Navigation

Operators and Keywords

Function List:

• » Octave core
• » by package
• » alphabetical

C++ API

: durbinlevinson (c, oldphi, oldv)

Perform one step of the Durbin-Levinson algorithm.

The vector c specifies the autocovariances [gamma_0, …, gamma_t] from lag 0 to t, oldphi specifies the coefficients based on c(t-1) and oldv specifies the corresponding error.

If oldphi and oldv are omitted, all steps from 1 to t of the algorithm are performed.

Package: octave