JB statistic

jb.R

jb.statistic <- function(x) {
    x.mean <- mean(x)
    deltas <- x - x.mean
    len <- length(x)

    cm2 <- sum(deltas ** 2) / len 
    cm3 <- sum(deltas ** 3) / len 
    cm4 <- sum(deltas ** 4) / len 

    skew <- cm3 / cm2 ** 1.5 
    kurtosis <- cm4 / cm2 ** 2
    
    len / 6 * (skew ** 2 + (kurtosis - 3) ** 2 / 4)
}