Struct JarqueBera 

pub struct JarqueBera { /* private fields */ }

Jarque-Bera — the Jarque-Bera test statistic measuring how far a window’s distribution departs from normal, via its skewness and excess kurtosis.

S  = skewness         = m3 / m2^(3/2)
K  = excess kurtosis  = m4 / m2²  − 3
JB = (period / 6) · ( S² + K²/4 )

where m2, m3, m4 are the second, third and fourth central moments of the window. A perfectly normal sample has zero skew and zero excess kurtosis, so JB = 0; the statistic grows as the distribution becomes asymmetric (non-zero skew) or fat- or thin-tailed (non-zero excess kurtosis). Under the null of normality JB is asymptotically χ² with two degrees of freedom, so values above roughly 6 reject normality at the 95% level — a useful streaming flag for fat-tail / crash-risk regimes in a return series.

The statistic is ≥ 0. A degenerate window with zero variance (m2 == 0) returns 0. The first value lands after period inputs; each update recomputes the four moments over the window in O(period).

Example

use wickra_core::{Indicator, JarqueBera};

let mut indicator = JarqueBera::new(50).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update((f64::from(i) * 0.3).sin());
}
assert!(last.is_some());

Implementations

impl JarqueBera

pub fn new(period: usize) -> Result<Self>

Construct a rolling Jarque-Bera over period values.

Errors

Returns Error::PeriodZero if period == 0 and Error::InvalidPeriod if period < 4 (the statistic is degenerate on fewer than four points).

pub const fn period(&self) -> usize

Configured window length.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for JarqueBera

fn clone(&self) -> JarqueBera

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for JarqueBera

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for JarqueBera

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, input: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.