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Dear colleauges, could you hint what the auxiliary function jarquebera_jbcheb means?
Why does the algorithm author omit any function description? :-(

jbcheb(x,c,tj,tj1,r) is used to calculate Chebyshev approximation of the Jarque-Bera CDF.

Its input arguments are:
x - point of calculation
c - coefficient
tj - j-th Chebyshev polynomial
tj1 - previous (j-1)-th Chebyshev polynomial
r - accumulator variable

This function adds c*x to r and updates tj and tj1 in such way, that tj1 is now equal to tj, and tj stores valye of (j+1)-th Chebyshev polynomial.

I agree that Jarque-Bera subpackage is awkward - it have only several comments and it is too big and too hard to read. Well, it was generated automatically as result of the very long Monte-Carlo simulation, and although it was planned to make this package more human-readable, these plans were not implemented yet.

Dear Sergey, great job!
Thank you very much!