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Adds a check to dynesty to ensure the dir exists before writing the pickle file

Merged Gregory Ashton requested to merge minor-fix-to-dynesty into master
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@@ -201,6 +201,7 @@ class Dynesty(NestedSampler):
if self.kwargs["verbose"]:
print("")
check_directory_exists_and_if_not_mkdir(self.outdir)
dynesty_result = "{}/{}_dynesty.pickle".format(self.outdir, self.label)
with open(dynesty_result, 'wb') as file:
pickle.dump(out, file)
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