Gaussian Processes Tool

[Gaurav17Joshi]

Gaussian Processes Feature for QPO detection

Addressing #660 . This is an implementation for the GP tool (mainly for detection and parameter analysis for QPOs) . This addition makes use of tinygp library for Gaussian Processes implementation, and jaxns for nested sampling.
The new feature is in the stingray.modeling.gpmodelling.py file.
It has three main features:-

1. get_prior: This function makes the prior function for a specified prior dictionary.
2. get_likelihood: This function makes the log_likelihood function for the given Kernel, Mean model and lightcurve.
3. GPResult class: The class which takes a Lightcurve, and performs Nested Sampling for a given prior and likelihood.

Work Remaining To be done:-

• Add Object Oriented plotting to GPResult.
• Potentially change the name of file to GP (from GP modelling)
• Add the Demonstration notebook to Stingray Notebooks.
• Improve the documentation

[codecov]

Codecov Report

Merging #739 (e9ef4df) into main (5d633c1) will increase coverage by 0.16%.
Report is 76 commits behind head on main.
The diff coverage is 98.21%.

@@            Coverage Diff             @@
##             main     #739      +/-   ##
==========================================
+ Coverage   97.13%   97.29%   +0.16%     
==========================================
  Files          42       43       +1     
  Lines        7929     7918      -11     
==========================================
+ Hits         7702     7704       +2     
+ Misses        227      214      -13     

Files	Coverage Δ
stingray/__init__.py	100.00% <100.00%> (ø)
stingray/crossspectrum.py	99.00% <100.00%> (+0.78%)	⬆️
stingray/events.py	99.53% <100.00%> (-0.47%)	⬇️
stingray/fourier.py	99.79% <100.00%> (+0.05%)	⬆️
stingray/lightcurve.py	97.89% <100.00%> (+<0.01%)	⬆️
stingray/lombscargle.py	100.00% <100.00%> (ø)
stingray/powerspectrum.py	99.67% <100.00%> (+0.22%)	⬆️
stingray/pulse/overlapandsave/test_ols.py	100.00% <100.00%> (ø)
stingray/utils.py	98.85% <ø> (+0.35%)	⬆️
stingray/modeling/gpmodeling.py	95.78% <95.78%> (ø)

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[matteobachetti]

Note that jax will be imported also when you run the test suite and pytest goes through all the modules, so the same try... except ImportError clause you use in the main code should be used here.

[dhuppenkothen]

Overall, this is looking great! A bunch of comments (some of them possible old and outdates, I have started adding comments before, but I can't see them anymore, so let me know if something pops up that looks weird or that you don't understand), but mostly quite minor. Great work!

[pep8speaks]

Hello @Gaurav17Joshi! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

• In the file stingray/modeling/gpmodeling.py:

Line 40:50: W291 trailing whitespace
Line 622:101: E501 line too long (109 > 100 characters)

• In the file stingray/modeling/tests/test_gpmodeling.py:

Line 25:1: E402 module level import not at top of file
Line 26:1: E402 module level import not at top of file
Line 27:1: E402 module level import not at top of file

[dhuppenkothen]

The black issue is my fault, I will fix this in the next PR. Other than that, all the tests are passing, all of Matteo's and my nitpicky comments have been addressed, and I think this is ready for merging.

Thank you, @Gaurav17Joshi for your fantastic work! It was a big effort, but I'm so excited that this method is now in stingray!