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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from durbinlevinson.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="durbinlevinson" xml:lang="en"
xmlns="http://docbook.org/ns/docbook"
xmlns:xlink="http://www.w3.org/1999/xlink"
xmlns:svg="http://www.w3.org/2000/svg"
xmlns:ns3="http://www.w3.org/1999/xhtml"
xmlns:mml="http://www.w3.org/1998/Math/MathML"
xmlns:scilab="http://www.scilab.org"
xmlns:db="http://docbook.org/ns/docbook">
<refnamediv>
<refname>durbinlevinson</refname>
<refpurpose>Perform one step of the Durbin-Levinson algorithm..</refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>
durbinlevinson (C);
durbinlevinson (C, OLDPHI);
durbinlevinson (C, OLDPHI, OLDV);
</synopsis>
</refsynopsisdiv>
<refsection>
<title>Parameters</title>
<variablelist>
<varlistentry><term>C:</term>
<listitem><para> The vector C specifies the autocovariances '[gamma_0, ..., gamma_t]' from lag 0 to T.</para></listitem></varlistentry>
<varlistentry><term>OLDPHI:</term>
<listitem><para> It specifies the coefficients based on C(T-1).</para></listitem></varlistentry>
<varlistentry><term>OLDV:</term>
<listitem><para> It specifies the corresponding error.</para></listitem></varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Description</title>
<para>
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.
</para>
</refsection>
</refentry>
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