I was wondering if it is possible to do MLE when the likelihood function is a vector, not a scalar, and if so, how to modify our regular crit, or log_lik functions to incorporate a vector. Will scipy.optimize still run if the log_lik function returns an array instead of a scalar? I can't really find any resources online (or perhaps am looking up wrong keywords).
Thanks!
I was wondering if it is possible to do MLE when the likelihood function is a vector, not a scalar, and if so, how to modify our regular crit, or log_lik functions to incorporate a vector. Will scipy.optimize still run if the log_lik function returns an array instead of a scalar? I can't really find any resources online (or perhaps am looking up wrong keywords).
Thanks!