Note

This tutorial was generated from an IPython notebook that can be downloaded here.

Transit fitting¶

exoplanet includes methods for computing the light curves transiting planets. In its simplest form this can be used to evaluate a light curve like you would do with batman, for example:

import numpy as np
import matplotlib.pyplot as plt

import exoplanet as xo

# The light curve calculation requires an orbit
orbit = xo.orbits.KeplerianOrbit(period=3.456)

# Compute a limb-darkened light curve using starry
t = np.linspace(-0.1, 0.1, 1000)
u = [0.3, 0.2]
light_curve = (
    xo.LimbDarkLightCurve(u).get_light_curve(orbit=orbit, r=0.1, t=t, texp=0.02).eval()
)
# Note: the `eval` is needed because this is using Theano in
# the background

plt.plot(t, light_curve, color="C0", lw=2)
plt.ylabel("relative flux")
plt.xlabel("time [days]")
plt.xlim(t.min(), t.max());

But the real power comes from the fact that this is defined as a Theano operation so it can be combined with PyMC3 to do transit inference using Hamiltonian Monte Carlo.

The transit model in PyMC3¶

In this section, we will construct a simple transit fit model using PyMC3 and then we will fit a two planet model to simulated data. To start, let’s randomly sample some periods and phases and then define the time sampling:

np.random.seed(123)
periods = np.random.uniform(5, 20, 2)
t0s = periods * np.random.rand(2)
t = np.arange(0, 80, 0.02)
yerr = 5e-4

Then, define the parameters. In this simple model, we’ll just fit for the limb darkening parameters of the star, and the period, phase, impact parameter, and radius ratio of the planets (note: this is already 10 parameters and running MCMC to convergence using emcee would probably take at least an hour). For the limb darkening, we’ll use a quadratic law as parameterized by Kipping (2013). This reparameterizations is implemented in exoplanet as custom PyMC3 distribution exoplanet.distributions.QuadLimbDark.

import pymc3 as pm

with pm.Model() as model:

    # The baseline flux
    mean = pm.Normal("mean", mu=0.0, sd=1.0)

    # The time of a reference transit for each planet
    t0 = pm.Normal("t0", mu=t0s, sd=1.0, shape=2)

    # The log period; also tracking the period itself
    logP = pm.Normal("logP", mu=np.log(periods), sd=0.1, shape=2)
    period = pm.Deterministic("period", pm.math.exp(logP))

    # The Kipping (2013) parameterization for quadratic limb darkening paramters
    u = xo.distributions.QuadLimbDark("u", testval=np.array([0.3, 0.2]))

    r = pm.Uniform("r", lower=0.01, upper=0.1, shape=2, testval=np.array([0.04, 0.06]))
    b = xo.distributions.ImpactParameter("b", ror=r, shape=2, testval=np.random.rand(2))

    # Set up a Keplerian orbit for the planets
    orbit = xo.orbits.KeplerianOrbit(period=period, t0=t0, b=b)

    # Compute the model light curve using starry
    light_curves = xo.LimbDarkLightCurve(u).get_light_curve(orbit=orbit, r=r, t=t)
    light_curve = pm.math.sum(light_curves, axis=-1) + mean

    # Here we track the value of the model light curve for plotting
    # purposes
    pm.Deterministic("light_curves", light_curves)

    # In this line, we simulate the dataset that we will fit
    y = xo.eval_in_model(light_curve)
    y += yerr * np.random.randn(len(y))

    # The likelihood function assuming known Gaussian uncertainty
    pm.Normal("obs", mu=light_curve, sd=yerr, observed=y)

    # Fit for the maximum a posteriori parameters given the simuated
    # dataset
    map_soln = xo.optimize(start=model.test_point)

optimizing logp for variables: [b, r, u, logP, t0, mean]
99it [00:05, 18.44it/s, logp=2.479354e+04]
message: Desired error not necessarily achieved due to precision loss.
logp: 24787.977771807487 -> 24793.5394256112

Now we can plot the simulated data and the maximum a posteriori model to make sure that our initialization looks ok.

plt.plot(t, y, ".k", ms=4, label="data")
for i, l in enumerate("bc"):
    plt.plot(t, map_soln["light_curves"][:, i], lw=1, label="planet {0}".format(l))
plt.xlim(t.min(), t.max())
plt.ylabel("relative flux")
plt.xlabel("time [days]")
plt.legend(fontsize=10)
plt.title("map model");

Sampling¶

Now, let’s sample from the posterior defined by this model. As usual, there are strong covariances between some of the parameters so we’ll use exoplanet.get_dense_nuts_step().

np.random.seed(42)
with model:
    trace = pm.sample(
        tune=3000,
        draws=3000,
        start=map_soln,
        chains=4,
        step=xo.get_dense_nuts_step(target_accept=0.9),
    )

Multiprocess sampling (4 chains in 4 jobs)
NUTS: [b, r, u, logP, t0, mean]
Sampling 4 chains: 100%|██████████| 24000/24000 [01:11<00:00, 336.21draws/s]

After sampling, it’s important that we assess convergence. We can do that using the pymc3.summary function:

pm.summary(trace, varnames=["period", "t0", "r", "b", "u", "mean"])

	mean	sd	mc_error	hpd_2.5	hpd_97.5	n_eff	Rhat
period__0	15.447902	0.002320	3.405381e-05	15.443095	15.452003	4118.731421	1.000025
period__1	9.292482	0.000300	2.758733e-06	9.291906	9.293056	10127.995186	0.999989
t0__0	3.503134	0.005865	8.604283e-05	3.492631	3.515298	4265.262327	1.000003
t0__1	5.121263	0.001362	1.175321e-05	5.118684	5.123971	12147.776077	0.999932
r__0	0.039576	0.001603	1.822197e-05	0.036484	0.042709	5682.073270	1.000130
r__1	0.058479	0.001045	1.356482e-05	0.056528	0.060473	5539.977100	1.000041
b__0	0.668903	0.048025	7.212047e-04	0.568592	0.741325	3319.747824	1.000335
b__1	0.402737	0.038150	4.939333e-04	0.329724	0.472222	5365.256844	0.999898
u__0	0.374367	0.208776	2.317348e-03	0.002057	0.728739	8783.841436	1.000424
u__1	0.273628	0.341880	4.379389e-03	-0.332653	0.861825	5850.257955	1.000671
mean	0.000005	0.000008	6.585676e-08	-0.000011	0.000020	14670.582674	0.999842

That looks pretty good! Fitting this without exoplanet would have taken a lot more patience.

Now we can also look at the corner plot of some of that parameters of interest:

import corner

samples = pm.trace_to_dataframe(trace, varnames=["period", "r"])
truth = np.concatenate(xo.eval_in_model([period, r], model.test_point, model=model))
corner.corner(
    samples, truths=truth, labels=["period 1", "period 2", "radius 1", "radius 2"]
);

Phase plots¶

Like in the radial velocity tutorial (Radial velocity fitting), we can make plots of the model predictions for each planet.

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 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 = (t - t0 + 0.5 * p) % p - 0.5 * p
    plt.errorbar(x_fold, y - other, yerr=yerr, fmt=".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] + trace["mean"][:, None]
    pred = np.median(pred, axis=0)
    plt.plot(x_fold[inds], pred, color="C1", label="model")

    # 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("relative flux")
    plt.title("planet {0}".format(letter))
    plt.xlim(-0.3, 0.3)

Citations¶

As described in the Citing exoplanet & its dependencies tutorial, we can use exoplanet.citations.get_citations_for_model() to construct an acknowledgement and BibTeX listing that includes the relevant citations for this model. This is especially important here because we have used quite a few model components that should be cited.

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

This research made use of textsf{exoplanet} citep{exoplanet} and its
dependencies citep{exoplanet:agol19, exoplanet:astropy13, exoplanet:astropy18,
exoplanet:exoplanet, exoplanet:kipping13, exoplanet:luger18, exoplanet:pymc3,
exoplanet:theano}.

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

@misc{exoplanet:exoplanet,
  author = {Daniel Foreman-Mackey and Ian Czekala and Rodrigo Luger and
            Eric Agol and Geert Barentsen and Tom Barclay},
   title = {dfm/exoplanet: exoplanet v0.2.1},
   month = sep,
    year = 2019,
     doi = {10.5281/zenodo.3462740},
     url = {https://doi.org/10.5281/zenodo.3462740}
}
...

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