Add broken link check workflow (opensearch-project#103)

Signed-off-by: Tyler Ohlsen <[email protected]>

Author: ohltyler

.github/workflows/link-check-workflow.yml

@@ -0,0 +1,22 @@
+name: Link Checker
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  linkchecker:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v2
+      - name: lychee Link Checker
+        id: lychee
+        uses: lycheeverse/lychee-action@master
+        with:
+          args: --accept=200,403,429 --exclude=localhost "**/*.html" "**/*.md" "**/*.txt" "**/*.json"
+        env:
+          GITHUB_TOKEN: ${{secrets.GITHUB_TOKEN}}
+      - name: Fail if there were link errors
+        run: exit ${{ steps.lychee.outputs.exit_code }}

README.md

@@ -1,6 +1,6 @@
 [![AD Test](https://github.com/opensearch-project/anomaly-detection/workflows/Build%20and%20Test%20Anomaly%20detection/badge.svg)](https://github.com/opensearch-project/anomaly-detection/actions?query=workflow%3A%22Build+and+Test+Anomaly+detection%22+branch%3A%22main%22)
 [![codecov](https://codecov.io/gh/opensearch-project/anomaly-detection/branch/main/graph/badge.svg?flag=plugin)](https://codecov.io/gh/opensearch-project/anomaly-detection)
-[![Documentation](https://img.shields.io/badge/doc-reference-blue)](https://opendistro.github.io/for-elasticsearch-docs/docs/ad/)
+[![Documentation](https://img.shields.io/badge/doc-reference-blue)](https://docs-beta.opensearch.org/monitoring-plugins/ad/index/)
 [![Forum](https://img.shields.io/badge/chat-on%20forums-blue)](https://discuss.opendistrocommunity.dev/c/Use-this-category-for-all-questions-around-machine-learning-plugins)
 ![PRs welcome!](https://img.shields.io/badge/PRs-welcome!-success)
 
@@ -31,7 +31,7 @@ You should use anomaly detection plugin with the same version of [OpenSearch Ale
 
 ## Documentation
 
-Please see [our documentation](https://docs-beta.opensearch.org/docs/ad/).
+Please see [our documentation](https://docs-beta.opensearch.org/monitoring-plugins/ad/index/).
 
 ## Contributing