Asked by Locks
on 20 Apr 2013

hi,

I get the following error meesage:

Warning: Polynomial is not unique; degree >= number of data points. > In polyfit at 71 In deltaAdjustment at 27 In run at 74

The code I am using is the following:

for putCall =1:2 dataPutCall = data16(data16(:,3)==putCall,:); dates=unique(dataPutCall(:,6)); for i=1:length(dates) date=dates(i); dataDate = dataPutCall(dataPutCall(:,6) == date,:); Ts = unique(dataDate(:,5)); for indexT = 1:length(Ts) T = Ts(indexT); dataT = dataDate(dataDate(:,5) == T,:);

number=dataT(:,13);

x= dataT(:,2); y=dataT(:,10); p = polyfit(x,y,2); f = polyval(p,x);

a=p(3); b=p(2); c=p(1);

SlopeSkew(number)=b+2*c.*x; Slope=SlopeSkew';

end end end

I have used this code for a smaller matrix and there is was worked perfectly but not it seems as something is not working correctly and I am unsure what excatly it is

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Answer by bym
on 20 Apr 2013

Accepted answer

I think it is obvious from the message; you don't have a enough data points to fit the polynomial uniquely. Like fitting a line through just one point, there are many solutions

x=[1,2]; y = [2,8]; polyfit(x,y,2) Warning: Polynomial is not unique; degree >= number of data points. > In polyfit at 72

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