forum.alglib.net

I need to do the approach of weighing a few points each. I'll do it in C # with the alglib library. Which function do you suggest?

You can use several functions: polynomialfit to do polynomial fitting, spline1dfitcubic or spline1dfithermite to do spline fitting. Is it what you want?

More or less...but I'd try with this functiones but I didn't get what I want. I need a function that will approximate entry points with weights. In matlab I was using function sp = spap2(knots,k,x,y,w) %SPAP2 Least squares spline approximation. But now I want to improve the approach and implement in C#. Any suggestions?? Thanks.

You can use spline1dfitcubicwc or spline1dfithermitewc for such tasks. WC means Weighted-Constrained, i.e. these functions can solve weighted problems with constraints on function value/derivative. And, of course, you can solve problem with weights but without constraints.