Test nested AD

Works now. Fixes #164

Fixes #67

Fixes #76

test/nested_ad_tests.jl

@@ -0,0 +1,13 @@
+using Integrals, ForwardDiff, Cubature, Test
+
+my_parameters = [1.0, 2.0]
+my_function(x, p) = x^2 + p[1]^3 * x + p[2]^2
+function my_integration(p)
+    my_problem = IntegralProblem(my_function, -1.0, 1.0, p)
+    # return solve(my_problem, HCubatureJL(), reltol=1e-3, abstol=1e-3)  # Works
+    return solve(my_problem, CubatureJLh(), reltol=1e-3, abstol=1e-3)  # Errors
+end
+my_solution = my_integration(my_parameters)
+@test ForwardDiff.jacobian(my_integration, my_parameters) == [0.0 8.0]
+@test ForwardDiff.jacobian(x->ForwardDiff.jacobian(my_integration, x), my_parameters) == [0.0 0.0
+                                                                                          0.0 4.0]

test/runtests.jl

@@ -2,23 +2,10 @@ using Pkg
 using SafeTestsets
 using Test
 
-@time @safetestset "Interface Tests" begin
-    include("interface_tests.jl")
-end
-@time @safetestset "Derivative Tests" begin
-    include("derivative_tests.jl")
-end
-@time @safetestset "Infinite Integral Tests" begin
-    include("inf_integral_tests.jl")
-end
-@time @safetestset "Gaussian Quadrature Tests" begin
-    include("gaussian_quadrature_tests.jl")
-end
-
-@time @safetestset "Sampled Integration Tests" begin
-    include("sampled_tests.jl")
-end
-
-@time @safetestset "QuadratureFunction Tests" begin
-    include("quadrule_tests.jl")
-end
+@time @safetestset "Interface Tests" include("interface_tests.jl")
+@time @safetestset "Derivative Tests" include("derivative_tests.jl")
+@time @safetestset "Infinite Integral Tests" include("inf_integral_tests.jl")
+@time @safetestset "Gaussian Quadrature Tests" include("gaussian_quadrature_tests.jl")
+@time @safetestset "Sampled Integration Tests" include("sampled_tests.jl")
+@time @safetestset "QuadratureFunction Tests" include("quadrule_tests.jl")
+@time @safetestset "Nested AD Tests" include("nested_ad_tests.jl")