@spec half_life([number()]) :: {:ok, float()} | {:error, :no_mean_reversion} | nil

Estimate Ornstein-Uhlenbeck half-life from a price series.

Parameters

• prices - List of prices in chronological order (oldest first) (value)

Returns

{:ok, half_life_in_periods}, {:error, :no_mean_reversion}, or nil for insufficient data (result_tuple)

Example

{:ok, 6.9}

Errors

• :no_mean_reversion

# descripex:contract
%{
  params: %{
    prices: %{
      description: "List of prices in chronological order (oldest first)",
      kind: :value
    }
  },
  errors: [:no_mean_reversion],
  returns: %{
    type: :result_tuple,
    description: "{:ok, half_life_in_periods}, {:error, :no_mean_reversion}, or nil for insufficient data"
  },
  returns_example: {:ok, 6.9}
}