First Steps into Octave

[Goebel, Juergen]

Hi,

Doing my first steps into Octave I ran into the following problem. 
I need the function pwelch (written by Peter V. Lanspeary), which
I found during a www-search.  After saving it to my m-file-directory
I thought that I may use it by simply invoking pwelch from another
m-file.  This is, the general structure looks something like this:

function result = test (foo)
s = something
S = pwelch (s);
endfunction;

test.m resides in the same directory as pwelch.  But running
test.m results in an error message "pwelch undefined ...".

Where is my mistake?

Regards,

Juergen