Add a github action for licensing compliance checker

[stan-dot]

To prevent using libraries in our projects that are not compatible with our project licenses. For instance using a library with a more restrictive license in our library with a more permissive license. The likelihood of legal action for many of those libraries might not be that great, but multiplied by many libraries and time might be costly, at least in the developer time to migrate to a compatible alternative

https://github.com/marketplace/actions/dependencies-license-compliance-checker

[coretl]

Please explain what this would give us, and how it would be helpful

[stan-dot]

I added some justification into the description.
I guess the legal department would give a full answer, and netizens aren't sure either.

I remember that @garryod might have looked into this topic in the past, not sure though.

[stan-dot]

Would need to try again with a different package
#199 (comment)