It is a doozy, but it's also a very interesting doozy. There are many, many programs that have been written that will do this. One of the best, imho, is Mathematica. (At least, it was in '93 when I was an aspiring math major.) If you can use it, I'd suggest looking at Math::ematica. (If you don't have it and you're being paid for this work, indicate to your paychecksource that they can shell $ for Mathematica or $$$ for you to replicate it.)
in reply to Estimating continuous functions
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Then there are Damian modules.... *sigh* ... that's not about being less-lazy -- that's about being on some really good drugs -- you know, there is no spoon. - flyingmoose