Julia’s Turing.jl can use any of the DifferentialEquations.jl solvers which includes DDEs. I would like to add this to Stan as well by having Stan call the Julia DiffEq libraries, but currently Stan is missing an FFI (https://discourse.mc-stan.org/t/foreign-function-interface-in-stans-future/) which would be required to do this (but I’m continuing to watch this space and see how it evolves!)
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