feat(family-12): add 13 Statistik/Regression indicators (#51)

* feat(family-12): add 13 Statistik/Regression indicators

Brings the Price Statistics family to 20 indicators (7 → 20) and the
total catalogue to 84 (71 → 84). Every indicator ships in the Rust
core plus Python, Node, and WASM bindings with full streaming ↔ batch
parity, fuzz coverage, and benches.

Scalar (f64 → f64):
- Variance, CoefficientOfVariation: rolling population variance and
  its dimensionless ratio with the mean. O(1) updates.
- Skewness, Kurtosis: rolling Pearson skewness and excess kurtosis,
  derived from running sums of x, x², x³, x⁴ via the binomial
  identities — also O(1) per bar.
- StandardError, DetrendedStdDev: standard error of estimate (n − 2)
  and population StdDev (n) of OLS residuals, sharing the LinReg
  O(1) sliding sums.
- RSquared: coefficient of determination of the rolling OLS fit; the
  trend-quality filter, clamped to [0, 1].
- MedianAbsoluteDeviation: robust dispersion estimator; O(period log
  period) per emission via two in-place sorts of a reusable scratch
  buffer.
- Autocorrelation(period, lag): rolling lag-k Pearson autocorrelation.
- HurstExponent(period, chunks): R/S-analysis trend-persistence
  estimator clamped to [0, 1].

Pair indicators (Input = (f64, f64)):
- PearsonCorrelation: rolling cross-series Pearson, O(1).
- Beta: rolling OLS slope of asset vs. benchmark (CAPM).
- SpearmanCorrelation: rolling rank correlation with mid-rank tie
  handling; O(period log period).

Touchpoints:
- crates/wickra-core: 13 new indicator modules + mod.rs / lib.rs
  re-exports.
- bindings/python: pyclasses + add_class registration + __init__.py
  import & __all__ updates. The pair indicators expose
  update(x, y) and batch(x, y) over two equally-sized numpy arrays.
- bindings/node: scalar indicators via node_scalar_indicator! macro;
  pair indicators via new node_pair_indicator! macro; explicit
  structs for Autocorrelation and HurstExponent (two-arg ctors).
  index.js extended with the new exports.
- bindings/wasm: scalar wrappers via wasm_scalar_indicator!; pair
  wrappers via new wasm_pair_indicator! macro.
- fuzz: every scalar drove through the generic helper; pair
  indicators stress-tested by pairing adjacent samples of the fuzz
  input.
- Python tests (test_new_indicators.py): added to SCALAR
  parametrisation, plus algebraic reference values
  (variance of [2,4,6] = 8/3, MAD ignoring outlier = 0, monotone
  non-linear Spearman = 1, two-to-one Beta = 2, etc.) and a
  streaming-vs-batch test for the pair indicators.
- Node tests (indicators.test.js): extended the scalar factories
  map and added a pair-indicator section with the same algebraic
  reference values.
- crates/wickra/benches: bench_scalar entries for all 10 single-
  input new indicators.
- README: counter 71 → 84; Price Statistics family-table row
  expanded with the 13 new indicators.
- CHANGELOG: Unreleased section documents the family addition.

Wiki drafts (ghost-ignored, manual sync to wickra.wiki at release
time): indicator-ideas/families/wiki/family-12-statistik-regression/
contains 13 deep-dive pages plus _Sidebar / Indicators-Overview /
Warmup-Periods / Home fragments for the curator merge.

cargo check --workspace --all-features: clean.

* fix(family-12): remove unreachable defensive guards in hurst_exponent

The three guards (m < 2 continue, end > buf.len() break, denom == 0.0
return) are by-construction unreachable given the constructor invariant
period >= 2 * chunks: m = period / k for k in 1..=chunks always
satisfies m >= 2 and end = (c+1) * m <= k * m <= period = buf.len(),
and m_1 = period and m_2 = period / 2 are always distinct so the slope
denominator is strictly positive. Removing them brings codecov/patch
back to 100%.

crates/wickra-core/src/lib.rs

@@ -46,32 +46,34 @@ pub use error::{Error, Result};
 pub use indicators::{
     AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
     Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, AnchoredVwap, Apo, Aroon,
-    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop,
-    AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BollingerBands,
+    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
+    AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta, BollingerBands,
     BollingerBandwidth, BollingerOutput, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
     Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
     ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
-    ClassicPivotsOutput, Cmo, ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator,
-    Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, Donchian, DonchianOutput, DonchianStop,
-    DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, EaseOfMovement,
-    EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Evwma, Fama, FibonacciPivots,
-    FibonacciPivotsOutput, FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput,
-    Frama, GarmanKlassVolatility, HeikinAshi, HeikinAshiOutput, HiLoActivator,
-    HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, Ichimoku,
+    ClassicPivotsOutput, Cmo, CoefficientOfVariation, ConnorsRsi, Coppock, CyberneticCycle,
+    Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput,
+    DetrendedStdDev, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
+    DoubleBollingerOutput, Dpo, EaseOfMovement, EhlersStochastic, ElderImpulse, Ema,
+    EmpiricalModeDecomposition, Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput,
+    FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama,
+    GarmanKlassVolatility, HeikinAshi, HeikinAshiOutput, HiLoActivator, HilbertDominantCycle,
+    HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
     IchimokuOutput, Inertia, InstantaneousTrendline, InverseFisherTransform, Jma, Kama, Keltner,
-    KeltnerOutput, Kst, KstOutput, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel,
+    KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel,
     LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope, MaEnvelopeOutput,
     MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, MassIndex,
-    McGinleyDynamic, MedianPrice, Mfi, Mom, Natr, Nvi, Obv, ParkinsonVolatility, PercentB,
-    PercentageTrailingStop, Pgo, Pmo, Ppo, Psar, Pvi, RenkoTrailingStop, Roc,
-    RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput,
-    SineWave, Sma, Smi, Smma, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
+    McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, Natr, Nvi, Obv,
+    ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, Pmo, Ppo, Psar,
+    Pvi, RSquared, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter,
+    Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SineWave, Skewness, Sma, Smi, Smma,
+    SpearmanCorrelation, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
     StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput,
     SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
     TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
     TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, Tii, Trima,
     Trix, TrueRange, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex,
-    UltimateOscillator, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
+    UltimateOscillator, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
     VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma,
     Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput,
     WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore,