1 files changed, 58 insertions, 23 deletions
diff --git a/macros/aryule.sci b/macros/aryule.sci
index e752ced..dd4ac7c 100644
--- a/macros/aryule.sci
+++ b/macros/aryule.sci
@@ -1,39 +1,74 @@
-function [a, v, k] = aryule (x, p)
 //This function fits an AR (p)-model with Yule-Walker estimates.
+
 //Calling Sequence
 //a = aryule (x, p)
 //[a, v] = aryule (x, p)
 //[a, v, k] = aryule (x, p)
-//Parameters 
+
+//Parameters
 //x: vector of real or complex numbers, length > 2
 //p: positive integer value < length(x) - 1
-//a, v, k: Output variables 
+//a: gives the AR coefficients
+//v: gives the variance of the white noise,
+//k: gives the reflection coefficients to be used in the lattice filter
+
 //Description
-//This is an Octave function.
-//
 //This function fits an AR (p)-model with Yule-Walker estimates.
-//The first argument is the data vector which is to be estimated. 
-//Output variable a gives the AR coefficients, v gives the variance of the white noise and k gives the reflection coefficients to be used in the lattice filter.
+//The first argument is the data vector which is to be estimated.
+
 //Examples
 //aryule([1,2,3,4,5],2)
 //ans  =
 //    1.  - 0.8140351    0.1192982
 
-funcprot(0);
-rhs = argn(2)
-lhs = argn(1)
-
-if(rhs~=2)
-error("Wrong number of input arguments.")
-end
-
-	select(lhs)
-	case 1 then
-	a = callOctave("aryule",x,p)
-	case 2 then
-	[a,v] = callOctave("aryule",x,p)
-	case 3 then
-	[a,v,k] = callOctave("aryule",x,p)
-	end
+//*************************************************************************************
+//-------------------version1 (using callOctave / errored)-----------------------------
+//*************************************************************************************
+//function [a, v, k] = aryule (x, p)
+//funcprot(0);
+//rhs = argn(2)
+//lhs = argn(1)
+//
+//if(rhs~=2)
+//error("Wrong number of input arguments.")
+//end
+//
+//	select(lhs)
+//	case 1 then
+//	a = callOctave("aryule",x,p)
+//	case 2 then
+//	[a,v] = callOctave("aryule",x,p)
+//	case 3 then
+//	[a,v,k] = callOctave("aryule",x,p)
+//	end
+//
+//endfunction
+
+//*************************************************************************************
+//-----------------------------version2 (pure scilab code)-----------------------------
+//*************************************************************************************
+
+function [a, v, k] = aryule (x, p)
+
+  [nargout,nargin] = argn() ;
+
+  if ( nargin~=2 )
+    error('aryule : invalid number of inputs');
+  elseif ( ~isvector(x) | length(x)<3 )
+    error( 'aryule: arg 1 (x) must be vector of length >2' );
+  elseif ( ~isscalar(p) | fix(p)~=p | p > length(x)-2 )
+    error( 'aryule: arg 2 (p) must be an integer >0 and <length(x)-1' );
+  end
+
+  c = xcorr(x, p+1, 'biased');
+  c(1:p+1) = [];     // remove negative autocorrelation lags
+  c(1) = real(c(1)); // levinson/toeplitz requires exactly c(1)==conj(c(1))
+  if nargout <= 1
+    a = levinson(c, p);
+  elseif nargout == 2
+    [a, v] = levinson(c, p);
+  else
+    [a, v, k] = levinson(c, p);
+  end
 
 endfunction