Unit test for MovingLeastSquares NaN output in certain conditions

This includes a test case which demonstrates #787. It's not a race condition after all, but a problem caused by the covariance computation method used for MovingLeastSquares.

I haven't removed the additional debugging message since this problem hasn't actually been fixed. In other words, this pull request probably isn't ready for a merge, but I wanted to make the unit test available.
Space in front of bracket missing.