I had this same problem, and it was driving me crazy! I could not get Glory of the Dead to start. No one was at the Skyforge, there was no funeral at all. All the companions acted as if it was just a normal day. Even Vilkas, after telling me to go to Skyforge for the funeral, just slowly walked back up to Jorrvaskr and stood around like an idiot. I had tried going back to several different saves, and did setstage commands at those different saves, but nothing would activate this quest.
Finally, I managed to get it to work, and here's how I did it: After finishing off the Silver Hands and retrieving the stolen fragments of Wuuthrad, I fast traveled to Whiterun with Vilkas like I had done several times before. Vilkas then tells me that Kodlak's funeral must be prepared by now, and that I should meet everyone up at Skyforge. So, the glitch continues as usual. Purity of Revenge is marked as completed, and Vilkas goes walking away back up to Jorrvaskr. I walk up to Skyforge, no funeral. I then proceed to wait at the Skyforge until the next night, since it was already about 6 am, and I believe the Funeral is supposed to take place at night. So, I use the Wait function and fast forward to about 7 PM, then I used the setstage command: "setstage C06 1".
Immediately, Glory Of The Dead was initiated and all the Companions were gathered at the Skyforge in front of me for the funeral. I really hope this helps those of you who have this same problem and are having trouble finding the answer like I did. Good luck!