yulewalker.m File Reference

Functions
	if (columns(c) > 1) c
Variables
	function [a, v]
endif	p = length (c) - 1
endif	cp = c(2 : p+1)
	CP = zeros(p, p)
for	i
endfor endfor	a = inv (CP) * cp
	v = c(1) - a' * cp

---

Function Documentation

if	(	columns(c)	,
		1
	)

---

Variable Documentation

endfor endfor a = inv (CP) * cp

CP = zeros(p, p)

endif cp = c(2 : p+1)

function[a, v]

Initial value:

 yulewalker (c)

  if (nargin != 1)
    print_usage ()

for i

Initial value:

 1:p
    for j = 1:p
      CP (i, j) = c (abs (i-j) + 1)

endif p = length (c) - 1

v = c(1) - a' * cp