Minor adjustments to dynesty

1. Print the progress to STDOUT rather than STDERR - this will keep the log file clean
2. Add SIGALRM to checkpoint signals
3. Change some logging messages to help diagnose checkpointing issues
4. Remove write current state when it has just been read
5. Improve documentation on how the periodic/reflective boundaries are implemented

bilby/core/sampler/dynesty.py

@@ -119,6 +119,7 @@ class Dynesty(NestedSampler):
 
         signal.signal(signal.SIGTERM, self.write_current_state_and_exit)
         signal.signal(signal.SIGINT, self.write_current_state_and_exit)
+        signal.signal(signal.SIGALRM, self.write_current_state_and_exit)
 
     @property
     def sampler_function_kwargs(self):
@@ -181,8 +182,8 @@ class Dynesty(NestedSampler):
             niter, key, logz, logzerr, delta_logz, dlogz)
 
         # Printing.
-        sys.stderr.write(print_str)
-        sys.stderr.flush()
+        sys.stdout.write(print_str)
+        sys.stdout.flush()
 
     def _apply_dynesty_boundaries(self):
         if self.kwargs['periodic'] is None:
@@ -294,12 +295,11 @@ class Dynesty(NestedSampler):
             state is mostly written back to disk.
         """
 
-        logger.debug("Reading resume file {}".format(self.resume_file))
-
         if os.path.isfile(self.resume_file):
+            logger.info("Reading resume file {}".format(self.resume_file))
             with open(self.resume_file, 'rb') as file:
                 saved = pickle.load(file)
-            logger.debug(
+            logger.info(
                 "Succesfuly read resume file {}".format(self.resume_file))
 
             self.sampler.saved_u = list(saved['unit_cube_samples'])
@@ -325,13 +325,11 @@ class Dynesty(NestedSampler):
             self.sampler.live_bound = saved['live_bound']
             self.sampler.live_it = saved['live_it']
             self.sampler.added_live = saved['added_live']
-            if continuing:
-                self.write_current_state(plot=False)
             return True
 
         else:
             logger.debug(
-                "Failed to read resume file {}".format(self.resume_file))
+                "No resume file {}".format(self.resume_file))
             return False
 
     def write_current_state_and_exit(self, signum=None, frame=None):
@@ -452,11 +450,13 @@ class Dynesty(NestedSampler):
 
         Notes
         -----
-        Since dynesty allows periodic parameters to wander outside the unit
-        We also allow parameters with reflective boundaries to wander outside
+        Since dynesty allows periodic parameters to wander outside the unit,
+        here we transform them depending of if they should be periodic or
+        reflective. For reflective boundaries, theta < 0 you shift to |theta|
+        and when theta > 1 you return 2 - theta. For periodic boundaries,
+        if theta < 0, you shift to 1-|theta| and when theta > 1 you shift to
+        |theta| - 1 (i.e. wrap around).
 
-        The logic ensures that when theta < 0 you shift to |theta| and when
-        theta > 1 you return 2 - theta
         """
         theta[self._periodic] = np.mod(theta[self._periodic], 1)
         theta_ref = theta[self._reflective]