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Diffstat (limited to 'macros/durbinlevinson.sci')
| -rw-r--r-- | macros/durbinlevinson.sci | 13 |
1 files changed, 13 insertions, 0 deletions
diff --git a/macros/durbinlevinson.sci b/macros/durbinlevinson.sci index cd56e48..74dbb46 100644 --- a/macros/durbinlevinson.sci +++ b/macros/durbinlevinson.sci @@ -1,4 +1,17 @@ function y= durbinlevinson(C, varargin) +// Perform one step of the Durbin-Levinson algorithm.. +//Calling Sequence +// durbinlevinson (C); +// durbinlevinson (C, OLDPHI); +// durbinlevinson (C, OLDPHI, OLDV); +//Parameters +//C: The vector C specifies the autocovariances '[gamma_0, ..., gamma_t]' from lag 0 to T. +//OLDPHI: It specifies the coefficients based on C(T-1). +//OLDV: It specifies the corresponding error. +//Description +//This is an Octave function. +//Perform one step of the Durbin-Levinson. +//If OLDPHI and OLDV are omitted, all steps from 1 to T of the algorithm are performed. rhs=argn(2); if(rhs<1 | rhs>3) error("Wrong number of input arguments"); |