[CodeFactor] Apply fixes

lib/statistics/Curvature.cs

@@ -34,7 +34,6 @@ namespace QuanTAlib;
 ///
 /// Note: Second-order derivative providing acceleration insights
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Curvature : AbstractBase
 {

lib/statistics/Entropy.cs

@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Normalized to [0,1] for easier interpretation
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Entropy : AbstractBase
 {

lib/statistics/Kurtosis.cs

@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns excess kurtosis (normal distribution = 0)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Kurtosis : AbstractBase
 {

lib/statistics/Max.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Decay factor allows for adaptive peak tracking
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Max : AbstractBase
 {

lib/statistics/Median.cs

@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: More robust than mean for non-normal distributions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Median : AbstractBase
 {

lib/statistics/Min.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Decay factor allows for adaptive low tracking
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Min : AbstractBase
 {

lib/statistics/Mode.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Particularly useful for price level analysis
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mode : AbstractBase
 {

lib/statistics/Percentile.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Particularly useful for risk metrics like VaR
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Percentile : AbstractBase
 {

lib/statistics/Skew.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Requires minimum of 3 data points for calculation
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Skew : AbstractBase
 {

lib/statistics/Slope.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Provides additional regression statistics (R², intercept)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Slope : AbstractBase
 {

lib/statistics/Stddev.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Foundation for many volatility-based indicators
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Stddev : AbstractBase
 {

lib/statistics/Variance.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Basis for Modern Portfolio Theory and risk models
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Variance : AbstractBase
 {

lib/statistics/Zscore.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Assumes approximately normal distribution
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Zscore : AbstractBase
 {