[SciPy-user] toeplitz matrix - yule-walker equations

[morovia]

Hello,

   I was trying to solve the yule-walker equations which uses 
toeplitz matrix to get the coefficients.

Since the toeplitz matrix is already in scipy.linalg, I am just wondering whether someone has already written to solve eqns. using recursive levinson-durby algorithm.

http://documents.wolfram.com/applications/timeseries/UsersGuidetoTimeSeries/1.6.1.html

Any suggestions. 

Thanks in advance,

Best regards,
morovia.
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