JarqueBeraTest (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.functions.JarqueBeraTest

```
public class JarqueBeraTest
extends Object
```
Class providing the test statistic of the Jarque-Bera test. The test statistic is given by \[ \frac{n}{6} \left( S^{2} + \frac{1}{4} \left( K - 3 \right)^{2} \right) \] where \( S \) is the skewness and \( K \) is the kurtosis of the given random variable.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors
Constructor Description

JarqueBeraTest()
Create an instance of the Jarque-Bera test.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`test(RandomVariable randomVariable)`	Return the test statistic of the Jarque-Bera test for a given random variable.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - JarqueBeraTest
```
public JarqueBeraTest()
```
    Create an instance of the Jarque-Bera test.
- Method Detail
  - test
```
public double test(RandomVariable randomVariable)
```
    Return the test statistic of the Jarque-Bera test for a given random variable.
    
    Parameters:
    
    randomVariable - An object implementing RandomVariable
    
    Returns:
    
    The test statistic of the Jarque-Bera test the given random variable.