MATLAB: All combination of certain min size

combinations

Hi, I need to compute all possible combination out of 70 assets that include at least 20 of them.

A binary 0/1 index output would be ideal.

Thanks

Best Answer

Because of the "at least 20 of them", there will be 1180493606926365010344 of them. It would be a lot shorter to calculate the asset combinations that are not included; there are only 98013791046293080 of those.

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MATLAB: Creating combinations of 3 vectors

One possible solution would be like this:

A = [50,20,30; 55,25,35; 60,30,40];
[p1,p2,p3] = ndgrid(1:3);
Result = [A(p3(:),1),A(p2(:),2),A(p1(:),3)];

MATLAB: How to determine the expected sum of randomly chosen numbers from vector? (combinatorics)

The nchoosek function can give you all combinations of 2 elements from the vector.

Instead of nchoosek(4, 2), use nchoosek([-1 -1, -1, 1], 2)

I am not sure how it deals with replicas.

Best Answer

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MATLAB: Creating combinations of 3 vectors

MATLAB: How to determine the expected sum of randomly chosen numbers from vector? (combinatorics)

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