Test for SGPR changepoint kernel issue 2097

[uri-granta]

PR type: test

Related issue(s)/PRs: #2097

Summary

Add the test case given in issue #2097 to ensure the issue doesn't recur under the tested combination of library versions.

Fully backwards compatible: yes

PR checklist

• New features: code is well-documented
  • detailed docstrings (API documentation)
  • notebook examples (usage demonstration)
• The bug case / new feature is covered by unit tests
• Code has type annotations
• Build checks
  • I ran the black+isort formatter (make format)
  • I locally tested that the tests pass (make check-all)
• Release management
  • RELEASE.md updated with entry for this change
  • New contributors: I've added myself to CONTRIBUTORS.md

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (dca094b) 98.19% compared to head (cddd242) 48.39%.

Additional details and impacted files

@@             Coverage Diff              @@
##           develop    #2099       +/-   ##
============================================
- Coverage    98.19%   48.39%   -49.80%     
============================================
  Files           97       97               
  Lines         5490     5490               
============================================
- Hits          5391     2657     -2734     
- Misses          99     2833     +2734     

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