lalinference_merge_posteriors.py

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# resample posteriors (C) John Veitch, 2015
 
from numpy import vstack,log
from optparse import OptionParser
import sys
from lalinference import bayespputils as bppu
 
from lalinference.nest2pos import draw_posterior, draw_N_posterior
 
usage='''%prog [-N NPOS]-o output.dat -p pos1.dat -w weight1 [-p pos2.dat -w weight2 ...]
%prog takes a list of posterior files and weights and draws samples from the combined,
reweighted distribution
'''
 
def load_data(filename,header=None):
    peparser=bppu.PEOutputParser('common')
    commonObj=peparser.parse(open(filename,'r'),info=[header,None])
    pos=bppu.Posterior(commonObj)
    return pos
 
if __name__=='__main__':
    parser=OptionParser(usage)
    parser.add_option('-o','--output',action='store',type='string',default=None,help='output file',metavar='output.dat')
    parser.add_option('-p','--posterior',action='append',type='string',default=[],metavar='pos.dat',help='posterior input file')
    parser.add_option('-w','--weight',action='append',type='float',default=[],metavar='NUM',help='weight of an input file')
    parser.add_option('-N','--npos',action='store',default=None,metavar='NPOS',help='Optional number of posterior samples to draw')
    parser.add_option('--verbose',action='store_true',default=False,help='Prints additional information')
    (opts,args) = parser.parse_args()
 
    if len(opts.posterior)==0:
        sys.stderr.write('No input files given\n')
        sys.exit(1)
    if len(opts.weight) != len(opts.posterior):
        sys.stderr.write('Error: must specify same number of weights and posteriors\n')
        sys.exit(1)
 
    # Create posterior samples for each input file
    datas=map(load_data,opts.posterior)
    weights=[]
    for d,w in zip(datas,opts.weight):
        theseweights = (log(w) + logl + logp for logl,logp in zip(d['logl'].samples,d['logprior'].samples))
        weights.extend(theseweights)
    bigdata=vstack([d.samples()[0] for d in datas])
 
    # Call reweighting function
    if opts.npos is not None:
        merged=draw_N_posterior(bigdata,weights,opts.npos,verbose=opts.verbose)
    else:
        merged=draw_posterior(bigdata,weights,verbose=opts.verbose)
 
    outObj=bppu.Posterior((datas[0].names,merged))
 
    # Write output file
    if opts.output is not None:
        outObj.write_to_file(opts.output)