linear combination matrix columns

2015 9 22

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If I have the following matrix

1 5 6

2 7 6

3 2 2

with c1 c2 and c3 the columns I want obtain the following linear combinations c1 c2, c2 c3, c1 c3, and for each couple calculate the covariance.

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Thorsten 2015-9-22

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C = [1 5 6; 2 7 6; 3 2 2]';
ind = nchoosek(1:3, 2)
for i = 1:size(ind)
  cov(C(:, ind(i,:)))
end

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