Moving Least Squares, Anyone?

[Joe Koski]

Has anyone run across "moving least squares" code in .m, .cc, .f, etc.
formats that would be adaptable for use with octave? Apparently, moving
least squares can be used to create approximating curves for
interpolation/approximation much in the same way that spline curves can be
used. In some situations, the moving least squares approach can reduce the
need to solve large matrices, which is normally associated with the curve
fit process.

A Google of "moving least squares" shows several papers, but no code that I
can find. Any ideas?

Joe




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