I have been coding in python for a while now and recently decided to use stan python interface for optimization. I have my MNP code written in Python and was wondering if someone can help me with how to modify the code so that I can use pystan package optimizing module to optimize my model.
Being a frequentist we write the likelihood and first order conditions ourselves and pass it to the optimizer. However, in pystan I can’t seem to figure out how to do the same as one would do in Scipy or Gauss or any other software.
If someone can even provide an example of how to even do a basic MNL in pystan using frequentist approach, I can then modify my codes.
Any help is appreciated.
P.S. Being a new user it’s not allowing me to upload more than one file. If someone needs my code, feel free to drop their email id.