Can't get a user defined function to work in my Turing Model specification

Specific Domains Probabilistic Programming
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6

No problem. I had a chance to look at your example in more detail. The following function works with your example model:

function myfilter(x::AbstractVector, λ)
    n = length(x)
    xnew = zeros(typeof(λ), n)
    xnew[1] = x[1]
    for i in 2:n
        xnew[i] = x[i] + λ * xnew[i-1]
    end
    xnew
end
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