test:coverage relies on XDebug to collect its information, you need to install it and enable it first.
How does it work?
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It is a PHP module, requiring a small amount of server-side configuration to install
It expands the functionality of the PHP software itself by modifying its execution of scripts, pulling in details and allowing a much higher precision execution (including modifying code while its being executed and viewing variables/stacks/memory/etc) and formatting of process stack dumps. Its great, and free!
View more about it here: http://xdebug.org/docs/