Vector autoregression

https://groups.google.com/forum/#!topic/stan-users/8RerHVzxjUQ https://groups.google.com/forum/#!msg/stan-users/PmGMnqXRD28/AnXr4IVOAgAJ https://github.com/rBatt/trawlDiversity/tree/master/pkgBuild/test

http://modernstatisticalworkflow.blogspot.fr/2017/04/hierarchical-vector-autoregression.html