt.fill_between(t_fold[inds], pred[0], pred[2], color="C1", alpha=0.3)
    art.set_edgecolor("none")

    plt.legend(fontsize=10)
    plt.xlim(-0.5*p, 0.5*p)
    plt.xlabel("phase [days]")
    plt.ylabel("radial velocity [m/s]")
    plt.title("K2-24{0}".format(letter));

volume = 4/3*np.pi*trace["r_pl"]**3
density = u.Quantity(trace["m_pl"] / volume, unit=u.M_earth / u.R_sun**3)
density = density.to(u.g / u.cm**3).value

bins = np.linspace(0, 1.1, 45)
for n, letter in enumerate("bc"):
    plt.hist(density[:, n], bins, histtype="step", lw=2,
             label="K2-24{0}".format(letter), density=True)
plt.yticks([])
plt.legend(fontsize=12)
plt.xlim(bins[0], bins[-1])
plt.xlabel("density [g/cc]")
plt.ylabel("posterior density");

with model:
    txt, bib = xo.citations.get_citations_for_model()
print(txt)

print("\n".join(bib.splitlines()[:10]) + "\n...")