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"); end select(rhs) case 1 then y=callOctave("durbinlevinson",C); case 2 then y=callOctave("durbinlevinson",C, varargin(1)); case 3 then y=callOctave("durbinlevinson",C, varargin(1), varargin(2)); end endfunction