Update: This function exists in StatsFuns.jl (wish I had found that on my first search...). Their implementation is fancier and a little more efficient. Recommend going with theirs unless you really, really want to keep your dependencies small.
A Julia implementation of logsumexp.
Like in
SciPy,
but with keepdims=True, since that is the convention for array operations in
Julia. For the keepdims=False version, use reduce_logsumexp.
For more details, see the full docs.