No mentioning of `redux-persist` in documentation

[kennethjiang]

<PrivateRouter> doesn't work without redux-persist . But this is not mentioned in document. It took me a few hours to trace the sample code to figure this out.

I can submit a PR for that but I want to make sure my understanding is correct here before I do so.

[timscott]

Can you explain how it doesn't work, what goes wrong? Or if you prefer, just do the PR, which should show it. Thanks.