more unit tests

src/test/unit/analyze/mcmc/check_chains_test.cpp

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+#include <stan/analyze/mcmc/check_chains.hpp>
+#include <stan/io/stan_csv_reader.hpp>
+#include <gtest/gtest.h>
+#include <fstream>
+#include <sstream>
+#include <string>
+#include <cmath>
+
+TEST(CheckChains, good_and_bad) {
+  std::stringstream out;
+  std::ifstream eight_schools_1_stream, eight_schools_2_stream;
+  stan::io::stan_csv eight_schools_1, eight_schools_2;
+  eight_schools_1_stream.open(
+      "src/test/unit/mcmc/test_csv_files/eight_schools_1.csv",
+      std::ifstream::in);
+  eight_schools_1
+      = stan::io::stan_csv_reader::parse(eight_schools_1_stream, &out);
+  eight_schools_1_stream.close();
+
+  eight_schools_2_stream.open(
+      "src/test/unit/mcmc/test_csv_files/eight_schools_2.csv",
+      std::ifstream::in);
+  eight_schools_2
+      = stan::io::stan_csv_reader::parse(eight_schools_2_stream, &out);
+  eight_schools_2_stream.close();
+
+  Eigen::MatrixXd chain_1(eight_schools_1.samples.rows(), 1);
+  Eigen::MatrixXd chains(eight_schools_1.samples.rows(), 2);
+
+  // stepsize - constant after adaptation
+  chain_1.col(0) = eight_schools_1.samples.col(2);
+  EXPECT_FALSE(stan::analyze::is_finite_and_varies(chain_1));
+
+  chains.col(0) = eight_schools_1.samples.col(2);
+  chains.col(1) = eight_schools_2.samples.col(2);
+  EXPECT_FALSE(stan::analyze::is_finite_and_varies(chains));
+
+  for (size_t i = 0; i < 10; ++i) {
+    chains.col(0) = eight_schools_1.samples.col(i + 7);
+    chains.col(1) = eight_schools_2.samples.col(i + 7);
+    EXPECT_TRUE(stan::analyze::is_finite_and_varies(chains));
+  }
+
+  // above test shows that column 7 is - make it non-finite
+  chain_1.col(0) = eight_schools_1.samples.col(7);
+  chain_1(0,0) = std::numeric_limits<double>::infinity();
+  EXPECT_FALSE(stan::analyze::is_finite_and_varies(chain_1));
+}