in reply to
Estimating continuous functions
What kind of function (or curve, whatever) you fit depends on your data. Can you give us a sample data set so that we can suggest appropriate regressions? If it does not follow a set order, you might have to fit a very large polynomial to it and even then it may not be accurate outside the range of the data set -- since a piecewise function is still technically a function, fitting cubic splines may be enough. It depends on the data model and what you are trying to model. Either way, there are a lot of good web references on the requisite math, so with a better understanding of the problem space, we can give you better tips.