1629429569

Did you know ReSharper C++ can help you become familiar with new C++ features? For example, it knows a lot about C++20’s new threeway comparison (or spaceship) operator.

1603692360

When working with embedded systems that depend on speed or have a minimal amount of memory, C is a perfect language of choice. This is a short paper about why you should learn C and the benefits of doing so.

To add some credibility to this story, let me introduce myself. My name is Eric and I am a computer science student in Sweden. I have been programming for quite some time now and I feel like it is time to share some of my opinions about C, one of the best programming languages to learn.

C is an old language, to be formal, it appeared the first time in 1972. The language was developed to combines the capabilities of an assembly language with the feature of high-level language.

Despite its age, the language is still widely used today because of its power and ease of use.

When working with embedded systems that depend on speed or have a minimal amount of memory, C is a perfect language of choice.

Because of its age, many individuals claim that C is not necessary, that newer languages could replace it. However, every language has its purpose and that is what I would like to explain to you.

#c #why-learn-c #learning-to-code #programming-languages #coding #c++

1589791833

C++ is general purpose, compiled, object-oriented programming language and its concepts served as the basis for several other languages such as Java, Python, Ruby, Perl etc.

The goal of this course is to provide you with a working knowledge of C++. We’ll start with the basics, including syntax, operators, loops, and functions. This Course will explain you how to use data structures and create your own Functions. This Course will show you the details of the powerful object and template systems so you can create useful classes and objects.

Youtube channel: ProgrammingKnowledge - https://www.youtube.com/watch?v=_SH1T3y_D7o

#c #c# #c++ #programming-c

1677864120

This package contains a variety of functions from the field robust statistical methods. Many are estimators of location or dispersion; others estimate the standard error or the confidence intervals for the location or dispresion estimators, generally computed by the bootstrap method.

Many functions in this package are based on the R package WRS (an R-Forge repository) by Rand Wilcox. Others were contributed by users as needed. References to the statistics literature can be found below.

This package requires `Compat`

, `Rmath`

, `Dataframes`

, and `Distributions`

. They can be installed automatically, or by invoking `Pkg.add("packagename")`

.

`tmean(x, tr=0.2)`

- Trimmed mean: mean of data with the lowest and highest fraction`tr`

of values omitted.`winmean(x, tr=0.2)`

- Winsorized mean: mean of data with the lowest and highest fraction`tr`

of values squashed to the 20%ile or 80%ile value, respectively.`tauloc(x)`

- Tau measure of location by Yohai and Zamar.`onestep(x)`

- One-step M-estimator of location using Huber's ψ`mom(x)`

- Modified one-step M-estimator of location (MOM)`bisquareWM(x)`

- Mean with weights given by the bisquare rho function.`huberWM(x)`

- Mean with weights given by Huber's rho function.`trimean(x)`

- Tukey's trimean, the average of the median and the midhinge.

`winvar(x, tr=0.2)`

- Winsorized variance.`wincov(x, y, tr=0.2)`

- Winsorized covariance.`pbvar(x)`

- Percentage bend midvariance.`bivar(x)`

- Biweight midvariance.`tauvar(x)`

- Tau measure of scale by Yohai and Zamar.`iqrn(x)`

- Normalized inter-quartile range (normalized to equal σ for Gaussians).`shorthrange(x)`

- Length of the shortest closed interval containing at least half the data.`scaleQ(x)`

- Normalized Rousseeuw & Croux Q statistic, from the 25%ile of all 2-point distances.`scaleS(x)`

- Normalized Rousseeuw & Croux S statistic, from the median of the median of all 2-point distances.`shorthrange!(x)`

,`scaleQ!(x)`

, and`scaleS!(x)`

are non-copying (that is,`x`

-modifying) forms of the above.

`trimse(x)`

- Standard error of the trimmed mean.`trimci(x)`

- Confidence interval for the trimmed mean.`msmedse(x)`

- Standard error of the median.`binomci(s,n)`

- Binomial confidence interval (Pratt's method).`acbinomci(s,n)`

- Binomial confidence interval (Agresti-Coull method).`sint(x)`

- Confidence interval for the median (with optional p-value).`momci(x)`

- Confidence interval of the modified one-step M-estimator of location (MOM).`trimpb(x)`

- Confidence interval for trimmed mean.`pcorb(x)`

- Confidence intervale for Pearson's correlation coefficient.`yuend`

- Compare the trimmed means of two dependent random variables.`bootstrapci(x, est=f)`

- Compute a confidence interval for estimator`f(x)`

by bootstrap methods.`bootstrapse(x, est=f)`

- Compute a standard error of estimator`f(x)`

by bootstrap methods.

`winval(x, tr=0.2)`

- Return a Winsorized copy of the data.`idealf(x)`

- Ideal fourths, interpolated 1st and 3rd quartiles.`outbox(x)`

- Outlier detection.`hpsi(x)`

- Huber's ψ function.`contam_randn`

- Contaminated normal distribution (generates random deviates).`_weightedhighmedian(x)`

- Weighted median (breaks ties by rounding up). Used in scaleQ.

For location, consider the `bisquareWM`

with k=3.9σ, if you can make any reasonable guess as to the "Gaussian-like width" σ (see dispersion estimators for this). If not, `trimean`

is a good second choice, though less efficient. Also, though the author personally has no experience with them, `tauloc`

, `onestep`

, and `mom`

might be useful.

For dispersion, the `scaleS`

is a good general choice, though `scaleQ`

is very efficient for nearly Gaussian data. The MAD is the most robust though less efficient. If scaleS doesn't work, then shorthrange is a good second choice.

The first reference on scaleQ and scaleS (below) is a lengthy discussion of the tradeoffs among scaleQ, scaleS, shortest half, and median absolute deviation (MAD, see BaseStats.mad for Julia implementation). All four have the virtue of having the maximum possible breakdown point, 50%. This means that replacing up to 50% of the data with unbounded bad values leaves the statistic still bounded. The efficiency of Q is better than S and S is better than MAD (for Gaussian distributions), and the influence of a single bad point and the bias due to a fraction of bad points is only slightly larger on Q or S than on MAD. Unlike MAD, the other three do not implicitly assume a symmetric distribution.

To choose between Q and S, the authors note that Q has higher statistical efficiency, but S is typically twice as fast to compute and has lower gross-error sensitivity. An interesting advantage of Q over the others is that its influence function is continuous. For a rough idea about the efficiency, the large-N limit of the standardized variance of each quantity is 2.722 for MAD, 1.714 for S, and 1.216 for Q, relative to 1.000 for the standard deviation (given Gaussian data). The paper gives the ratios for Cauchy and exponential distributions, too; the efficiency advantages of Q are less for Cauchy than for the other distributions.

```
#Set up a sample dataset:
x=[1.672064, 0.7876588, 0.317322, 0.9721646, 0.4004206, 1.665123, 3.059971, 0.09459603, 1.27424, 3.522148,
0.8211308, 1.328767, 2.825956, 0.1102891, 0.06314285, 2.59152, 8.624108, 0.6516885, 5.770285, 0.5154299]
julia> mean(x) #the mean of this dataset
1.853401259
```

`tmean`

: trimmed mean```
julia> tmean(x) #20% trimming by default
1.2921802666666669
julia> tmean(x, tr=0) #no trimming; the same as the output of mean()
1.853401259
julia> tmean(x, tr=0.3) #30% trimming
1.1466045875000002
julia> tmean(x, tr=0.5) #50% trimming, which gives you the median of the dataset.
1.1232023
```

`winval`

: winsorize dataThat is, return a copy of the input array, with the extreme low or high values replaced by the lowest or highest non-extreme value, repectively. The fraction considered extreme can be between 0 and 0.5, with 0.2 as the default.

```
julia> winval(x) #20% winsorization; can be changed via the named argument `tr`.
20-element Any Array:
1.67206
0.787659
0.400421
0.972165
...
0.651689
2.82596
0.51543
```

`winmean`

, `winvar`

, `wincov`

: winsorized mean, variance, and covariance```
julia> winmean(x) #20% winsorization; can be changed via the named argument `tr`.
1.4205834800000001
julia> winvar(x)
0.998659015947531
julia> wincov(x, x)
0.998659015947531
julia> wincov(x, x.^2)
3.2819238397424004
```

`trimse`

: estimated standard error of the trimmed mean```
julia> trimse(x) #20% winsorization; can be changed via the named argument `tr`.
0.3724280347984342
```

`trimci`

: (1-α) confidence interval for the trimmed meanCan be used for paired groups if `x`

consists of the difference scores of two paired groups.

```
julia> trimci(x) #20% winsorization; can be changed via the named argument `tr`.
(1-α) confidence interval for the trimmed mean
Degrees of freedom: 11
Estimate: 1.292180
Statistic: 3.469611
Confidence interval: 0.472472 2.111889
p value: 0.005244
```

`idealf`

: the ideal fourths:Returns `(q1,q3)`

, the 1st and 3rd quartiles. These will be a weighted sum of the values that bracket the exact quartiles, analogous to how we handle the median of an even-length array.

```
julia> idealf(x)
(0.4483411416666667,2.7282743333333332)
```

`pbvar`

: percentage bend midvarianceA robust estimator of scale (dispersion). See NIST ITL webpage for more.

```
julia> pbvar(x)
2.0009575278957623
```

`bivar`

: biweight midvarianceA robust estimator of scale (dispersion). See NIST ITL webpage for more.

```
julia> bivar(x)
1.5885279811329132
```

`tauloc`

, `tauvar`

: tau measure of location and scaleRobust estimators of location and scale, with breakdown points of 50%.

See Yohai and Zamar *JASA*, vol 83 (1988), pp 406-413 and Maronna and Zamar *Technometrics*, vol 44 (2002), pp. 307-317.

```
julia> tauloc(x) #the named argument `cval` is 4.5 by default.
1.2696652567510853
julia> tauvar(x)
1.53008203090696
```

`outbox`

: outlier detectionUse a modified boxplot rule based on the ideal fourths; when the named argument `mbox`

is set to `true`

, a modification of the boxplot rule suggested by Carling (2000) is used.

```
julia> outbox(x)
Outlier detection method using
the ideal-fourths based boxplot rule
Outlier ID: 17
Outlier value: 8.62411
Number of outliers: 1
Non-outlier ID: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 18, 19, 20
```

`msmedse`

: Standard error of the medianReturn the standard error of the median, computed through the method recommended by McKean and Schrader (1984).

```
julia> msmedse(x)
0.4708261134886094
```

`binomci()`

, `acbinomci()`

: Binomial confidence intervalCompute the (1-α) confidence interval for p, the binomial probability of success, given `s`

successes in `n`

trials. Instead of `s`

and `n`

, can use a vector `x`

whose values are all 0 and 1, recording failure/success one trial at a time. Returns an object.

`binomci`

uses Pratt's method; `acbinomci`

uses a generalization of the Agresti-Coull method that was studied by Brown, Cai, & DasGupta.

```
julia> binomci(2, 10) # # of success and # of total trials are provided. By default alpha=.05
p_hat: 0.2000
confidence interval: 0.0274 0.5562
Sample size 10
julia> trials=[1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 1, 0]
julia> binomci(trials, alpha=0.01) #trial results are provided in array form consisting of 1's and 0's.
p_hat: 0.5000
confidence interval: 0.1768 0.8495
Sample size 12
julia> acbinomci(2, 10) # # of success and # of total trials are provided. By default alpha=.05
p_hat: 0.2000
confidence interval: 0.0459 0.5206
Sample size 10
```

`sint()`

Compute the confidence interval for the median. Optionally, uses the Hettmansperger-Sheather interpolation method to also estimate a p-value.

```
julia> sint(x)
Confidence interval for the median
Confidence interval: 0.547483 2.375232
julia> sint(x, 0.6)
Confidence interval for the median with p-val
Confidence interval: 0.547483 2.375232
p value: 0.071861
```

`hpsi`

Compute Huber's ψ. The default bending constant is 1.28.

```
julia> hpsi(x)
20-element Array{Float64,1}:
1.28
0.787659
0.317322
0.972165
0.400421
...
```

`onestep`

Compute one-step M-estimator of location using Huber's ψ. The default bending constant is 1.28.

```
julia> onestep(x)
1.3058109021286803
```

`bootstrapci`

, `bootstrapse`

Compute a bootstrap, (1-α) confidence interval (`bootstrapci`

) or a standard error (`bootstrapse`

) for the measure of location corresponding to the argument `est`

. By default, the median is used. Default α=0.05.

```
julia> ci = bootstrapci(x, est=onestep, nullvalue=0.6)
Estimate: 1.305811
Confidence interval: 0.687723 2.259071
p value: 0.026000
julia> se = bootstrapse(x, est=onestep)
0.41956761772722817
```

`mom`

and `mom!`

Returns a modified one-step M-estimator of location (MOM), which is the unweighted mean of all values not more than (bend times the `mad(x)`

) away from the data median.

```
julia> mom(x)
1.2596462322222222
```

`momci`

Compute the bootstrap (1-α) confidence interval for the MOM-estimator of location based on Huber's ψ. Default α=0.05.

```
julia> momci(x, seed=2, nboot=2000, nullvalue=0.6)
Estimate: 1.259646
Confidence interval: 0.504223 2.120979
p value: 0.131000
```

`contam_randn`

Create contaminated normal distributions. Most values will by from a N(0,1) zero-mean unit-variance normal distribution. A fraction `epsilon`

of all values will have `k`

times the standard devation of the others. Default: `epsilon=0.1`

and `k=10`

.

```
julia> srand(1);
julia> std(contam_randn(2000))
3.516722458797104
```

`trimpb`

Compute a (1-α) confidence interval for a trimmed mean by bootstrap methods.

```
julia> trimpb(x, nullvalue=0.75)
Estimate: 1.292180
Confidence interval: 0.690539 2.196381
p value: 0.086000
```

`pcorb`

Compute a .95 confidence interval for Pearson's correlation coefficient. This function uses an adjusted percentile bootstrap method that gives good results when the error term is heteroscedastic.

```
julia> pcorb(x, x.^5)
Estimate: 0.802639
Confidence interval: 0.683700 0.963478
```

`yuend`

Compare the trimmed means of two dependent random variables using the data in x and y. The default amount of trimming is 20%.

```
julia> srand(3)
julia> y2 = randn(20)+3;
julia> yuend(x, y2)
Comparing the trimmed means of two dependent variables.
Sample size: 20
Degrees of freedom: 11
Estimate: -1.547776
Standard error: 0.460304
Statistic: -3.362507
Confidence interval: -2.560898 -0.534653
p value: 0.006336
```

See `UNMAINTAINED.md`

for information about functions that the maintainers have not yet understood but also not yet deleted entirely.

Percentage bend and related estimators come from L.H. Shoemaker and T.P. Hettmansperger "Robust estimates and tests for the one- and two-sample scale models" in *Biometrika* Vol 69 (1982) pp. 47-53.

Tau measures of location and scale are from V.J. Yohai and R.H. Zamar "High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale" in *J. American Statistical Assoc.* vol 83 (1988) pp. 406-413.

The `outbox(..., mbox=true)`

modification was suggested in K. Carling, "Resistant outlier rules and the non-Gaussian case" in *Computational Statistics and Data Analysis* vol 33 (2000), pp. 249-258. doi:10.1016/S0167-9473(99)00057-2

The estimate of the standard error of the median, `msmedse(x)`

, is computed by the method of J.W. McKean and R.M. Schrader, "A comparison of methods for studentizing the sample median" in *Communications in Statistics: Simulation and Computation* vol 13 (1984) pp. 751-773. doi:10.1080/03610918408812413

For Pratt's method of computing binomial confidence intervals, see J.W. Pratt (1968) "A normal approximation for binomial, F, Beta, and other common, related tail probabilities, II" *J. American Statistical Assoc.*, vol 63, pp. 1457- 1483, doi:10.1080/01621459.1968.10480939. Also R.G. Newcombe "Confidence Intervals for a binomial proportion" *Stat. in Medicine* vol 13 (1994) pp 1283-1285, doi:10.1002/sim.4780131209.

For the Agresti-Coull method of computing binomial confidence intervals, see L.D. Brown, T.T. Cai, & A. DasGupta "Confidence Intervals for a Binomial Proportion and Asymptotic Expansions" in *Annals of Statistics*, vol 30 (2002), pp. 160-201.

Shortest Half-range comes from P.J. Rousseeuw and A.M. Leroy, "A Robust Scale Estimator Based on the Shortest Half" in *Statistica Neerlandica* Vol 42 (1988), pp. 103-116. doi:10.1111/j.1467-9574.1988.tb01224.x . See also R.D. Martin and R. H. Zamar, "Bias-Robust Estimation of Scale" in *Annals of Statistics* Vol 21 (1993) pp. 991-1017. doi:10.1214/aoe/1176349161

Scale-Q and Scale-S statistics are described in P.J. Rousseeuw and C. Croux "Alternatives to the Median Absolute Deviation" in *J. American Statistical Assoc.* Vo 88 (1993) pp 1273-1283. The time-efficient algorithms for computing them appear in C. Croux and P.J. Rousseeuw, "Time-Efficient Algorithms for Two Highly Robust Estimators of Scale" in *Computational Statistics, Vol I* (1992), Y. Dodge and J. Whittaker editors, Heidelberg, Physica-Verlag, pp 411-428. If link fails, see ftp://ftp.win.ua.ac.be/pub/preprints/92/Timeff92.pdf

Author: Mrxiaohe

Source Code: https://github.com/mrxiaohe/RobustStats.jl

License: MIT license

1624240146

C and C++ are the most powerful programming language in the world. Most of the super fast and complex libraries and algorithms are written in C or C++. Most powerful Kernel programs are also written in C. So, there is no way to skip it.

In programming competitions, most programmers prefer to write code in C or C++. **Tourist** is considered the worlds top programming contestant of all ages who write code in C++.

During programming competitions, programmers prefer to use a lightweight editor to focus on coding and algorithm designing. Vim, Sublime Text, and Notepad++ are the most common editors for us. Apart from the competition, many software developers and professionals love to use Sublime Text just because of its flexibility.

I have discussed the steps we need to complete in this blog post before running a C/C++ code in Sublime Text. We will take the inputs from an **input file** and print outputs to **an output file** without using `freopen`

file related functions in C/C++.

#cpp #c #c-programming #sublimetext #c++ #c/c++

1597937354

If you are familiar with C/C++then you must have come across some unusual things and if you haven’t, then you are about to. The below codes are checked twice before adding, so feel free to share this article with your friends. The following displays some of the issues:

- Using multiple variables in the print function
- Comparing Signed integer with unsigned integer
- Putting a semicolon at the end of the loop statement
- C preprocessor doesn’t need a semicolon
- Size of the string matters
- Macros and equations aren’t good friends
- Never compare Floating data type with double data type
- Arrays have a boundary
- Character constants are different from string literals
- Difference between single(=) and double(==) equal signs.

The below code generates no error since a print function can take **any** number of inputs but creates a mismatch with the variables. The print function is used to display characters, strings, integers, float, octal, and hexadecimal values onto the output screen. The format specifier is used to display the value of a variable.

- %d indicates Integer Format Specifier
- %f indicates Float Format Specifier
- %c indicates Character Format Specifier
- %s indicates String Format Specifier
- %u indicates Unsigned Integer Format Specifier
- %ld indicates Long Int Format Specifier

A signed integer is a 32-bit datum that encodes an integer in the range [-2147483648 to 2147483647]. An unsigned integer is a 32-bit datum that encodes a non-negative integer in the range [0 to 4294967295]. The signed integer is represented in twos-complement notation. In the below code the signed integer will be converted to the maximum unsigned integer then compared with the unsigned integer.

#problems-with-c #dicey-issues-in-c #c-programming #c++ #c #cplusplus