FEATURE REQUEST: Can we have native support for ragged arrays?

I think it would be great if there is a native support for ragged arrays in the datatypes. The need for this appears in practice, when we have groups of measurements, but each group has different size. Such problems are often suitable for hierarchical modelling for which STAN is often a good tool of choice.

The user guide suggests two approaches how to address this in the current state.

1. the inner arrays having a known maximum size, using (possibly sparse) binary indicators to distinguish whether data is missing or available.
2. using a flattened array with a list of indices where it should be separated.

It's quite obvious that 1) is a possibly huge waste of memory in many cases.
Technically, 2) works but it's still not great. The main issue I have with it is that it's at the cost of loss of semantics: It makes the code harder to write, read and maintain. Performance-wise, 2) still (according to the guide) makes a copy of parts of the array within model (using a function like block or segment), which is a bit of a waste, it's not terrible, but certainly not optimal if we could instead reference the data directly without copying.

Description:

My idea is to allow type declarations for array of arrays of unknown length (especially in the data section) such as:

int m, n; 
array[m] array[] int array_of_varying_length_int_arrays;
array[m] vector[] array_of_varying_length_vectors;
array[m] matrix[, n] array_of_varying_height_matrices;

Then I expect to be able to get a vector using vector[] v = array_of_varying_length_vectors[k] and obtaining it's length using size(v) or a similar function.

Not sure how difficult is this to implement, I'm just a measly user, seems probably like a bigger change.

Start with the Stan User Guide's sparse ragged data section and compare its maximum-size and flattened-array approaches, including the mentioned block or segment functions. Define done as supporting the proposed array-of-arrays declarations, indexing into an inner array, and obtaining its length with size or a similar function.