--- /dev/null
+## Copyright (C) 1995-2012 Friedrich Leisch
+##
+## This file is part of Octave.
+##
+## Octave 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.
+##
+## Octave 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 Octave; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} spectral_xdf (@var{x}, @var{win}, @var{b})
+## Return the spectral density estimator given a data vector @var{x},
+## window name @var{win}, and bandwidth, @var{b}.
+##
+## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is
+## used to search for a function called @code{@var{win}_sw}.
+##
+## If @var{win} is omitted, the triangle window is used. If @var{b} is
+## omitted, @code{1 / sqrt (length (@var{x}))} is used.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Spectral density estimation
+
+function retval = spectral_xdf (x, win, b)
+
+ xr = length (x);
+
+ if (columns (x) > 1)
+ x = x';
+ endif
+
+ if (nargin < 3)
+ b = 1 / ceil (sqrt (xr));
+ endif
+
+ if (nargin == 1)
+ w = triangle_sw (xr, b);
+ else
+ win = str2func (cstrcat (win, "_sw"));
+ w = feval (win, xr, b);
+ endif
+
+ x = x - sum (x) / xr;
+
+ retval = (abs (fft (x)) / xr).^2;
+ retval = real (ifft (fft(retval) .* fft(w)));
+
+ retval = [(zeros (xr, 1)), retval];
+ retval(:, 1) = (0 : xr-1)' / xr;
+
+endfunction
+