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Haxe seems to be portable in a similar way, and probably more popular than Shen at the moment.

Is Haxe functional? I didn't think it was.

Definitely seems to be -- they claim it's been used by a lot of different people (including, notably, the now-famous indie game Papers, Please) and is somewhere deep into version 3.something -- it's been around for quite some time.

the creator of ats has recently demonstrated proof of concept python, javascript and php backends.

https://github.com/githwxi/ATS-Postiats-contrib/tree/master/...

Can shen be embedded in the host language?

That depends on the port. The Clojure port allows this:

https://github.com/hraberg/shen.clj#神-define-prolog-and-defp...

From[0], the answer appears to be yes, but it greatly depends on the host. One can write Common Lisp code by using uppercase. Using $native will execute the following code as Scheme code. For Clojure, it looks like Shen provides a FFI for basic interactions.

[0] http://www.shenlanguage.org/learn-shen/native.html