Data along the time axis

If we're integrating from time 0 to T, say we want some variable X where we know the observed values for each discrete timestep. Stan needs the variable to be defined along the entire [0, T] real interval meaning some interpolation is necessary.

The obvious solution to this is to just use piecewise linear approximation much like LOOKUP. The minor problem/inconvenience would be the number of conditional branches being as man￦ as the number of discrete timesteps.