I was able to run the code you posted in R2015a without an error. The error you see may be caused by a local "dpss" function that is interfering with the "dpss" function in MATLAB's Signal Processing Toolbox. Run the following statement in your MATLAB command window:
The output should display a location inside the Signal Processing Toolbox folder, such as:
where <matlabroot> is the output of:
If the location is not inside the Signal Processing Toolbox folder then there is a local function that is causing the problem. In this case, you can either rename the local "dpss" function or move it out of your MATLAB path.