Julia calling Stan C++ directly

Support for that will be implemented later, but an option for both forward and reverse mode is already being built into the underlying VectorSpace structure with DirectSum.jl which is used in Grassmann. The forward and reverse mode differentiation is going to be build into the tangent vector space, and then this information can be used to specialize the dispatch for methods. I don’t know yet how the reverse mode features will be implemented yet, but have planned ahead for expanding the dispatch.