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This MR adds the nestcheck sampler setting to dynesty. If it is nestcheck = True, a pickle file is created for each run in the output directory storing a nestcheck.data_processing.process_dynesty_run object, (nestcheck needs to be installed). That object can be used then in the post processing in order to compute the implementation and bootstrap errors explained in “Sampling Errors In Nested Sampling Parameter Estimation” (Higson et al. 2018).