--- /dev/null
+function [PARCOR,ARP, PE] = parcor(AutoCov);
+% estimates partial autocorrelation coefficients
+% Multiple channels can be used (one per row).
+%
+% [PARCOR, AR, PE] = parcor(AutoCov); % calculates Partial autocorrelation, autoregressive coefficients and residual error variance from the Autocorrelation function.
+%
+% [PARCOR] = parcor(acovf(x,p)); % calculates the Partial Autocorrelation coefficients of the data series x up to order p
+%
+% INPUT:
+% AutoCov Autocorrelation function for lag=0:P
+%
+% OUTPUT
+% AR autoregressive model parameter
+% PARCOR partial correlation coefficients (= -reflection coefficients)
+% PE remaining error variance
+%
+% All input and output parameters are organized in rows, one row
+% corresponds to the parameters of one channel.
+% The PARCOR coefficients are the negative reflection coefficients.
+% A significance test is implemented in PACF.
+%
+% see also: PACF ACOVF ACORF DURLEV AC2RC
+%
+% REFERENCES:
+% P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
+% S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
+% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
+% W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
+
+
+% $Id: parcor.m 5090 2008-06-05 08:12:04Z schloegl $
+% Copyright (C) 1997-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
+%
+% This program is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% This program is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with this program. If not, see <http://www.gnu.org/licenses/>.
+
+
+[ARP,PARCOR,PE] = durlev(AutoCov);
+PARCOR=-PARCOR;