Fixes related to the recent changes in the documentation (#6021)

* Add myst-parser to setup.py extras_require

* Include new location of CHANGELOG.md in MANIFEST.in

MANIFEST.in

@@ -1,6 +1,7 @@
 include LICENSE
 include CONTRIBUTING.rst
 include README.md
+include CHANGELOG.md
 include package.json
 include bower.json
 include .bowerrc

setup.py

@@ -126,7 +126,8 @@ for more information.
     extras_require = {
         'test': ['pytest', 'coverage', 'requests',
                  'nbval', 'selenium', 'pytest', 'pytest-cov'],
-        'docs': ['sphinx', 'nbsphinx', 'sphinxcontrib_github_alt', 'sphinx_rtd_theme'],
+        'docs': ['sphinx', 'nbsphinx', 'sphinxcontrib_github_alt',
+                 'sphinx_rtd_theme', 'myst-parser'],
         'test:sys_platform != "win32"': ['requests-unixsocket'],
         'json-logging': ['json-logging']
     },