Clarify in doc that for MCMC output_dir contains one file per chain

[jgabry]

closes #928

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• Run unit tests
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[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 88.32%. Comparing base (28329d7) to head (b71bc31).

❗ Current head b71bc31 differs from pull request most recent head 7ea302f. Consider uploading reports for the commit 7ea302f to get more accurate results

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #929   +/-   ##
=======================================
  Coverage   88.32%   88.32%           
=======================================
  Files          12       12           
  Lines        4549     4549           
=======================================
  Hits         4018     4018           
  Misses        531      531           

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