Make use of @test_logs less brittle

[tsj5]

This issue is raised to describe problems encountered here with getting the test suite to pass for an unrelated PR (#161). I've been able to reproduce it locally on main as well (since it originates in a dependency).

Description

The linked test suite failure arises from a unit test of the form @test_logs (:warn,): when run under GH actions, the test gets two warnings, instead of the single warning it expected, and fails.

The second warning isn't related to EKP: it's a deprecation warning raised by MvNormal:

┌ Warning: `dim(a::AbstractMatrix)` is deprecated, use `LinearAlgebra.checksquare(a)` instead.
│   caller = MvNormal at mvnormal.jl:186 [inlined]
└ @ Core ~/.julia/packages/Distributions/9Albf/src/multivariate/mvnormal.jl:186

I can reproduce this locally: it arises because PDMats.jl deprecated dim in its latest release, two days ago as of this writing, and Distributions.jl hasn't been updated.

Proposed fix

I propose to fix this by modifying EKP's usage of @test_logs to 1) test for the text of the specific, expected warning message, and 2) to ignore any other warnings via match_mode=:any.

• It's not feasible to pin the version of PDMats in EKP's Project.toml; it's a dependency of a dependency (LinearAlgebra) and we'd have to remember to unpin and update it when Distributions.jl fixes its deprecation warnings.
• At the same time, we should keep --depwarn=yes in EKP's test suite, to warn about deprecations in code we control.
• @test_logs provides some functionality for filtering log messages, but the filters are applied in one-to-one order with the log messages raised; there doesn't appear to be a way to filter out logs that may or may not be present, except through the use of match_mode=:any.